//--> //--> //-->
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:"Quantitative finance"
~person:"Dakos, Michael"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
1
ARCH-Modell
1
Conditional VaR
1
Continuous ranked probability score
1
Energy score
1
Estimation
1
Forecasting model
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Schätzung
1
Theorie
1
Theory
1
Traffic light tests
1
Volatility
1
Volatility clustering
1
Volatilität
1
more ...
less ...
Online availability
All
Free
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
Dakos, Michael
Gerlach, Richard
3
Härdle, Wolfgang
3
Chen, Qian
2
Delage, Erick
2
Li, Jonathan Yu-Meng
2
Marzban, Saeed
2
Sit, Tony
2
Wang, Chao
2
Wong, Hoi Ying
2
Alexander, Carol
1
Auer, Benjamin R.
1
Bee, Marco
1
Ben-Horin, Moshe
1
Bergk, Kerstin
1
Bianchi, Michele Leonardo
1
Birge, John R.
1
Bouchard, Bruno
1
Brandtner, Mario
1
Buccioli, Alice
1
Caccioli, Fabio
1
Caporin, Massimiliano
1
Chen, An
1
Chen, Junyao
1
Chen, Wilson Ye
1
Chen, Yi-Hsuan
1
Chow, K. Victor
1
Chávez-Bedoya, Luis
1
Costa, Giorgio
1
Deng, Kaihua
1
Dentcheva, Darinka
1
Deshpande, Amit
1
Desmettre, Sascha
1
Diao, Xundi
1
Ding, Rui
1
Doldi, A.
1
Ertley, Brian
1
Fan, Zhengyang
1
Feinstein, Zachary
1
Feng, Y.
1
more ...
less ...
Published in...
All
Quantitative finance
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Assessing the accuracy of exponentially weighted moving average models for
value-at-risk
and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->