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~subject:"Basler Akkord"
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Basler Akkord
Risikomaß
7,384
Risk measure
7,358
Theorie
3,588
Theory
3,543
Portfolio-Management
2,688
Portfolio selection
2,670
Risikomanagement
2,255
Risk management
2,219
Risk
2,054
Risiko
2,052
Messung
1,161
Measurement
1,140
Statistische Verteilung
1,106
Statistical distribution
1,098
Schätzung
1,093
Estimation
1,077
ARCH-Modell
1,011
ARCH model
1,001
Volatility
962
Volatilität
954
Prognoseverfahren
889
Forecasting model
881
Value-at-Risk
768
Kapitaleinkommen
760
Capital income
758
Value at Risk
658
Kreditrisiko
634
Credit risk
616
Bankrisiko
556
Bank risk
553
Basel Accord
513
Outliers
487
Ausreißer
485
Schätztheorie
483
Estimation theory
479
Financial crisis
467
Finanzkrise
461
Multivariate Verteilung
451
Multivariate distribution
451
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All
Free
167
Undetermined
113
Type of publication
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Article
297
Book / Working Paper
202
Type of publication (narrower categories)
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Article in journal
260
Aufsatz in Zeitschrift
260
Graue Literatur
112
Non-commercial literature
112
Working Paper
108
Arbeitspapier
102
Aufsatz im Buch
35
Book section
35
Hochschulschrift
20
Thesis
13
Aufsatzsammlung
8
Collection of articles of several authors
7
Sammelwerk
7
Bibliografie enthalten
3
Bibliography included
3
Handbook
3
Handbuch
3
Case study
1
Fallstudie
1
Glossar enthalten
1
Glossary included
1
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Language
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English
441
German
56
French
2
Author
All
McAleer, Michael
48
Pérez Amaral, Teodosio
32
Jiménez-Martín, Juan-Ángel
23
Chang, Chia-Lin
16
Hassani, Samir Saissi
9
Jimenez-Martin, Juan-Angel
9
Wang, Ruodu
9
Dionne, Georges
8
Allen, David E.
7
Guégan, Dominique
6
Maasoumi, Esfandiar
6
Rösch, Daniel
6
Daníelsson, Jón
5
Embrechts, Paul
5
Kellner, Ralf
5
Resti, Andrea
5
Sironi, Andrea
5
Varotto, Simone
5
Altman, Edward I.
4
Brady, Brooks
4
Farkas, Walter
4
Gatzert, Nadine
4
Hassani, Bertrand K.
4
Jiménez-Martin, Juan-Angel
4
Johanning, Lutz
4
Kane, Edward J.
4
Lindé, Jesper
4
Neisen, Martin
4
Perez Amaral, Teodosio
4
Roszbach, Kasper
4
Röth, Stefan
4
Wilkens, Sascha
4
Adrian, Tobias
3
Alexander, Gordon J.
3
Bianchi, Michele Leonardo
3
Blümke, Oliver
3
Chan, Felix
3
Cremers, Heinz
3
Da Veiga, Bernardo
3
Fricke, Jens
3
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Basel Committee on Banking Supervision
3
Springer Fachmedien Wiesbaden
2
Banco Central do Brasil
1
Bank-Verlag GmbH
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Friedrich-Schiller-Universität Jena
1
National Bureau of Economic Research
1
Oesterreichische Nationalbank
1
Oesterreichische Nationalbank / Abteilung für Finanzmarktanalyse
1
The Wharton Financial Institutions Center
1
Verlag Wissenschaft & Praxis Dr. Brauner GmbH
1
Wiley-VCH
1
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Published in...
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Journal of banking & finance
18
Econometric Institute research papers
15
The journal of operational risk
12
Journal of risk
11
Journal of risk management in financial institutions
11
Discussion paper / Tinbergen Institute
10
Risks : open access journal
9
Insurance / Mathematics & economics
8
Working paper
8
The journal of credit risk : published quarterly by Incisive Media
7
Journal of financial stability
6
The journal of risk model validation
6
Discussion paper
5
Economic modelling
5
Journal of international financial markets, institutions & money
5
Research paper series / Swiss Finance Institute
5
Tinbergen Institute Discussion Paper
5
Working papers
5
Brennpunkt Risikomanagement und Regulierung
4
CIRRELT
4
International journal of theoretical and applied finance
4
Journal of financial regulation and compliance : an international journal
4
Journal of forecasting
4
Marktrisikoregulierung im Umbruch
4
Astin bulletin : the journal of the International Actuarial Association
3
CFS working paper series
3
European journal of operational research : EJOR
3
Finance and economics discussion series
3
Finance research letters
3
International review of financial analysis
3
Journal / The Capco Institute : journal of financial transformation
3
Journal of financial intermediation
3
Journal of financial services research : JFSR
3
SpringerLink / Bücher
3
Sveriges Riksbank working paper series
3
Basel III, Risikomanagement und neue Bankenaufsicht
2
BestMasters
2
CESifo working papers
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / ICMA Centre, Henley Business School, University of Reading
2
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ECONIS (ZBW)
493
EconStor
6
Showing
31
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499
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31
Value-at-risk
and the global financial crisis
Ha Tran Manh
;
Mai Ngoc Tran
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 41-83
Persistent link: https://www.econbiz.de/10014485605
Saved in:
32
Scenario-based risk evaluation
Wang, Ruodu
;
Ziegel, Johanna F.
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 725-756
Persistent link: https://www.econbiz.de/10012665201
Saved in:
33
The new international regulation of market risk : roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012423037
Saved in:
34
The new international regulation of market risk: roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012545817
Saved in:
35
Term Structure and Cyclicity of
Value-at-Risk
: Consequences for the Solvency Capital Requirement
Bec, Frederique
;
Gollier, Christian
-
2021
This paper explores empirically the link between French equities returns
Value-at-Risk
(VaR) and the state of financial …
Persistent link: https://www.econbiz.de/10013316387
Saved in:
36
Value
at
risk
, legislative framework, crises, and procyclicality : what goes wrong?
Vasileiou, Evangelos
;
Samitas, Aristeidis
- In:
Review of Economic Analysis : REA
12
(
2020
)
2
,
pp. 1-28
companies to invest in advanced models for more representative
Value
at
Risk
(VaR) estimations, and for this reason, in many …
Persistent link: https://www.econbiz.de/10012269223
Saved in:
37
A new semiparametric mirrored historical simulation
value-at-risk
model
Radivojević, Nikola
;
Filipović, Luka
;
Brzaković, …
- In:
Romanian journal of economic forecasting
23
(
2020
)
1
,
pp. 5-21
Persistent link: https://www.econbiz.de/10012421878
Saved in:
38
Value
at
risk
, legislative framework, crises, and procyclicality : what goes wrong?
Vasileiou, Evangelos
;
Samitas, Aristeidis
- In:
Review of Economic Analysis : REA
12
(
2020
)
3
,
pp. 345-369
companies to invest in advanced models for more representative
Value
at
Risk
(VaR) estimations, and for this reason, in many …
Persistent link: https://www.econbiz.de/10012406119
Saved in:
39
Accounting for PD-LGD dependency : a tractable extension to the Basel ASRF framework
Barbagli, Matteo
;
Vrins, Frédéric
- In:
Economic modelling
125
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463531
Saved in:
40
Assessing and forecasting the market risk of bank securities holdings : a data-driven approach
Bianchi, Michele Leonardo
- In:
Risk management : an international journal
25
(
2023
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014372886
Saved in:
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