//--> //--> //--> //-->
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:"Jiménez-Martín, Juan-Ángel"
~person:"Pérez Amaral, Teodosio"
~person:"Righi, Marcelo Brutti"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
57
Risk measure
56
Basel Accord
38
Basler Akkord
34
Portfolio selection
34
Portfolio-Management
34
Forecasting model
21
Prognoseverfahren
21
Finanzkrise
20
Financial crisis
19
Risiko
19
Risk
19
Theorie
19
Theory
19
Value-at-Risk (VaR)
19
Risk management
18
Measurement
17
Messung
17
Welt
16
Risikomanagement
15
World
15
daily capital charges
15
optimizing strategy
15
violation penalties
15
Basel II Accord
10
Optimizing strategy
9
Daily capital charges
8
Risk measures
8
Value-at-Risk
8
Volatility
8
Volatilität
8
aggressive risk management
8
conservative risk management
8
global financial crisis
8
Median strategy
7
VIX futures
7
Violation penalties
7
ARCH model
6
ARCH-Modell
6
Ausreißer
6
more ...
less ...
Online availability
All
Free
37
Undetermined
21
Type of publication
All
Book / Working Paper
42
Article
33
Type of publication (narrower categories)
All
Working Paper
29
Article in journal
28
Aufsatz in Zeitschrift
28
Arbeitspapier
26
Graue Literatur
26
Non-commercial literature
26
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
64
Undetermined
11
Author
All
Jiménez-Martín, Juan-Ángel
Pérez Amaral, Teodosio
Righi, Marcelo Brutti
McAleer, Michael
193
Allen, David E.
59
Härdle, Wolfgang
58
Chang, Chia-Lin
51
Wang, Ruodu
49
Stoja, Evarist
43
Daníelsson, Jón
41
Hammoudeh, Shawkat
40
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
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
Dionne, Georges
22
Kratz, Marie
22
Račev, Svetlozar T.
22
more ...
less ...
Institution
All
Department of Economics and Finance, College of Business and Economics
6
Institute of Economic Research, Kyoto University
6
Tinbergen Instituut
1
Published in...
All
Econometric Institute research papers
12
Discussion paper / Tinbergen Institute
7
Working paper
7
KIER Working Papers
6
Working Papers in Economics
6
Journal of forecasting
3
Tinbergen Institute Discussion Paper
3
Computational economics
2
Finance research letters
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of risk
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Application of operations research to financial markets
1
Applied mathematical finance
1
Economics Bulletin
1
Insurance / Mathematics & economics
1
International Review of Financial Analysis
1
Journal of econometrics
1
Journal of economic surveys
1
Journal of economics & business
1
Journal of risk : JOR
1
Managerial Finance
1
Managerial finance
1
Operations research letters
1
Revista Brasileira de Finanças : RBFin
1
Risk management : a journal of risk, crisis and disaster
1
Risk management : an international journal
1
Risk manangement post financial crisis : a period of monetary easing
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of risk model validation
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tinbergen Institute Discussion Papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
56
RePEc
16
EconStor
3
Showing
1
-
10
of
75
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Comparison of
Value
at
Risk
(VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
2
A comparison of Range
Value
at
Risk
(RVaR) forecasting models
Müller, Fernanda Maria
;
Gössling, Thalles Weber
; …
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 509-543
Persistent link: https://www.econbiz.de/10014532345
Saved in:
3
Is there a risk premium? : Evidence from thirteen measures
Fracasso, Laís Martins
;
Müller, Fernanda Maria
; …
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 182-199
Persistent link: https://www.econbiz.de/10014490275
Saved in:
4
Range-based risk measures and their applications
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 636-657
Persistent link: https://www.econbiz.de/10014342970
Saved in:
5
A theory for combinations of risk measures
Righi, Marcelo Brutti
- In:
Journal of risk
25
(
2023
)
4
,
pp. 25-60
Persistent link: https://www.econbiz.de/10014314623
Saved in:
6
Risk measures-based cluster methods for finance
Guedes, Pablo Cristini
;
Müller, Fernanda Maria
;
Righi, …
- In:
Risk management : an international journal
25
(
2023
)
1
,
pp. 1-56
Persistent link: https://www.econbiz.de/10013490814
Saved in:
7
A theory for combinations of risk measures
Righi, Marcelo Brutti
- In:
Journal of risk : JOR
25
(
2023
)
4
,
pp. 25-60
Persistent link: https://www.econbiz.de/10014487105
Saved in:
8
Comparison of risk forecasts for cryptocurrencies : a focus on Range
Value
at
Risk
Müller, Fernanda Maria
;
Santos, Samuel Solgon
; …
- In:
Finance research letters
48
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013463260
Saved in:
9
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
10
Star-Shaped deviations
Righi, Marcelo Brutti
;
Moresco, Marlon Ruoso
- In:
Operations research letters
50
(
2022
)
5
,
pp. 548-554
Persistent link: https://www.econbiz.de/10013449444
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...
//-->