//--> //--> //--> //-->
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:"School of Accounting, Finance and Economics & FEMARC working paper series"
~isPartOf:"Working paper"
~language:"eng"
~person:"Daouia, Abdelaati"
~person:"McAleer, Michael"
~subject:"Risk measure"
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: Business Economics
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Risk measure
Volatility
39
Volatilität
39
Welt
29
World
29
ARCH model
27
ARCH-Modell
27
Forecasting model
26
Prognoseverfahren
26
Estimation
25
Schätzung
25
Theorie
23
Theory
23
Time series analysis
20
Zeitreihenanalyse
20
Risikomaß
19
Bibliometrics
17
Bibliometrie
17
Modellierung
14
Scientific modelling
14
USA
14
United States
14
Stochastic process
13
Stochastischer Prozess
13
Taiwan
13
Commodity derivative
10
Fachzeitschrift
10
Journal
10
Portfolio selection
10
Portfolio-Management
10
Rohstoffderivat
10
Börsenkurs
9
Capital income
9
Financial crisis
9
Finanzkrise
9
Kapitaleinkommen
9
Share price
9
Basel Accord
8
Basler Akkord
8
Spillover effect
8
more ...
less ...
Online availability
All
Free
15
Type of publication
All
Book / Working Paper
19
Type of publication (narrower categories)
All
Arbeitspapier
19
Graue Literatur
19
Non-commercial literature
19
Working Paper
19
Language
All
English
Author
All
Daouia, Abdelaati
McAleer, Michael
Pérez Amaral, Teodosio
7
Allen, David E.
6
Jiménez-Martín, Juan-Ángel
6
Chang, Chia-Lin
5
Caporin, Massimiliano
2
Guidolin, Massimo
2
Hammoudeh, Shawkat
2
Singh, Abhay Kumar
2
Asai, Manabu
1
Asai, Manuabu
1
Casarin, Roberto
1
Cassese, Gianluca
1
Chen, Cathy W. S.
1
Da Veiga, Bernardo
1
Gerlach, Richard
1
Hoti, Suhejla
1
Hwang, Bruce B. K.
1
Liu, Tengdong
1
Malik, Farooq
1
Medeiros, Marcelo C.
1
Mumtaz, Haroon
1
Powell, Robert
1
Santos, Paulo Araújo
1
Scharth, Marcel
1
Timmermann, Allan
1
Veiga, Bernado
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
3
Published in...
All
School of Accounting, Finance and Economics & FEMARC working paper series
Working paper
Working papers / TSE : WP
4
Econometric Institute research papers
2
International review of economics & finance : IREF
1
Risks : open access journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Recent developments in financial
economics
and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701642
Saved in:
2
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
3
European Market portfolio diversifcation strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10011296531
Saved in:
4
Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009711737
Saved in:
5
Forecasting value-at-risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
-
2011
Persistent link: https://www.econbiz.de/10009011936
Saved in:
6
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
Saved in:
7
Risk management of risk under the Basel Accord : forecasting value-at-risk of VIX futures
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009012209
Saved in:
8
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012232
Saved in:
9
GFC-robust risk management under the Basel Accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009413652
Saved in:
10
Risk management of risk under the Basel Accord : a Bayesian approach to forecasting value-at-risk of VIX futures
Casarin, Roberto
;
Chang, Chia-Lin
;
Jiménez-Martín, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413659
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->