//--> //--> //--> //-->
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:"Journal of banking & finance"
~isPartOf:"The journal of risk model validation"
~language:"eng"
~subject:"Volatility"
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:"VaR (Value at Risk)"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Risikomaß
241
Risk measure
241
Theorie
104
Theory
104
Portfolio selection
95
Portfolio-Management
95
Risikomanagement
72
Risk management
72
Risiko
54
Risk
54
Statistical distribution
43
Statistische Verteilung
43
ARCH model
38
ARCH-Modell
38
Estimation
36
Schätzung
36
Credit risk
33
Kreditrisiko
33
Volatilität
32
Measurement
31
Messung
31
Forecasting model
25
Prognoseverfahren
25
Basel Accord
24
Basler Akkord
24
Financial crisis
24
Finanzkrise
24
Systemic risk
22
Systemrisiko
20
Capital income
19
Kapitaleinkommen
19
Bank risk
18
Bankrisiko
18
Financial services
18
Finanzdienstleistung
18
Estimation theory
17
Schätztheorie
17
Welt
17
World
17
more ...
less ...
Online availability
All
Undetermined
17
Type of publication
All
Article
32
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Language
All
English
Author
All
Colucci, Stefano
2
Audrino, Francesco
1
Barone-Adesi, Giovanni
1
Bedendo, Mascia
1
Buczy´nski, Mateusz
1
Cesarone, Francesco
1
Chan, Kam Fong
1
Chen, Fen-ying
1
Chen, Yi-Hsuan
1
Chiang, Thomas C.
1
Chiu, Wan-chien
1
Chlebus, Marcin
1
Choi, Sun-Yong
1
Curcic, Nikola
1
Daníelsson, Jón
1
Faff, Robert W.
1
Fałdziński, Marcin
1
Gagnon, Marie-Hélène
1
Gjølberg, Ole
1
Gordy, Michael B.
1
Hammoudeh, Shawkat
1
Hodges, Stewart D.
1
Hong, KiHoon
1
Hua, Jian
1
Härdle, Wolfgang
1
Kiesel, Rüdiger
1
Law, Keith K. F.
1
Lee, Yong Woong
1
Lehar, Alfred
1
Leiss, Matthias
1
Li, Wai Keung
1
Liu, Mengxi
1
Manzan, Sebastiano
1
McNeil, Alexander J.
1
Mensi, Walid
1
Miletic, Vuk
1
Milojkovic, Dragana
1
Morelli, Giacomo
1
Moura, Guilherme Valle
1
Nax, Heinrich H.
1
more ...
less ...
Published in...
All
Journal of banking & finance
The journal of risk model validation
Energy economics
35
The North American journal of economics and finance : a journal of financial economics studies
31
Finance research letters
28
International review of financial analysis
19
International journal of forecasting
18
Economic modelling
16
Journal of empirical finance
16
Journal of risk and financial management : JRFM
15
Applied economics
14
International review of economics & finance : IREF
13
Journal of risk
13
Working paper
12
Econometric Institute research papers
11
Journal of forecasting
11
Journal of international financial markets, institutions & money
11
Discussion paper / Tinbergen Institute
9
Computational economics
8
Journal of econometrics
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of mathematical finance
7
Pacific-Basin finance journal
7
Risks : open access journal
7
The European journal of finance
7
Working papers
7
CFS working paper series
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Financial innovation : FIN
5
International journal of economics and financial issues : IJEFI
5
International journal of finance & economics : IJFE
5
International journal of theoretical and applied finance
5
Journal of financial econometrics
5
Quantitative finance
5
European journal of operational research : EJOR
4
Journal of international money and finance
4
Journal of risk : JOR
4
Research in international business and finance
4
Research paper series / Swiss Finance Institute
4
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
2
What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi
;
Chan, Kam Fong
;
Faff, Robert W.
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013461866
Saved in:
3
Downside risk and the performance of volatility-managed portfolios
Wang, Feifei
;
Yan, Xuemin Sterling
- In:
Journal of banking & finance
131
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013365948
Saved in:
4
Old-fashioned parametric models are still the best : a comparison of value-at-risk approaches in several volatility states
Buczy´nski, Mateusz
;
Chlebus, Marcin
- In:
The journal of risk model validation
14
(
2020
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014335934
Saved in:
5
An empirical evaluation of large dynamic covariance models in portfolio value-at-risk estimation
Law, Keith K. F.
;
Li, Wai Keung
;
Yu, Philip L. H.
- In:
The journal of risk model validation
14
(
2020
)
2
,
pp. 21-39
Persistent link: https://www.econbiz.de/10014335946
Saved in:
6
The use of range-based volatility estimators in testing for Granger causality in risk on international capital markets
Fałdziński, Marcin
;
Osińska, Magdalena
- In:
The journal of risk model validation
14
(
2020
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014335988
Saved in:
7
Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle
;
Santos, André A. P.
;
Ruiz, Esther
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
Saved in:
8
Spectral backtests of forecast distributions with application to risk management
Gordy, Michael B.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012489248
Saved in:
9
Volatility tail risk under fractionality
Morelli, Giacomo
;
Santucci de Magistris, Paolo
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012224753
Saved in:
10
Shrunk volatility value-at-risk : an application on US balanced portfolios
Colucci, Stefano
- In:
The journal of risk model validation
12
(
2018
)
2
,
pp. 1-62
Persistent link: https://www.econbiz.de/10011912252
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->