//--> //--> //--> //-->
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:"Daníelsson, Jón"
~person:"Pérez Amaral, Teodosio"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
61
Risk measure
60
Basler Akkord
37
Basel Accord
36
Portfolio-Management
26
Theorie
26
Portfolio selection
25
Theory
24
Financial crisis
20
Finanzkrise
20
Forecasting model
18
Prognoseverfahren
18
Risikomanagement
18
Value-at-Risk
18
Risk management
17
Welt
16
Volatilität
15
World
15
Volatility
14
Risiko
11
Risk
11
Bank risk
10
Bankrisiko
10
Financial services
8
Finanzdienstleistung
8
Ausreißer
7
Daily capital charges
7
Outliers
7
Value-at-Risk (VaR)
7
ARCH model
6
ARCH-Modell
6
Global financial crisis
6
Optimizing strategy
6
Violation penalties
6
2008-2009
5
Bank
5
Derivat
5
Derivative
5
Schätzung
5
2008-2010
4
more ...
less ...
Online availability
All
Free
39
Undetermined
6
Type of publication
All
Book / Working Paper
49
Article
24
Type of publication (narrower categories)
All
Working Paper
43
Arbeitspapier
40
Graue Literatur
39
Non-commercial literature
39
Article in journal
18
Aufsatz in Zeitschrift
18
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
63
Undetermined
10
Author
All
Daníelsson, Jón
Pérez Amaral, Teodosio
McAleer, Michael
193
Allen, David E.
59
Härdle, Wolfgang
58
Chang, Chia-Lin
51
Wang, Ruodu
49
Stoja, Evarist
43
Hammoudeh, Shawkat
40
Jiménez-Martín, Juan-Ángel
39
Vries, Casper G. de
38
Fabozzi, Frank J.
37
Mittnik, Stefan
35
Dowd, Kevin
33
Polanski, Arnold
33
Paolella, Marc S.
31
Gerlach, Richard
28
Powell, Robert
28
Embrechts, Paul
27
Lucas, André
27
Pérez-Amaral, Teodosio
27
Vanduffel, Steven
27
Caporin, Massimiliano
26
Härdle, Wolfgang Karl
25
Righi, Marcelo Brutti
25
Rüschendorf, Ludger
25
Schienle, Melanie
25
Albrecht, Peter
24
Giot, Pierre
24
Hoogerheide, Lennart
24
Huschens, Stefan
24
Rosazza Gianin, Emanuela
24
Schaumburg, Julia
24
Ardia, David
23
Dhaene, Jan
23
Hautsch, Nikolaus
23
Brandtner, Mario
22
Kratz, Marie
22
Račev, Svetlozar T.
22
Stoyanov, Stoyan V.
22
more ...
less ...
Institution
All
Tinbergen Institute
3
Tinbergen Instituut
3
Published in...
All
Discussion paper / Tinbergen Institute
13
Econometric Institute research papers
11
Working paper
7
Tinbergen Institute Discussion Papers
6
Journal of banking & finance
4
Discussion paper series / LSE Financial Markets Group
3
Tinbergen Institute Discussion Paper
3
Discussion paper / LSE Financial Markets Group
2
Journal of econometrics
2
Journal of financial stability
2
Journal of forecasting
2
Annals of Finance
1
Annals of finance
1
DNB working paper
1
Economic Theory
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Economics letters
1
IMES discussion paper series / Englische Ausgabe
1
International review of economics & finance : IREF
1
Journal of Banking & Finance
1
Journal of Econometrics
1
Journal of economic surveys
1
Managerial finance
1
Monetary and economic studies
1
Report / Erasmus Center for Financial Research, Erasmus University
1
Risk management : a modern perspective
1
Risk measures for the 21st century
1
Special paper series / London School of Economics and Political Science, Financial Markets Group
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
60
RePEc
10
EconStor
3
Showing
1
-
10
of
73
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Why risk is so hard to measure
Daníelsson, Jón
;
Chen Zhou
-
2016
Persistent link: https://www.econbiz.de/10011415993
Saved in:
2
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
shifting the quantitative risk metrics system from
Value-at-Risk
(VaR) to Expected Shortfall (ES). The Basel Committee on …
Persistent link: https://www.econbiz.de/10011431395
Saved in:
3
A stochastic dominance approach to the Basel III dilemma : expected shortfall or VaR?
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
system from
Value-at-Risk
(VaR) to Expected Shortfall (ES). The BCBS (2013) noted that - a number of weaknesses have been …
Persistent link: https://www.econbiz.de/10010532611
Saved in:
4
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
5
A stochastic dominance approach to the Basel III dilemma : expected shortfall or VaR?
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011346199
Saved in:
6
GFC-robust risk management under the Basel accord using extreme value methodologies
Jiménez-Martín, Juan-Ángel
;
McAleer, Michael
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009765824
Saved in:
7
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009767001
Saved in:
8
Has the Basel accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009724104
Saved in:
9
Has the Basel Accord improved risk management during the Global Financial Crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
-
Revised: October 2012
Persistent link: https://www.econbiz.de/10010360666
Saved in:
10
Has the Basel accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
Persistent link: https://www.econbiz.de/10010360674
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->