//--> //--> //--> //-->
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:"International journal of forecasting"
~isPartOf:"The journal of alternative investments"
~source:"econis"
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_exact:"Risk measure"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
70
Risk measure
70
Forecasting model
45
Prognoseverfahren
45
Theorie
31
Theory
31
Statistical distribution
24
Statistische Verteilung
24
ARCH model
22
ARCH-Modell
22
Portfolio selection
21
Portfolio-Management
21
Volatility
20
Volatilität
20
Estimation
15
Schätzung
15
Capital income
12
Kapitaleinkommen
12
Risk management
12
Risikomanagement
11
Expected shortfall
10
Outliers
8
Risk
8
Time series analysis
8
Value at risk
8
Zeitreihenanalyse
8
Ausreißer
7
Value-at-Risk
7
Bayes-Statistik
6
Bayesian inference
6
Estimation theory
6
Extreme value theory
6
Risiko
6
Schätztheorie
6
VAR model
6
VAR-Modell
6
Backtesting
5
Forecasting
5
Markov chain
5
Markov-Kette
5
more ...
less ...
Online availability
All
Undetermined
41
Free
1
Type of publication
All
Article
70
Type of publication (narrower categories)
All
Article in journal
70
Aufsatz in Zeitschrift
70
Language
All
English
70
Author
All
Fuertes, Ana María
3
Gerlach, Richard
3
Taleb, Nassim Nicholas
3
Cavenaile, Laurent
2
Chambers, Donald Robert
2
Herrera, Rodrigo
2
Kalotychou, Elena
2
Lu, Qin
2
Lucas, André
2
Polanski, Arnold
2
Stoja, Evarist
2
Taylor, James W.
2
Wang, Chao
2
Abeywardana, Sachin
1
Adams, Patrick A.
1
Adrian, Tobias
1
Ardia, David
1
Assimakopoulos, V.
1
Bams, Dennis
1
Bar-Yam, Yaneer
1
Baronyan, Sayad
1
Bianchi, Michele Leonardo
1
Blanchard, Gildas
1
Bluteau, Keven
1
Boffelli, Simona
1
Boudt, Kris
1
Boyarchenko, Nina
1
Cardós, Manuel
1
Catania, Leopoldo
1
Chen, Cathy W. S.
1
Chen, Qian
1
Chen, Zhi
1
Cherem, Mayer
1
Cirillo, Pasquale
1
Clements, Adam
1
Coste, Cyril
1
Coën, Alain
1
Das, Sanjiv R.
1
De Luca, Giovanni
1
Dijk, Herman K. van
1
more ...
less ...
Published in...
All
International journal of forecasting
The journal of alternative investments
Insurance / Mathematics & economics
218
Journal of banking & finance
181
Journal of risk
121
European journal of operational research : EJOR
111
Risks : open access journal
107
Finance research letters
93
Economic modelling
69
Energy economics
69
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
67
Discussion paper / Tinbergen Institute
62
The journal of risk model validation
60
Journal of empirical finance
54
Applied economics
53
Journal of risk and financial management : JRFM
53
Quantitative finance
51
International journal of theoretical and applied finance
47
Journal of risk management in financial institutions
47
The journal of operational risk
45
Journal of forecasting
42
Journal of econometrics
41
Computational economics
38
The European journal of finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
International review of economics & finance : IREF
35
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Journal of economic dynamics & control
33
Journal of international financial markets, institutions & money
32
Scandinavian actuarial journal
32
Working papers
32
Applied economics letters
31
Finance and stochastics
31
Econometric Institute research papers
29
Pacific-Basin finance journal
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Operations research letters
28
Working paper
28
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
70
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
3
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
4
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
5
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
6
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
7
Nonparametric expected shortfall forecasting incorporating weighted quantiles
Storti, Giuseppe
;
Wang, Chao
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 224-239
Persistent link: https://www.econbiz.de/10013347785
Saved in:
8
On single point forecasts for fat-tailed variables
Taleb, Nassim Nicholas
;
Bar-Yam, Yaneer
;
Cirillo, Pasquale
- In:
International journal of forecasting
38
(
2022
)
2
,
pp. 413-422
Persistent link: https://www.econbiz.de/10013348601
Saved in:
9
Evaluating quantile forecasts in the M5 uncertainty competition
Chen, Zhi
;
Gaba, Anil
;
Tsetlin, Ilia
;
Winkler, Robert L.
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1531-1545
Persistent link: https://www.econbiz.de/10014381153
Saved in:
10
Observation-driven models for realized variances and overnight returns applied to value-at-risk and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->