//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Insurance: Mathematics and Economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"value at risk"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
37
Risk measure
37
Forecasting model
17
Prognoseverfahren
17
Theorie
14
Theory
14
Estimation
11
Portfolio selection
11
Portfolio-Management
11
Schätzung
11
Value-at-Risk
11
Capital income
10
Kapitaleinkommen
10
Estimation theory
9
Schätztheorie
9
ARCH model
8
ARCH-Modell
8
Risk
8
Statistical distribution
8
Statistische Verteilung
8
Value at risk
8
Risiko
7
Volatility
7
Volatilität
7
Optimal reinsurance
6
Value-at-risk
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Conditional tail expectation
4
Conditional value at risk
4
Risikomanagement
4
Risk management
4
Risk measures
4
tail risk
4
Ausreißer
3
Börsenkurs
3
Capital allocation
3
Capital market returns
3
Expected shortfall
3
Kapitalmarktrendite
3
more ...
less ...
Online availability
All
Undetermined
50
Free
2
Type of publication
All
Article
73
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
36
Aufsatz in Zeitschrift
36
Language
All
English
38
Undetermined
37
Author
All
Chi, Yichun
4
Almeida, Caio
3
Ardison, Kym
3
Asimit, Alexandru V.
3
Cheung, Ka Chun
3
Garcia, René
3
Vicente, Jose
3
Badescu, Alexandru M.
2
Chen, Song Xi
2
Cossette, Hélène
2
Dobrev, Dobrislav
2
Goovaerts, Marc J.
2
Laeven, Roger J.A.
2
Lo, Ambrose
2
Olmo, Jose
2
Paolella, Marc S.
2
Pelletier, Denis
2
Puccetti, Giovanni
2
Schaumburg, Ernst
2
Tang, Qihe
2
Taylor, James W.
2
Trojani, Fabio
2
Vries, Casper G. de
2
Weng, Chengguo
2
Adan, I.J.B.F.
1
Ahn, Jae Youn
1
Ahoniemi, Katja
1
Antoine, Bertille
1
Artís, Manuel
1
Bahraoui, Zuhair
1
Bali, Turan G.
1
Barunik, Jozef
1
Bellini, Fabio
1
Bignozzi, Valeria
1
Bolancé, Catalina
1
Bormann, Carsten
1
Brandtner, Mario
1
Brio, Esther B. Del
1
Broda, Simon A.
1
Brownlees, Christian
1
more ...
less ...
Published in...
All
Insurance: Mathematics and Economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Insurance / Mathematics & economics
219
Journal of banking & finance
181
Journal of risk
123
European journal of operational research : EJOR
113
Risks : open access journal
106
Finance research letters
94
International review of financial analysis
73
Energy economics
71
Economic modelling
70
The North American journal of economics and finance : a journal of financial economics studies
68
Discussion paper / Tinbergen Institute
64
The journal of risk model validation
62
MPRA Paper
61
International journal of forecasting
56
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
Quantitative finance
51
Journal of risk management in financial institutions
47
The journal of operational risk
47
International journal of theoretical and applied finance
46
Journal of forecasting
44
Journal of econometrics
42
Computational economics
40
International review of economics & finance : IREF
38
Risks
37
The European journal of finance
37
Tinbergen Institute Discussion Papers
37
Research in international business and finance
36
Journal of Risk and Financial Management
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Tinbergen Institute Discussion Paper
34
Journal of economic dynamics & control
33
Journal of international financial markets, institutions & money
33
Scandinavian actuarial journal
33
Working papers
32
Applied economics letters
31
more ...
less ...
Source
All
ECONIS (ZBW)
37
RePEc
37
USB Cologne (business full texts)
1
Showing
1
-
10
of
75
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Efficient Versus Inefficient Hedging Strategies in the Presence of Financial and Longevity (
Value
at
)
Risk
Luciano, Elisa
-
2014
This paper provides a closed-form
Value-at-Risk
(VaR) for the net exposure of an annuity provider, taking into account …
Persistent link: https://www.econbiz.de/10013046884
Saved in:
2
Forecasting
value-at-risk
under temporal and portfolio aggregation
Kole, Erik
;
Markwat, Thijs
;
Opschoor, Anne
;
Dijk, Dick van
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 649-677
Persistent link: https://www.econbiz.de/10011987663
Saved in:
3
Modeling systemic risk : time-varying tail dependence when forecasting marginal expected shortfall
Eckernkemper, Tobias
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 63-117
Persistent link: https://www.econbiz.de/10011987686
Saved in:
4
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
5
Overnight news and daily equity trading risk limits
Ahoniemi, Katja
;
Fuertes, Ana María
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10011623670
Saved in:
6
The geometric-VaR backtesting method
Pelletier, Denis
;
Wei, Wei
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 725-745
Persistent link: https://www.econbiz.de/10011623861
Saved in:
7
Semi-parametric conditional quantile models for financial returns and realized volatility
Zikes, Filip
;
Barunik, Jozef
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 185-226
Persistent link: https://www.econbiz.de/10011588557
Saved in:
8
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
9
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
10
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->