//--> //--> //-->
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
~person:"Boldyrev, Kirill"
~subject:"Capital income"
~subject:"Prognoseverfahren"
~subject:"Risk management"
~type_genre:"Book section"
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_exact:"Risk measure"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Prognoseverfahren
Risk management
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Aktienmarkt
1
Ausreißer
1
Börsenkurs
1
Copula theory
1
Extreme value theory
1
GARCH
1
Kapitaleinkommen
1
Multivariate Verteilung
1
Multivariate distribution
1
Outliers
1
Pareto distribution
1
Risikomaß
1
Risk measure
1
Share price
1
Statistical distribution
1
Statistical test
1
Statistische Verteilung
1
Statistischer Test
1
Stock index
1
Stock market
1
Stress-testing
1
Stylized facts
1
Theorie
1
Theory
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Book section
Aufsatz im Buch
1
Language
All
English
1
Author
All
Boldyrev, Kirill
Caillault, Cyril
2
Chen, Shi
2
Dowd, Kevin
2
Gaumert, Uwe
2
Gleißner, Werner
2
Hommel, Ulrich
2
Härdle, Wolfgang
2
Kaltofen, Daniel
2
Kao, Tzu-Chuan
2
Lin, Chu-Hsiung
2
Marinelli, Nicoletta
2
Mazzoli, Camilla
2
Monier, Stéphane
2
Noyan, Nilay
2
Schinasi, Garry J.
2
Schulte-Mattler, Hermann
2
Smith, Richard Todd
2
Songsak Sriboonchitta
2
Stein, Stefan
2
Straßberger, Mario
2
Stulz, René M.
2
Ajili, Wissem
1
Alves, Ivan
1
Andersen, Torben
1
Andrianov, Dmitry
1
Andrén, Niclas
1
Angelidis, Timotheos
1
Anselmi, Giulio
1
Anuphak Saosaovaphak
1
Aslanertik, B. Esra
1
Bali, Selçuk
1
Barnard, Roger W.
1
Barrieu, Pauline
1
Ben Ameur, Hachmi
1
Bergner, Uwe
1
Bhadury, Soumya
1
Bi̇rbi̇l, Ş. İlker
1
Bodson, Laurent
1
Bollerslev, Tim
1
more ...
less ...
Published in...
All
Financial econometrics and empirical market microstructure
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->