//--> //--> //-->
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
~language:"eng"
~person:"Francq, Christian"
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
~type_genre:"Working Paper"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Kapitaleinkommen
Risikomaß
3
Risk measure
3
Schätztheorie
3
ARCH model
2
ARCH-Modell
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Estimation
1
Forecasting model
1
Measurement
1
Messung
1
Prognoseverfahren
1
Risiko
1
Risk
1
Schätzung
1
Statistical distribution
1
Statistische Verteilung
1
Systemic risk
1
Systemrisiko
1
VAR model
1
VAR-Modell
1
conditional CoVaR and Delta-CoVaR
1
empirical distribution of bivariate residuals
1
model-free estimation risk
1
multivariate risks
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Working Paper
Article in journal
6
Aufsatz in Zeitschrift
6
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Language
All
English
Author
All
Francq, Christian
McAleer, Michael
13
Cai, Zongwu
5
Allen, David E.
4
Asai, Manabu
4
Daouia, Abdelaati
4
Gouriéroux, Christian
4
Haas, Markus
4
Hammoudeh, Shawkat
4
Scharth, Marcel
4
Bauwens, Luc
3
Bi̇rbi̇l, Ş. İlker
3
Bormann, Carsten
3
Caporin, Massimiliano
3
Daníelsson, Jón
3
Dijk, Herman K. van
3
Frenk, Johannes G.
3
Hoogerheide, Lennart
3
Huschens, Stefan
3
Härdle, Wolfgang
3
Höse, Steffi
3
Kaynar, Bahar
3
Liu, Xiyuan
3
Lucas, André
3
Manganelli, Simone
3
Mittnik, Stefan
3
Paolella, Marc S.
3
Ruenzi, Stefan
3
Schienle, Melanie
3
Stoja, Evarist
3
Stupfler, Gilles
3
Valdesogo, Alfonso
3
Weigert, Florian
3
Zakoïan, Jean-Michel
3
Agarwal, Vikas
2
Alexander, Carol
2
Almeida, Caio
2
Ardia, David
2
Ardison, Kym
2
Arx, Urs von
2
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Working paper series
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating dynamic systemic risk measures
Cantin, Loïc
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013206985
Saved in:
2
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
3
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->