//--> //--> //--> //-->
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"
~subject:"Theory"
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
Theory
Risikomaß
74
Risk measure
74
Forecasting model
49
Prognoseverfahren
49
Theorie
34
Statistical distribution
25
Statistische Verteilung
25
ARCH model
22
ARCH-Modell
22
Portfolio selection
22
Portfolio-Management
22
Volatility
20
Volatilität
20
Estimation
16
Schätzung
16
Risk management
13
Capital income
12
Kapitaleinkommen
12
Risikomanagement
12
Expected shortfall
10
Risk
9
Time series analysis
9
Value at risk
9
Zeitreihenanalyse
9
Outliers
8
Ausreißer
7
Extreme value theory
7
Risiko
7
VAR model
7
VAR-Modell
7
Value-at-Risk
7
Bayes-Statistik
6
Bayesian inference
6
Estimation theory
6
Forecasting
6
Schätztheorie
6
Backtesting
5
Markov chain
5
Markov-Kette
5
more ...
less ...
Online availability
All
Undetermined
25
Free
2
Type of publication
All
Article
34
Type of publication (narrower categories)
All
Article in journal
34
Aufsatz in Zeitschrift
34
Language
All
English
34
Author
All
Gerlach, Richard
2
Herrera, Rodrigo
2
Wang, Chao
2
Abeywardana, Sachin
1
Cavenaile, Laurent
1
Chen, Hua
1
Chen, Qian
1
Chen, Zhi
1
Clements, Adam
1
Dijk, Herman K. van
1
Diks, Cees G. H.
1
Dionne, Georges
1
Fang, Hao
1
Fei, Fei
1
Fortin, Alain-Philippe
1
Fu, Jin-Yu
1
Fuentes, Fernanda
1
Fuertes, Ana María
1
Gaba, Anil
1
Gefang, Deborah
1
Gençay, Ramazan
1
Gerlach, Richard H.
1
González, Nicolás
1
Greenwood, David
1
Guermat, Cherif
1
Hao, Hong-Xia
1
Harris, Richard D. F.
1
Hoga, Yannick
1
Hoogerheide, Lennart
1
Iseringhausen, Martin
1
Kalotychou, Elena
1
Kang, Kyu Ho
1
Kaposty, Florian
1
Kim, Dongwhan
1
Kriebel, Johannes Maximilian
1
Lazar, Emese
1
Lejeune, Thomas
1
Li, Han
1
Li, Xixi
1
Lin, Jin-Guan
1
more ...
less ...
Published in...
All
International journal of forecasting
The journal of alternative investments
Insurance / Mathematics & economics
174
European journal of operational research : EJOR
89
Journal of banking & finance
83
Risks : open access journal
71
Journal of risk
41
Quantitative finance
39
Finance research letters
38
Economic modelling
37
Journal of empirical finance
35
Discussion paper / Tinbergen Institute
30
International review of financial analysis
28
International journal of theoretical and applied finance
27
Finance and stochastics
26
Scandinavian actuarial journal
26
Journal of risk and financial management : JRFM
25
SFB 649 discussion paper
24
The journal of risk model validation
24
Applied economics
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Research paper series / Swiss Finance Institute
22
The European journal of finance
22
Computational economics
21
Journal of econometrics
21
Mathematics and financial economics
21
The journal of credit risk : published quarterly by Incisive Media
21
Journal of economic dynamics & control
20
Operations research
20
Operations research letters
20
Astin bulletin : the journal of the International Actuarial Association
19
Journal of forecasting
19
Mathematics of operations research
19
SpringerLink / Bücher
19
The journal of operational risk
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Computers & operations research : and their applications to problems of world concern ; an international journal
15
Energy economics
15
Journal of financial econometrics
15
Journal of risk management in financial institutions
15
Working papers
15
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
DeepTVAR : deep learning for a time-varying VAR model with extension to integrated VAR
Li, Xixi
;
Yuan, Jingsong
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1123-1133
Persistent link: https://www.econbiz.de/10014547261
Saved in:
2
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:
3
Hierarchical mortality forecasting with EVT tails : an application to solvency capital requirement
Li, Han
;
Chen, Hua
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 549-563
Persistent link: https://www.econbiz.de/10014547182
Saved in:
4
Portfolio selection under non-gaussianity and systemic risk : a machine learning based forecasting approach
Lin, Weidong
;
Taamouti, Abderrahim
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1179-1188
Persistent link: https://www.econbiz.de/10014547268
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->