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~subject:"Schätzung"
~subject:"Statistical distribution"
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Search: subject:"Value at Risk"
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Schätzung
Statistical distribution
Risikomaß
32
Risk measure
32
ARCH model
15
ARCH-Modell
15
Theorie
15
Theory
15
Risk management
12
Portfolio selection
11
Portfolio-Management
11
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11
Estimation
10
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10
Forecasting model
7
Prognoseverfahren
7
Risk
7
Value at Risk
7
Volatility
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6
Basel Accord
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Basler Akkord
5
GARCH
5
risk management
5
VAR model
4
VAR-Modell
4
Bank risk
3
Bankrisiko
3
Business network
3
CVaR
3
Capital income
3
Estimation theory
3
Expected Shortfall
3
Kapitaleinkommen
3
Regulation
3
Schätztheorie
3
Spillover effect
3
Spillover-Effekt
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19
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English
18
French
1
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Chlebus, Marcin
4
Hassani, Samir Saissi
4
Dionne, Georges
3
Billio, Monica
2
Buczyński, Mateusz
2
Caporin, Massimiliano
2
Corradin, Fausto
2
Frattarolo, Lorenzo
2
Guégan, Dominique
2
Hassani, Bertrand
2
Pelizzon, Loriana
2
Sartore, Domenico
2
Barro, Diana
1
Benavides, Guillermo
1
Buczyńsk, Mateusz
1
Canestrelli, Elio
1
Cipollini, Fabrizio
1
Gallo, Giampiero M.
1
Kielak, Karol
1
Korobilis, Dimitris
1
Li, Kehan
1
Palandri, Alessandro
1
Schiffers, Aleksander
1
Schröder, Maximilian
1
Ślepaczuk, Robert
1
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
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Insurance / Mathematics & economics
80
Journal of banking & finance
48
Finance research letters
38
Journal of risk
38
International journal of forecasting
36
Risks : open access journal
30
Economic modelling
29
Discussion paper / Tinbergen Institute
28
International review of financial analysis
28
Applied economics
27
The North American journal of economics and finance : a journal of financial economics studies
26
Journal of econometrics
25
Journal of empirical finance
25
The journal of risk model validation
25
Energy economics
24
The journal of operational risk
20
Journal of financial econometrics
19
Quantitative finance
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of risk and financial management : JRFM
18
SFB 649 discussion paper
16
International review of economics & finance : IREF
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Journal of forecasting
15
Computational economics
13
European journal of operational research : EJOR
13
Pacific-Basin finance journal
12
Research in international business and finance
12
Scandinavian actuarial journal
11
Journal of mathematical finance
10
Research paper series / Swiss Finance Institute
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Applied economics letters
9
Astin bulletin : the journal of the International Actuarial Association
9
CFS working paper series
9
Econometric Institute research papers
9
Journal of international financial markets, institutions & money
9
Swiss Finance Institute Research Paper
9
The European journal of finance
9
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ECONIS (ZBW)
19
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1
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
Saved in:
2
Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014232280
Saved in:
3
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
Saved in:
4
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012886096
Saved in:
5
Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2022
Persistent link: https://www.econbiz.de/10013273453
Saved in:
6
GARCHNet -
Value-at-Risk
forecasting with novel approach to GARCH models based on neural networks
Buczyński, Mateusz
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795155
Saved in:
7
The effectiveness of
Value-at-Risk
models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
8
The new international regulation of market risk : roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012423037
Saved in:
9
Size does matter : a study on the required window size for optimal quality market risk models
Buczyńsk, Mateusz
;
Chlebus, Marcin
-
2020
Persistent link: https://www.econbiz.de/10012322119
Saved in:
10
Value-at-risk
: the comparison of state-of-the-art models on varous assets
Kielak, Karol
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322235
Saved in:
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