//--> //--> //-->
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
~subject:"Bank risk"
~subject:"Statistical distribution"
~type_genre:"Konferenzbeitrag"
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
Bank risk
Statistical distribution
Risikomaß
23
Risk measure
23
Portfolio selection
10
Portfolio-Management
10
Theorie
9
Theory
9
Measurement
8
Messung
8
Risiko
7
Risk
7
Risikomanagement
6
Risk management
6
ARCH model
4
ARCH-Modell
4
Volatility
4
Volatilität
4
Commodity derivative
3
Estimation
3
Multivariate Verteilung
3
Multivariate distribution
3
Rohstoffderivat
3
Schätzung
3
Bankrisiko
2
Börsenkurs
2
Capital income
2
Credit risk
2
Financial market
2
Financial services
2
Finanzdienstleistung
2
Finanzmarkt
2
Kapitaleinkommen
2
Kreditrisiko
2
Risk measures
2
Share price
2
Statistische Verteilung
2
Systemic risk
2
Systemrisiko
2
Time series analysis
2
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Konferenzbeitrag
Article in journal
1,015
Aufsatz in Zeitschrift
1,015
Graue Literatur
255
Non-commercial literature
255
Arbeitspapier
241
Working Paper
241
Aufsatz im Buch
74
Book section
74
Hochschulschrift
50
Thesis
41
Aufsatzsammlung
11
Collection of articles of several authors
10
Sammelwerk
10
Bibliografie enthalten
7
Bibliography included
7
Conference paper
4
Collection of articles written by one author
3
Handbook
3
Handbuch
3
Lehrbuch
3
Sammlung
3
Textbook
3
Ratgeber
2
Amtsdruckschrift
1
Case study
1
Conference proceedings
1
Fallstudie
1
Forschungsbericht
1
Government document
1
Guidebook
1
Konferenzschrift
1
more ...
less ...
Language
All
English
4
Author
All
Diebold, Francis X.
1
Dimitriadis, Timo
1
Fan, Zhengyang
1
Halbleib, Roxana
1
Ji, Ran
1
Lejeune, Miguel A.
1
Manap, Turkhan Ali Abdul
1
Yılmaz, Kamil
1
more ...
less ...
Published in...
All
GSDS working paper
1
Islamic finance, risk-sharing and macroeconomic stability
1
Journal of econometrics
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Distributionally robust portfolio optimization with linearized STARR performance measure
Ji, Ran
;
Lejeune, Miguel A.
;
Fan, Zhengyang
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012872526
Saved in:
2
How informative is high-frequency data for tail risk estimation and forecasting? : an intrinsic time perspectice
Dimitriadis, Timo
;
Halbleib, Roxana
-
2019
This paper proposes a novel and simple approach to compute daily
Value
at
Risk
(VaR) and Expected Shortfall (ES …
Persistent link: https://www.econbiz.de/10012317619
Saved in:
3
Measuring systemic risk in dual banking system : the case of Malaysia
Manap, Turkhan Ali Abdul
- In:
Islamic finance, risk-sharing and macroeconomic stability
,
(pp. 151-170)
.
2019
Persistent link: https://www.econbiz.de/10012098473
Saved in:
4
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->