//--> //--> //-->
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:"The European journal of finance"
~subject:"Statistical distribution"
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
Statistical distribution
Risikomaß
37
Risk measure
37
Theorie
22
Theory
22
Portfolio selection
19
Portfolio-Management
19
Risikomanagement
13
Risk management
13
Risiko
9
Risk
9
Statistische Verteilung
9
value-at-risk
9
ARCH model
8
ARCH-Modell
8
Forecasting model
7
Prognoseverfahren
7
Volatility
7
Volatilität
7
Financial crisis
6
Finanzkrise
6
Credit risk
5
Kreditrisiko
5
Systemic risk
5
Systemrisiko
5
risk management
5
Bank risk
4
Bankrisiko
4
Capital income
4
Kapitaleinkommen
4
Measurement
4
Messung
4
Multivariate Verteilung
4
Multivariate distribution
4
value at risk
4
Correlation
3
Financial services
3
Finanzdienstleistung
3
Korrelation
3
Simulation
3
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Barone-Adesi, Giovanni
1
Bernardi, Mauro
1
Catania, Leopoldo
1
Chen, Yi-Hsuan
1
Choi, Ji-Eun
1
Dunis, Christian
1
Fong, Tom
1
Giannopoulos, Kostas
1
Landsman, Z.
1
Laws, Jason
1
León Valle, Ángel Manuel
1
Makov, U.
1
Nasekin, Sergey
1
Petrella, Lea
1
Segnon, Mawuli
1
Sermpinis, Georgios
1
Shin, Dong-wan
1
Trede, Mark
1
Vosper, Les
1
Wong, Alfred Y.
1
Ñíguez, Trino-Manuel
1
more ...
less ...
Published in...
All
The European journal of finance
Insurance / Mathematics & economics
76
Journal of banking & finance
30
International journal of forecasting
24
Risks : open access journal
24
Discussion paper / Tinbergen Institute
22
The journal of operational risk
19
Journal of risk
17
Economic modelling
16
Applied economics
15
Journal of econometrics
15
Journal of empirical finance
15
Finance research letters
13
International review of financial analysis
13
The journal of risk model validation
13
Journal of financial econometrics
12
Quantitative finance
11
SFB 649 discussion paper
11
Scandinavian actuarial journal
11
European journal of operational research : EJOR
10
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Working papers
10
Astin bulletin : the journal of the International Actuarial Association
9
Computational economics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Swiss Finance Institute Research Paper
9
The North American journal of economics and finance : a journal of financial economics studies
9
Energy economics
8
International review of economics & finance : IREF
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Research paper series / Swiss Finance Institute
8
Pacific-Basin finance journal
7
Journal of risk management in financial institutions
6
Working papers / TSE : WP
6
ASTIN bulletin : the journal of the International Actuarial Association
5
Applied economics letters
5
International journal of theoretical and applied finance
5
Journal of international financial markets, institutions & money
5
Research in international business and finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Polynomial adjusted student-t densities for modeling asset returns
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 907-929
Persistent link: https://www.econbiz.de/10013373353
Saved in:
2
Quantifying systemic risk with factor copulas
Chen, Yi-Hsuan
;
Nasekin, Sergey
- In:
The European journal of finance
26
(
2020
)
18
,
pp. 1926-1947
Persistent link: https://www.econbiz.de/10012314665
Saved in:
3
Three regime bivariate normal distribution : a new estimation method for co-
value-at-risk
, CoVaR
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
The European journal of finance
25
(
2019
)
18
,
pp. 1817-1833
Persistent link: https://www.econbiz.de/10012207151
Saved in:
4
Are news important to predict the
Value-at-Risk
?
Bernardi, Mauro
;
Catania, Leopoldo
;
Petrella, Lea
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 535-572
Persistent link: https://www.econbiz.de/10011736300
Saved in:
5
Forecasting market risk of portfolios: copula-Markov switching multifractal approach
Segnon, Mawuli
;
Trede, Mark
- In:
The European journal of finance
24
(
2018
)
14
,
pp. 1123-1143
Persistent link: https://www.econbiz.de/10012258877
Saved in:
6
Safehavenness of currencies
Wong, Alfred Y.
;
Fong, Tom
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 300-332
Persistent link: https://www.econbiz.de/10012244321
Saved in:
7
Estimating the joint tail risk under the filtered historical simulation : an application to the CCP's default and waterfall fund
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
;
Vosper, Les
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 413-425
Persistent link: https://www.econbiz.de/10012244329
Saved in:
8
Modeling commodity
value
at
risk
with Psi Sigma neural networks using open-high-low-close data
Sermpinis, Georgios
;
Laws, Jason
;
Dunis, Christian
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 316-336
Persistent link: https://www.econbiz.de/10010528195
Saved in:
9
Translation-invariant and positive-homogeneous risk measures and optimal portfolio management
Landsman, Z.
;
Makov, U.
- In:
The European journal of finance
17
(
2011
)
3/4
,
pp. 307-320
Persistent link: https://www.econbiz.de/10009155400
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->