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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Search: subject_exact:"Risk measure"
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Prognoseverfahren
Risikomaß
84
Risk measure
84
Volatility
39
Volatilität
39
ARCH model
35
ARCH-Modell
35
Portfolio selection
32
Portfolio-Management
32
Capital income
29
Kapitaleinkommen
29
Estimation
28
Schätzung
28
Risk management
25
Risikomanagement
24
Theorie
22
Theory
22
Börsenkurs
18
Multivariate Verteilung
18
Multivariate distribution
18
Share price
18
Risiko
16
Risk
16
Forecasting model
15
Spillover effect
14
Spillover-Effekt
14
Aktienmarkt
13
Stock market
13
Welt
12
World
12
Financial crisis
11
Finanzkrise
11
Statistical distribution
11
Statistische Verteilung
11
Time series analysis
9
Zeitreihenanalyse
9
Ausreißer
8
Estimation theory
8
Outliers
8
Schätztheorie
8
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15
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Article in journal
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15
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English
15
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Chan, Jennifer So Kuen
2
Gupta, Rangan
2
Kok Haur Ng
2
Pierdzioch, Christian
2
Tan, Shay Kee
2
Abbara, Omar
1
Aknouche, Abdelhakim
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Asai, Manabu
1
Brugal, Ivan
1
Candido, Osvaldo
1
Choe, Geon Ho
1
Choi, So Eun
1
Coakley, Jerry
1
Demirer, Rıza
1
Demmouche, Nacer
1
Dimitrakopoulos, Stefanos
1
Freire, Gustavo
1
Gillas, Konstantinos Gkillas
1
Hamdi, Atef
1
Henzel, Steffen R.
1
Ibrahim Mohamed
1
Jang, Hyun Jin
1
Kang, Sang Hoon
1
Liu, Xing
1
Mayr, Johannes
1
Mensi, Walid
1
Mo, Guoli
1
Nankervis, John C.
1
Odusami, Babatunde Olatunji
1
Sajjad, Rasoul
1
Salisu, Afees A.
1
Santos, Douglas Gomes dos
1
Tan, Chunzhi
1
Touche, Nassim
1
Tófoli, Paula V.
1
Zevallos, Mauricio
1
Zhang, Weiguo
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The North American journal of economics and finance : a journal of financial economics studies
International journal of forecasting
45
Journal of forecasting
32
Finance research letters
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of banking & finance
14
Journal of empirical finance
14
Risks : open access journal
14
International review of financial analysis
13
Journal of financial econometrics
11
Journal of risk
11
The journal of risk model validation
11
Quantitative finance
10
Applied economics
9
Energy economics
9
Computational economics
8
Journal of risk and financial management : JRFM
8
Applied economics letters
7
Economic modelling
7
Journal of economic dynamics & control
7
The European journal of finance
7
European journal of operational research : EJOR
6
Journal of econometrics
6
Journal of risk management in financial institutions
6
International review of economics & finance : IREF
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of commodity markets
4
Pacific-Basin finance journal
4
Research in international business and finance
4
Annals of financial economics
3
Econometrics : open access journal
3
Economies : open access journal
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Insurance / Mathematics & economics
3
International journal of finance & economics : IJFE
3
Journal of applied econometrics
3
Journal of risk : JOR
3
Journal of risk finance : the convergence of financial products and insurance
3
Review of financial economics : RFE
3
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ECONIS (ZBW)
15
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15
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1
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
2
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
3
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
4
Forecasting risk measures using intraday and overnight information
Santos, Douglas Gomes dos
;
Candido, Osvaldo
;
Tófoli, …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013449240
Saved in:
5
Modelling and forecasting stock volatility and return : a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model
Tan, Shay Kee
;
Chan, Jennifer So Kuen
;
Kok Haur Ng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 437-474
Persistent link: https://www.econbiz.de/10013334835
Saved in:
6
Forecasting the Value-at-Risk of REITs using realized volatility jump models
Odusami, Babatunde Olatunji
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013186421
Saved in:
7
Tail risk and investors' concerns : evidence from Brazil
Freire, Gustavo
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013187641
Saved in:
8
Assessment of time-varying systemic risk in credit default swap indices : simultaneity and contagiousness
Choe, Geon Ho
;
Choi, So Eun
;
Jang, Hyun Jin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
Saved in:
9
Bayesian analysis of periodic asymmetric power GARCH models
Aknouche, Abdelhakim
;
Demmouche, Nacer
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012299605
Saved in:
10
Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data
Tan, Shay Kee
;
Kok Haur Ng
;
Chan, Jennifer So Kuen
; …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 537-551
Persistent link: https://www.econbiz.de/10012120126
Saved in:
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