//--> //--> //--> //-->
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:"Risk"
~subject:"Statistical distribution"
~subject:"Theory"
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
Risk
Statistical distribution
Theory
Risikomaß
7,385
Risk measure
7,359
Theorie
3,588
Portfolio-Management
2,688
Portfolio selection
2,670
Risikomanagement
2,255
Risk management
2,219
Risiko
2,052
Messung
1,161
Measurement
1,140
Statistische Verteilung
1,106
Schätzung
1,094
Estimation
1,078
ARCH-Modell
1,012
ARCH model
1,002
Volatility
963
Volatilität
955
Prognoseverfahren
889
Forecasting model
881
Value-at-Risk
768
Kapitaleinkommen
761
Capital income
759
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
1,633
Free
1,505
Type of publication
All
Article
3,085
Book / Working Paper
1,663
Journal
1
Type of publication (narrower categories)
All
Article in journal
2,820
Aufsatz in Zeitschrift
2,820
Graue Literatur
674
Non-commercial literature
674
Working Paper
617
Arbeitspapier
616
Aufsatz im Buch
227
Book section
227
Hochschulschrift
155
Thesis
124
Collection of articles written by one author
26
Sammlung
26
Collection of articles of several authors
24
Sammelwerk
24
Conference paper
14
Konferenzbeitrag
14
Lehrbuch
14
Aufsatzsammlung
13
Textbook
13
Bibliografie enthalten
11
Bibliography included
11
Amtsdruckschrift
5
Case study
5
Fallstudie
5
Government document
5
Handbook
5
Handbuch
5
Konferenzschrift
5
Systematic review
4
Übersichtsarbeit
4
Bibliografie
3
Conference proceedings
3
Forschungsbericht
3
Mehrbändiges Werk
3
Multi-volume publication
3
Amtliche Publikation
1
CD-ROM, DVD
1
Glossar enthalten
1
Glossary included
1
Ratgeber
1
more ...
less ...
Language
All
English
4,500
German
224
Spanish
8
Undetermined
7
French
6
Polish
4
Italian
2
Croatian
1
more ...
less ...
Author
All
Wang, Ruodu
42
Härdle, Wolfgang
33
Stoja, Evarist
32
Daníelsson, Jón
25
Vanduffel, Steven
24
Rosazza Gianin, Emanuela
23
Dowd, Kevin
22
Polanski, Arnold
22
Vries, Casper G. de
22
Fabozzi, Frank J.
21
Huschens, Stefan
21
Rüschendorf, Ludger
21
Embrechts, Paul
20
Righi, Marcelo Brutti
20
Dhaene, Jan
17
McAleer, Michael
17
Brandtner, Mario
16
Mao, Tiantian
16
Paolella, Marc S.
16
Stoyanov, Stoyan V.
16
Bernard, Carole
15
Cai, Jun
15
Caporin, Massimiliano
15
Boonen, Tim J.
14
Liu, Haiyan
14
Račev, Svetlozar T.
14
Tsanakas, Andreas
14
Cheung, Ka Chun
13
Furman, Edward
13
Gerlach, Richard
13
Kürsten, Wolfgang
13
Landsman, Zinoviy
13
Puccetti, Giovanni
13
Albrecht, Peter
12
Lucas, André
12
Mittnik, Stefan
12
Yoshiba, Toshinao
12
Bali, Turan G.
11
Bellini, Fabio
11
Broll, Udo
11
more ...
less ...
Institution
All
National Bureau of Economic Research
10
Springer Fachmedien Wiesbaden
5
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
5
Friedrich-Schiller-Universität Jena
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Springer-Verlag GmbH
3
Universität Mannheim
3
Basel Committee on Banking Supervision
2
Pensions Institute
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Books on Demand GmbH <Norderstedt>
1
Boston College / Department of Economics
1
Center for Economic Research <Tilburg>
1
Christian-Albrechts-Universität zu Kiel
1
Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials
1
Department of Agribusiness and Applied Economics, North Dakota State University
1
EconWPA
1
Edward Elgar Publishing
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Europäische Zentralbank / Group on TARGET2 Stress Testing
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
Fondazione ENI Enrico Mattei (FEEM)
1
Gottfried Wilhelm Leibniz Universität Hannover
1
HFDF <2, 1998, Zürich>
1
Instituto Valenciano de Investigaciones Económicas
1
International Center for Financial Asset Management and Engineering
1
International Risk Management Conference <5, 2012, Rom>
1
KPMG <London>
1
KPMG Peat Marwick <London>
1
KPMG Peat Marwick MacLintock <London>
1
Karlsruher Ökonometrie-Workshop <6, 1997, Karlsruhe>
1
Massachusetts Institute of Technology / Department of Economics
1
Technische Universität Chemnitz
1
Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
1
Trinity College Dublin / Department of Economics
1
University of Canterbury / Dept. of Economics and Finance
1
University of Strathclyde / Department of Economics
1
Universität Heidelberg / Wirtschaftswissenschaftliche Fakultät
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
204
Journal of banking & finance
116
European journal of operational research : EJOR
91
Risks : open access journal
91
Finance research letters
59
Journal of risk
58
Economic modelling
46
International review of financial analysis
45
Discussion paper / Tinbergen Institute
44
International journal of forecasting
43
Quantitative finance
43
Journal of empirical finance
42
Applied economics
40
Energy economics
36
International journal of theoretical and applied finance
33
Journal of risk and financial management : JRFM
32
Journal of econometrics
31
The journal of risk model validation
31
The North American journal of economics and finance : a journal of financial economics studies
30
The journal of operational risk
30
Finance and stochastics
29
Research paper series / Swiss Finance Institute
29
The European journal of finance
29
Computational economics
28
Scandinavian actuarial journal
28
SFB 649 discussion paper
27
Journal of forecasting
25
Mathematics and financial economics
25
Journal of economic dynamics & control
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
Mathematics of operations research
24
Astin bulletin : the journal of the International Actuarial Association
23
Journal of financial econometrics
23
Working papers
23
International review of economics & finance : IREF
22
Journal of risk management in financial institutions
22
Operations research letters
22
The journal of credit risk : published quarterly by Incisive Media
22
Operations research
21
Journal of international financial markets, institutions & money
20
more ...
less ...
Source
All
ECONIS (ZBW)
4,736
RePEc
10
BASE
2
EconStor
1
Showing
1
-
10
of
4,749
Sort
relevance
articles prioritized
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
Dynamic robust portfolio selection under market distress
Jiang, Yifu
;
Olmo, Jose
;
Atwi, Majed
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014445636
Saved in:
3
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:
4
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:
5
Assessing financial stability in turbulent times : a study of generalized autoregressive conditional heteroskedasticity-type
Value-at-Risk
model performance in Thailand's transport...
Danai Likitratcharoen
;
Lucksuda Suwannamalik
- In:
Risks : open access journal
12
(
2024
)
3
,
pp. 1-19
The
Value-at-Risk
(VaR) metric serves as a pivotal tool for quantifying market risk, offering an estimation of …
Persistent link: https://www.econbiz.de/10014497424
Saved in:
6
Optimal reinsurance under the linear combination of risk measures in the presence of reinsurance loss limit
Xiong, Qian
;
Peng, Zuoxiang
;
Nadarajah, Saralees
- In:
Risks : open access journal
11
(
2023
)
7
,
pp. 1-26
Optimal reinsurance problems under the risk measures, such as
Value-at-Risk
(VaR) and Tail-
Value-at-Risk
(TVaR), have …
Persistent link: https://www.econbiz.de/10014340271
Saved in:
7
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:
8
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:
9
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:
10
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
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...
//-->