//--> //--> //--> //-->
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"
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
~subject:"Risk management"
~subject:"Risk measure"
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
Risk management
Risk measure
Risikomaß
6,972
Theorie
3,357
Theory
3,313
Portfolio-Management
2,587
Portfolio selection
2,561
Risikomanagement
2,067
Risk
2,011
Risiko
2,009
Messung
1,121
Measurement
1,109
Statistische Verteilung
1,088
Statistical distribution
1,081
Schätzung
1,061
Estimation
1,045
ARCH-Modell
996
ARCH model
986
Volatilität
933
Volatility
922
Prognoseverfahren
878
Forecasting model
870
Capital income
759
Kreditrisiko
568
Credit risk
541
Outliers
480
Ausreißer
478
Value-at-Risk
475
Schätztheorie
471
Finanzkrise
455
Bankrisiko
454
Financial crisis
454
Bank risk
451
Multivariate Verteilung
444
Multivariate distribution
444
Basel Accord
441
Basler Akkord
441
Welt
406
more ...
less ...
Online availability
All
Free
2,250
Undetermined
2,191
Type of publication
All
Article
4,585
Book / Working Paper
2,387
Journal
1
Type of publication (narrower categories)
All
Article in journal
4,238
Aufsatz in Zeitschrift
4,238
Graue Literatur
1,027
Non-commercial literature
1,027
Working Paper
983
Arbeitspapier
979
Aufsatz im Buch
305
Book section
305
Hochschulschrift
127
Thesis
85
Collection of articles of several authors
43
Sammelwerk
43
Collection of articles written by one author
36
Sammlung
36
Conference paper
22
Konferenzbeitrag
22
Aufsatzsammlung
15
Lehrbuch
12
Textbook
12
Case study
9
Fallstudie
9
Konferenzschrift
9
Amtsdruckschrift
7
Government document
7
Bibliografie enthalten
6
Bibliography included
6
Conference proceedings
5
Glossar enthalten
4
Glossary included
4
Handbook
4
Handbuch
4
Systematic review
4
Übersichtsarbeit
4
Bibliografie
3
Forschungsbericht
3
Festschrift
2
Ratgeber
2
Accompanied by computer file
1
Amtliche Publikation
1
Article
1
more ...
less ...
Language
All
English
German
381
Undetermined
53
Spanish
19
French
16
Polish
5
Italian
4
Portuguese
2
Czech
1
Croatian
1
more ...
less ...
Author
All
McAleer, Michael
96
Allen, David E.
43
Wang, Ruodu
43
Härdle, Wolfgang
39
Stoja, Evarist
37
Pérez Amaral, Teodosio
32
Fabozzi, Frank J.
31
Daníelsson, Jón
29
Hammoudeh, Shawkat
29
Dowd, Kevin
28
Polanski, Arnold
27
Vanduffel, Steven
27
Vries, Casper G. de
27
Chang, Chia-Lin
26
Powell, Robert
24
Righi, Marcelo Brutti
23
Rosazza Gianin, Emanuela
23
Embrechts, Paul
22
Jiménez-Martín, Juan-Ángel
22
Račev, Svetlozar T.
22
Rüschendorf, Ludger
22
Caporin, Massimiliano
21
Dhaene, Jan
20
Giot, Pierre
20
Paolella, Marc S.
20
Stoyanov, Stoyan V.
19
Wied, Dominik
19
Bernard, Carole
18
Dionne, Georges
18
Lucas, André
17
Mao, Tiantian
17
Tsanakas, Andreas
17
Boonen, Tim J.
16
Gouriéroux, Christian
16
Kratz, Marie
16
Mittnik, Stefan
16
Singh, Abhay Kumar
16
Ardia, David
15
Bali, Turan G.
15
Cai, Jun
15
more ...
less ...
Institution
All
National Bureau of Economic Research
13
Basel Committee on Banking Supervision
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
University of Canterbury / Dept. of Economics and Finance
4
Friedrich-Schiller-Universität Jena
3
Pensions Institute
3
Springer-Verlag GmbH
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
2
Federal Reserve Bank of San Francisco
2
Instituto Valenciano de Investigaciones Económicas
2
International Center for Financial Asset Management and Engineering
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Springer Fachmedien Wiesbaden
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Universität Konstanz
2
Banco Central do Brasil
1
Bergische Universität Wuppertal
1
Books on Demand GmbH <Norderstedt>
1
Boston College / Department of Economics
1
Center for Applied Economics and Policy Research (CAEPR), Department of Economics
1
Center for Economic Research <Tilburg>
1
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
Christian-Albrechts-Universität zu Kiel
1
Columbia University / Graduate School of Business
1
Edward Elgar Publishing
1
Eidgenössische Technische Hochschule Zürich
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Europäische Zentralbank / Group on TARGET2 Stress Testing
1
Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
1
Federal Reserve Bank of St. Louis
1
Gottfried Wilhelm Leibniz Universität Hannover
1
HFDF <2, 1998, Zürich>
1
Harvard Institute for International Development
1
Institutet för Näringslivsforskning (IFN)
1
International Monetary Fund
1
International Risk Management Conference <5, 2012, Rom>
1
KPMG <London>
1
KPMG Peat Marwick <London>
1
KPMG Peat Marwick MacLintock <London>
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
218
Journal of banking & finance
181
Journal of risk
121
European journal of operational research : EJOR
110
Risks : open access journal
106
Finance research letters
93
Energy economics
70
International review of financial analysis
70
Economic modelling
69
The North American journal of economics and finance : a journal of financial economics studies
67
Discussion paper / Tinbergen Institute
62
The journal of risk model validation
60
International journal of forecasting
55
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
Quantitative finance
51
Journal of risk management in financial institutions
47
International journal of theoretical and applied finance
46
The journal of operational risk
45
Journal of forecasting
43
Journal of econometrics
42
Computational economics
38
The European journal of finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
International review of economics & finance : IREF
35
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Journal of economic dynamics & control
33
Journal of international financial markets, institutions & money
32
Applied economics letters
31
Scandinavian actuarial journal
31
Working papers
31
Econometric Institute research papers
30
Finance and stochastics
30
Pacific-Basin finance journal
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Operations research letters
28
Working paper
28
more ...
less ...
Source
All
ECONIS (ZBW)
6,958
RePEc
6
EconStor
5
USB Cologne (EcoSocSci)
3
BASE
1
Showing
1
-
10
of
6,973
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
2
Dynamic robust portfolio selection under market distress
Jiang, Yifu
;
Olmo, Jose
;
Atwi, Majed
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014445636
Saved in:
3
Value-at-Risk
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
4
Multivariate spectral backtests of forecast distributions under unknown dependencies
Balter, Janine
;
McNeil, Alexander J.
- In:
Risks : open access journal
12
(
2024
)
1
,
pp. 1-15
-desk
value-at-risk
(VaR) backtest as a special case. The spectral tests make use of realised probability integral transform …
Persistent link: https://www.econbiz.de/10014480976
Saved in:
5
Assessing financial stability in turbulent times : a study of generalized autoregressive conditional heteroskedasticity-type
Value-at-Risk
model performance in Thailand's transport...
Danai Likitratcharoen
;
Lucksuda Suwannamalik
- In:
Risks : open access journal
12
(
2024
)
3
,
pp. 1-19
The
Value-at-Risk
(VaR) metric serves as a pivotal tool for quantifying market risk, offering an estimation of …
Persistent link: https://www.econbiz.de/10014497424
Saved in:
6
Testing the correct specification of a system of spatial dependence models for stock returns
Kutzker, Tim
;
Wied, Dominik
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2083-2103
Persistent link: https://www.econbiz.de/10014520115
Saved in:
7
Endogenous defaults,
value-at-risk
and the business cycle
Samiri, Issam
-
2024
Persistent link: https://www.econbiz.de/10014532152
Saved in:
8
Optimal reinsurance under the linear combination of risk measures in the presence of reinsurance loss limit
Xiong, Qian
;
Peng, Zuoxiang
;
Nadarajah, Saralees
- In:
Risks : open access journal
11
(
2023
)
7
,
pp. 1-26
Optimal reinsurance problems under the risk measures, such as
Value-at-Risk
(VaR) and Tail-
Value-at-Risk
(TVaR), have …
Persistent link: https://www.econbiz.de/10014340271
Saved in:
9
Addressing the economic and demographic complexity via a neural network approach : risk measures for reverse mortgages
Di Lorenzo, Emilia
;
Piscopo, Gabriella
;
Sibillo, Marilena
- In:
Computational management science
21
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014442633
Saved in:
10
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->