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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Working papers"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
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Prognoseverfahren
Schätzung
Risikomaß
67
Risk measure
67
ARCH model
26
ARCH-Modell
26
Portfolio selection
26
Portfolio-Management
26
Risk management
26
Theorie
26
Theory
26
Risikomanagement
25
Risk
21
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20
Volatility
20
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Value at Risk
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Chlebus, Marcin
6
Hassani, Samir Saissi
4
Caporin, Massimiliano
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Dionne, Georges
3
Billio, Monica
2
Buczyński, Mateusz
2
Frattarolo, Lorenzo
2
McAleer, Michael
2
Pelizzon, Loriana
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Alexeev, Vitali
1
Asai, Manabu
1
Barro, Diana
1
Benavides, Guillermo
1
Bouaddi, Mohammed
1
Buczyńsk, Mateusz
1
Byström, Hans N. E.
1
Canestrelli, Elio
1
Chan, Jennifer So-Kuen
1
Chen, Guojin
1
Chen, Yi-Hsuan
1
Cheng, Nick Ying-pin
1
Chiang, Shu-mei
1
Chávez-Bedoya, Luis
1
Cipollini, Fabrizio
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D'Addona, Stefano
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Feng, Jiabao
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Lis, Szymon
1
Liu, Hung-Chun
1
Liu, Yanzhen
1
Normandin, Michel
1
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Pérez Amaral, Teodosio
1
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
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International review of economics & finance : IREF
Working papers
International journal of forecasting
48
Finance research letters
33
Journal of banking & finance
33
Journal of forecasting
33
Journal of risk
30
The North American journal of economics and finance : a journal of financial economics studies
26
Discussion paper / Tinbergen Institute
24
International review of financial analysis
24
Applied economics
23
Risks : open access journal
23
Journal of empirical finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
The journal of risk model validation
21
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Economic modelling
19
Journal of econometrics
18
Journal of financial econometrics
17
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Journal of risk and financial management : JRFM
15
Econometric Institute research papers
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Insurance / Mathematics & economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Research in international business and finance
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Journal of economic dynamics & control
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Pacific-Basin finance journal
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SFB 649 discussion paper
9
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9
Journal of risk management in financial institutions
8
CESifo working papers
7
Economics letters
7
European journal of operational research : EJOR
7
Journal of international financial markets, institutions & money
7
Journal of mathematical finance
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ECONIS (ZBW)
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Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
Saved in:
2
Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014232280
Saved in:
3
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
Saved in:
4
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012886096
Saved in:
5
Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2022
Persistent link: https://www.econbiz.de/10013273453
Saved in:
6
GARCHNet - Value-at-Risk forecasting with novel approach to GARCH models based on neural networks
Buczyński, Mateusz
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795155
Saved in:
7
HCR & HCR-GARCH - novel statistical learning models for value at risk estimation
Woźniak, Michał
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795164
Saved in:
8
Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts
Lis, Szymon
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795166
Saved in:
9
The new international regulation of market risk : roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012423037
Saved in:
10
The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
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