//--> //--> //--> //-->
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"
~type_genre:"Aufsatz im Buch"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Kapitaleinkommen
Risikomaß
304
Risk measure
304
Theorie
146
Theory
146
Portfolio selection
102
Portfolio-Management
102
Risikomanagement
75
Risk management
75
Risiko
57
Risk
57
Measurement
44
Messung
44
Estimation
32
Schätzung
32
ARCH model
25
ARCH-Modell
25
Bank risk
24
Bankrisiko
24
Volatility
24
Volatilität
24
Credit risk
23
Kreditrisiko
23
Basel Accord
19
Basler Akkord
19
Capital income
19
Statistical distribution
18
Statistische Verteilung
18
Ausreißer
16
Outliers
16
Forecasting model
15
Prognoseverfahren
15
Bank
14
Multivariate Verteilung
14
Multivariate distribution
14
Schätztheorie
14
Systemic risk
14
Systemrisiko
14
Welt
14
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
33
Type of publication (narrower categories)
All
Aufsatz im Buch
Article in journal
782
Aufsatz in Zeitschrift
782
Graue Literatur
183
Non-commercial literature
183
Working Paper
178
Arbeitspapier
176
Book section
33
Hochschulschrift
18
Thesis
9
Collection of articles of several authors
7
Sammelwerk
7
Collection of articles written by one author
6
Sammlung
6
Conference paper
3
Konferenzbeitrag
3
Amtsdruckschrift
2
Government document
2
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Conference proceedings
1
Konferenzschrift
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
German
1
Author
All
Kao, Tzu-Chuan
2
Lin, Chu-Hsiung
2
Schinasi, Garry J.
2
Smith, Richard Todd
2
Andrianov, Dmitry
1
Angelidis, Timotheos
1
Bi̇rbi̇l, Ş. İlker
1
Bodson, Laurent
1
Boldyrev, Kirill
1
Ceretta, Paulo Sergio
1
Chiang, Thomas C.
1
Chuangchid, K.
1
Degiannakis, Stavros
1
Ellis, Craig
1
Frenk, Hans
1
Friedmann, Ralph
1
Giese, Götz
1
Huang, Chu
1
Huschens, Stefan
1
Huynh, Van-Nam
1
Härdle, Wolfgang
1
Höse, Steffi
1
Hübner, Georges
1
Ibragimov, Rustam Ju.
1
Ivliev, Sergey
1
Jajuga, Krzysztof
1
Kaynar, Bahar
1
Kiesel, Rüdiger
1
Kim, M.
1
Kittawit Autchariyapanitkul
1
Kőrösi, Gábor
1
Lee, Sangyeol
1
Luciano, Elisa
1
Makatjane, Katleho
1
Mantegna, Rosario N.
1
Marena, M.
1
Matthes, Rainer
1
Mihaylova, Iva
1
Miller, D. J.
1
Moroke, Ntebogang Dinah
1
more ...
less ...
Published in...
All
Stock market volatility
3
Robustness in econometrics
2
Advances in applied economics, business and development
1
Advances in banking technology and management : impacts of ICT and CRM
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Applied quantitative finance
1
Business and finance : performance and management
1
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
CreditRisk+ in the banking industry
1
Cu - Hi
1
Econometrics of risk
1
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Financial econometrics and empirical market microstructure
1
Global stock exchanges : stability, interrelationships, and roles
1
Handbook of research on emerging theories, models, and applications of financial econometrics
1
International finance for infrastructure development
1
International financial contagion
1
Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
1
New econometric modelling research
1
New trends in banking management : with 42 tables
1
Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
1
Operations research proceedings 2010 : selected papers of the annual International Conference of the German Operations Research Society (GOR) at Universität der Bundeswehr München, September 1 - 3, 2010
1
Political economy of international monetary interdependence ; Pt. 5
1
Quantitative financial risk management
1
Risk manangement post financial crisis : a period of monetary easing
1
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
1
The VaR implementation handbook
1
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A market crash or tail risk? : heavy tails and asymmetry of returns in the Chinese stock market
Xing, Zeyu
;
Ibragimov, Rustam Ju.
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 181-205)
.
2023
Persistent link: https://www.econbiz.de/10014315307
Saved in:
2
Model risk in option pricing : estimation risk of volatility parameter
Jajuga, Krzysztof
- In:
Modern finance and risk management : Festschrift in …
,
(pp. 269-287)
.
2022
Persistent link: https://www.econbiz.de/10013336242
Saved in:
3
Predicting the tail behavior of financial times stock exchange/Johannesburg Stock Exchange (FTSE/JSE) closing banking indices : extreme value theory approach
Makatjane, Katleho
;
Moroke, Ntebogang Dinah
;
Munapo, Elias
- In:
Handbook of research on emerging theories, models, and …
,
(pp. 31-64)
.
2021
capital using Glue-
value-at-risk
(VaR) is more conservative than using other risk measures under the GEV distribution. …
Persistent link: https://www.econbiz.de/10012604174
Saved in:
4
Time varying quantile Lasso
Härdle, Wolfgang
;
Wang, Weining
;
Zboňáková, L.
- In:
Applied quantitative finance
,
(pp. 331-353)
.
2017
Persistent link: https://www.econbiz.de/10011794971
Saved in:
5
Quantile forecasting of PM10 data in Korea based on time series models
Xu, Yingshi
;
Lee, Sangyeol
- In:
Robustness in econometrics
,
(pp. 587-598)
.
2017
Persistent link: https://www.econbiz.de/10011801991
Saved in:
6
The impact of extreme events on portfolio in financial risk management
Chuangchid, K.
;
Kittawit Autchariyapanitkul
;
Songsak …
- In:
Robustness in econometrics
,
(pp. 679-690)
.
2017
Persistent link: https://www.econbiz.de/10011802012
Saved in:
7
Using conditional Copula to estimate
value-at-risk
in Vietnam's foreign exchange market
Nguyen, Vu-Linh
;
Huynh, Van-Nam
- In:
Econometrics of risk
,
(pp. 471-482)
.
2015
Persistent link: https://www.econbiz.de/10010498494
Saved in:
8
Construction and backtesting of a multi-factor stress-scenario for the stock market
Boldyrev, Kirill
;
Andrianov, Dmitry
;
Ivliev, Sergey
- In:
Financial econometrics and empirical market microstructure
,
(pp. 37-45)
.
2015
Persistent link: https://www.econbiz.de/10011326724
Saved in:
9
Nonparametric expectile regression for conditional autoregressive expected shortfall estimation
Righi, Marcelo Brutti
;
Yang, Yi
;
Ceretta, Paulo Sergio
- In:
Risk manangement post financial crisis : a period of …
,
(pp. 83-95)
.
2014
Persistent link: https://www.econbiz.de/10010430687
Saved in:
10
Estimating risk with copulas
Mihaylova, Iva
-
2014
Persistent link: https://www.econbiz.de/10010366882
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->