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~language:"ces"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Gupta, Rangan"
~person:"Vanduffel, Steven"
~subject:"Risikomaß"
~type_genre:"Article in journal"
~type_genre:"Article"
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Risikomaß
Forecasting model
209
Prognoseverfahren
209
Theorie
204
Theory
204
Estimation
199
Schätzung
199
Volatility
186
Volatilität
186
United States
168
USA
167
Capital income
155
Kapitaleinkommen
155
Börsenkurs
136
Share price
136
Risiko
115
Risk
115
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110
Portfolio-Management
110
Aktienmarkt
104
Stock market
104
South Africa
103
Südafrika
103
Welt
99
World
99
Time series analysis
83
Zeitreihenanalyse
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76
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76
Immobilienpreis
74
Real estate price
74
Oil price
63
Ölpreis
63
Causality analysis
62
Kausalanalyse
62
ARCH model
61
ARCH-Modell
61
Inflation
56
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55
Geldpolitik
54
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49
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11
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9
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Czech
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Fabozzi, Frank J.
Gupta, Rangan
Vanduffel, Steven
Wang, Ruodu
28
Hammoudeh, Shawkat
22
Righi, Marcelo Brutti
21
McAleer, Michael
19
Boonen, Tim J.
15
Mensi, Walid
15
Rosazza Gianin, Emanuela
14
Tiwari, Aviral Kumar
14
Uryasev, Stan
14
Cai, Jun
13
Cheung, Ka Chun
13
Härdle, Wolfgang
13
Janabi, Mazin A. M. al
13
Kang, Sang Hoon
13
Račev, Svetlozar T.
13
Embrechts, Paul
12
Gerlach, Richard
12
Guillén, Montserrat
12
Mao, Tiantian
12
Rüschendorf, Ludger
12
Tan, Ken Seng
12
Bali, Turan G.
11
Daníelsson, Jón
11
Ji, Qiang
11
Nadarajah, Saralees
11
Bernard, Carole
10
Brandtner, Mario
10
Dowd, Kevin
10
Furman, Edward
10
Guégan, Dominique
10
Herrera, Rodrigo
10
Karmakar, Madhusudan
10
Müller, Fernanda Maria
10
Peng, Liang
10
Weiß, Gregor
10
Allen, David E.
9
Asimit, Alexandru V.
9
Balbás de la Corte, Alejandro
9
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The North American journal of economics and finance : a journal of financial economics studies
4
Journal of banking & finance
3
The journal of risk and insurance : the journal of the American Risk and Insurance Association
3
Energy economics
2
Finance research letters
2
Insurance / Mathematics & economics
2
International journal of theoretical and applied finance
2
Scandinavian actuarial journal
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Annals of economics and finance
1
Annals of operations research
1
European financial management : the journal of the European Financial Management Association
1
Finance and stochastics
1
International journal of finance & economics : IJFE
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Pacific-Basin finance journal
1
Review of quantitative finance and accounting
1
The European journal of finance
1
The journal of alternative investments : JAI
1
The journal of asset management
1
The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
37
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1
Robust distortion risk measures
Bernard, Carole
;
Pesenti, Silvana M.
;
Vanduffel, Steven
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 774-818
Persistent link: https://www.econbiz.de/10014565274
Saved in:
2
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
3
The impact of correlation on (Range) Value-at-Risk
Bernard, Carole
;
De Vecchi, Corrado
;
Vanduffel, Steven
- In:
Scandinavian actuarial journal
2023
(
2023
)
6
,
pp. 531-564
Persistent link: https://www.econbiz.de/10014383858
Saved in:
4
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
5
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:
6
Modeling price dynamics, optimal portfolios, and option valuation for cryptoassets
Hu, Yuan
;
Lindquist, W. Brent
;
Fabozzi, Frank J.
- In:
The journal of alternative investments : JAI
24
(
2021
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10012613090
Saved in:
7
Risk spillover between Bitcoin and conventional financial markets : an expectile-based approach
Zhang, Yue-jun
;
Bouri, Elie
;
Gupta, Rangan
;
Ma, Shu-Jiao
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667384
Saved in:
8
Forecasting realized gold volatility : is there a role of geopolitical risks?
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Finance research letters
35
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012438328
Saved in:
9
Range value-at-risk bounds for unimodal distributions under partial information
Bernard, Carole
;
Kazzi, Rodrigue
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012419085
Saved in:
10
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
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