//--> //--> //--> //-->
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:"Messung"
~subject:"Statistical distribution"
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
Messung
Statistical distribution
Risikomaß
7,383
Risk measure
7,357
Theorie
3,588
Theory
3,543
Portfolio-Management
2,688
Portfolio selection
2,670
Risikomanagement
2,255
Risk management
2,218
Risk
2,054
Risiko
2,052
Measurement
1,140
Statistische Verteilung
1,106
Schätzung
1,093
Estimation
1,077
ARCH-Modell
1,011
ARCH model
1,001
Volatility
962
Volatilität
954
Prognoseverfahren
888
Forecasting model
880
Value-at-Risk
766
Kapitaleinkommen
760
Capital income
758
Value at Risk
658
Kreditrisiko
634
Credit risk
616
Bankrisiko
556
Bank risk
553
Basel Accord
513
Basler Akkord
499
Outliers
487
Ausreißer
485
Schätztheorie
483
Estimation theory
479
Financial crisis
467
Finanzkrise
461
Multivariate Verteilung
451
Multivariate distribution
451
more ...
less ...
Online availability
All
Undetermined
777
Free
713
Type of publication
All
Article
1,398
Book / Working Paper
701
Type of publication (narrower categories)
All
Article in journal
1,316
Aufsatz in Zeitschrift
1,316
Graue Literatur
258
Non-commercial literature
258
Working Paper
246
Arbeitspapier
244
Aufsatz im Buch
69
Book section
69
Hochschulschrift
38
Thesis
29
Conference paper
10
Konferenzbeitrag
10
Collection of articles of several authors
6
Sammelwerk
6
Collection of articles written by one author
5
Sammlung
5
Aufsatzsammlung
4
Bibliografie enthalten
3
Bibliography included
3
Forschungsbericht
3
Konferenzschrift
3
Amtsdruckschrift
2
Government document
2
Bibliografie
1
Case study
1
Conference proceedings
1
Fallstudie
1
Research Report
1
more ...
less ...
Language
All
English
2,044
German
53
Spanish
2
Author
All
Wang, Ruodu
26
Fabozzi, Frank J.
19
Rosazza Gianin, Emanuela
19
Righi, Marcelo Brutti
18
Stoja, Evarist
15
Mao, Tiantian
13
Polanski, Arnold
13
Stoyanov, Stoyan V.
13
Vries, Casper G. de
13
Brandtner, Mario
12
Landsman, Zinoviy
12
Dhaene, Jan
11
Furman, Edward
11
Kürsten, Wolfgang
11
Račev, Svetlozar T.
11
Vanduffel, Steven
11
Bellini, Fabio
10
Cai, Jun
10
Guégan, Dominique
10
Härdle, Wolfgang
10
Tsanakas, Andreas
10
Dijk, Herman K. van
9
Dionne, Georges
9
Gerlach, Richard
9
Paolella, Marc S.
9
Bignozzi, Valeria
8
Diebold, Francis X.
8
Dowd, Kevin
8
Embrechts, Paul
8
Feng, Runhuan
8
Hoogerheide, Lennart
8
Kratz, Marie
8
Laeven, Roger J. A.
8
McAleer, Michael
8
Munari, Cosimo-Andrea
8
Müller, Fernanda Maria
8
Rüschendorf, Ludger
8
Scaillet, Olivier
8
Stupfler, Gilles
8
Su, Jianxi
8
more ...
less ...
Institution
All
National Bureau of Economic Research
5
Basel Committee on Banking Supervision
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Edward Elgar Publishing
1
Friedrich-Schiller-Universität Jena
1
International Center for Financial Asset Management and Engineering
1
International Risk Management Conference <5, 2012, Rom>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Trinity College Dublin / Department of Economics
1
University of Canterbury / Dept. of Economics and Finance
1
University of York / Department of Economics and Related Studies
1
Universität Konstanz
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
148
Journal of banking & finance
46
Risks : open access journal
46
Journal of risk
39
European journal of operational research : EJOR
38
The journal of operational risk
26
International journal of forecasting
25
Quantitative finance
25
Discussion paper / Tinbergen Institute
24
Finance research letters
24
The journal of risk model validation
22
International review of financial analysis
21
Applied economics
20
Economic modelling
19
Mathematics of operations research
19
Finance and stochastics
18
Journal of financial econometrics
18
International journal of theoretical and applied finance
17
Journal of econometrics
17
Mathematics and financial economics
17
Scandinavian actuarial journal
17
Journal of empirical finance
16
Computational economics
15
Journal of risk and financial management : JRFM
14
Research paper series / Swiss Finance Institute
14
Astin bulletin : the journal of the International Actuarial Association
13
International review of economics & finance : IREF
13
Journal of forecasting
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
The European journal of finance
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics letters
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Operations research letters
11
SFB 649 discussion paper
11
Swiss Finance Institute Research Paper
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Working papers
10
ASTIN bulletin : the journal of the International Actuarial Association
9
more ...
less ...
Source
All
ECONIS (ZBW)
2,092
USB Cologne (EcoSocSci)
4
EconStor
3
Showing
1
-
10
of
2,099
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
2
Value-at-Risk
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
3
Multivariate spectral backtests of forecast distributions under unknown dependencies
Balter, Janine
;
McNeil, Alexander J.
- In:
Risks : open access journal
12
(
2024
)
1
,
pp. 1-15
-desk
value-at-risk
(VaR) backtest as a special case. The spectral tests make use of realised probability integral transform …
Persistent link: https://www.econbiz.de/10014480976
Saved in:
4
Addressing the economic and demographic complexity via a neural network approach : risk measures for reverse mortgages
Di Lorenzo, Emilia
;
Piscopo, Gabriella
;
Sibillo, Marilena
- In:
Computational management science
21
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014442633
Saved in:
5
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
6
Value-at-Risk
effectiveness : a high-frequency data approach with semi-heavy tails
Contreras-Valdez, Mario Ivan
;
Sahu, Sonal
; …
- In:
Risks : open access journal
12
(
2024
)
3
,
pp. 1-23
In the broader landscape of cryptocurrency risk management, this study delves into the nuanced estimation of
Value-at-Risk
…
Persistent link: https://www.econbiz.de/10014497426
Saved in:
7
Value-at-Risk
, Tail
Value-at-Risk
and upper tail transform of the sum of two counter-monotonic random variables
Hanbali, Hamza
;
Linders, Daniël
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2023
(
2023
)
3
,
pp. 219-243
Persistent link: https://www.econbiz.de/10014336322
Saved in:
8
Remarks on a copula-based conditional
value
at
risk
for the portfolio problem
Molina Barreto, Andres Mauricio
;
Ishimura, Naoyuki
- In:
Intelligent systems in accounting, finance & management
30
(
2023
)
3
,
pp. 150-170
Persistent link: https://www.econbiz.de/10014375330
Saved in:
9
Stylized facts, volatility dynamics and risk measures of cryptocurrencies
Bruzgė, Rasa
;
Černevičienė, Jurgita
; …
- In:
Journal of business economics and management
24
(
2023
)
3
,
pp. 527-550
. Sensitivity analysis and measures of
Value-at-Risk
(VaR) and Expected Shortfall (ES) show the amount of losses investors can …
Persistent link: https://www.econbiz.de/10014420375
Saved in:
10
Modeling uncertainty in financial tail risk : a forecast combination and weighted quantile approach
Storti, Giuseppe
;
Wang, Chao
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1648-1663
Persistent link: https://www.econbiz.de/10014432743
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->