//--> //--> //-->
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"
~person:"León Valle, Ángel Manuel"
~subject:"Credit risk"
~subject:"Estimation theory"
~subject:"Forecasting model"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Estimation theory
Forecasting model
ARCH model
1
ARCH-Modell
1
Backtesting
1
CAPM
1
Capital income
1
Conditional higher-order moments
1
Equity screening
1
Estimation
1
Expected shortfall
1
Kapitaleinkommen
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Schätzung
1
Statistical test
1
Statistischer Test
1
Tail-index
1
Theorie
1
Theory
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
León Valle, Ángel Manuel
Weiß, Gregor
4
McNeil, Alexander J.
3
Fermanian, Jean-David
2
Gordy, Michael B.
2
Rösch, Daniel
2
Scaillet, Olivier
2
Wied, Dominik
2
Ziggel, Daniel
2
Banulescu, Georgiana-Denisa
1
Barnhill, Theodore M.
1
Berens, Tobias
1
Bernard, Carole
1
Carey, Mark S.
1
Claußen, Arndt
1
Dietsch, Michel
1
Dumitrescu, Elena-Ivona
1
Düllmann, Klaus
1
Ebnöther, Silvan
1
Ergün, Tolga A.
1
Escanciano, Juan Carlos
1
Farmer, J. Doyne
1
Frey, Rüdiger
1
Gagnon, Marie-Hélène
1
García-Céspedes, Rubén
1
Geanakoplos, John
1
Girardi, Giulio
1
Hrycay, Mark
1
Hua, Jian
1
Jacobson, Tor
1
Jarrow, Robert A.
1
Kiesel, Rüdiger
1
Kircher, Felix
1
Koch Medina, Pablo
1
Kratz, Marie
1
Laurent, Jean-Paul
1
Li, Yi
1
Lindé, Jesper
1
Livingston, Miles
1
Lok, Yen H.
1
more ...
less ...
Published in...
All
Journal of banking & finance
Finance research letters
1
The European journal of finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling asset returns under time-varying semi-nonparametric distributions
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012520880
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->