//--> //--> //--> //-->
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:"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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Statistical distribution
Theory
Risikomaß
7,383
Risk measure
7,357
Theorie
3,588
Portfolio-Management
2,688
Portfolio selection
2,670
Risikomanagement
2,255
Risk management
2,218
Risk
2,054
Risiko
2,052
Messung
1,161
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
1,314
Free
1,280
Type of publication
All
Article
2,562
Book / Working Paper
1,462
Type of publication (narrower categories)
All
Article in journal
2,333
Aufsatz in Zeitschrift
2,333
Graue Literatur
612
Non-commercial literature
612
Arbeitspapier
557
Working Paper
557
Aufsatz im Buch
200
Book section
200
Hochschulschrift
150
Thesis
122
Collection of articles written by one author
25
Sammlung
25
Collection of articles of several authors
20
Sammelwerk
20
Lehrbuch
14
Textbook
13
Aufsatzsammlung
12
Bibliografie enthalten
11
Bibliography included
11
Conference paper
9
Konferenzbeitrag
9
Case study
5
Fallstudie
5
Handbook
5
Handbuch
5
Amtsdruckschrift
4
Government document
4
Konferenzschrift
4
Systematic review
4
Übersichtsarbeit
4
Forschungsbericht
3
Mehrbändiges Werk
3
Multi-volume publication
3
Bibliografie
2
Conference proceedings
2
Amtliche Publikation
1
CD-ROM, DVD
1
Glossar enthalten
1
Glossary included
1
Ratgeber
1
more ...
less ...
Language
All
English
3,788
German
218
Spanish
8
French
6
Polish
4
Italian
2
Croatian
1
more ...
less ...
Author
All
Wang, Ruodu
40
Härdle, Wolfgang
31
Stoja, Evarist
25
Daníelsson, Jón
23
Rosazza Gianin, Emanuela
23
Vanduffel, Steven
22
Huschens, Stefan
21
Rüschendorf, Ludger
21
Fabozzi, Frank J.
19
Polanski, Arnold
19
Vries, Casper G. de
19
Embrechts, Paul
18
Dhaene, Jan
17
Brandtner, Mario
16
Dowd, Kevin
16
Paolella, Marc S.
16
Righi, Marcelo Brutti
16
Stoyanov, Stoyan V.
15
Caporin, Massimiliano
14
Mao, Tiantian
14
Račev, Svetlozar T.
14
Bernard, Carole
13
Boonen, Tim J.
13
Cheung, Ka Chun
13
Furman, Edward
13
Gerlach, Richard
13
Kürsten, Wolfgang
13
Landsman, Zinoviy
13
Liu, Haiyan
13
McAleer, Michael
13
Cai, Jun
12
Lucas, André
12
Mittnik, Stefan
12
Tsanakas, Andreas
12
Yoshiba, Toshinao
12
Dijk, Herman K. van
11
Dionne, Georges
11
Farkas, Walter
11
Manganelli, Simone
11
Munari, Cosimo-Andrea
11
more ...
less ...
Institution
All
National Bureau of Economic Research
5
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
Basel Committee on Banking Supervision
2
Pensions Institute
2
Universität Mannheim
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
Edward Elgar Publishing
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
HFDF <2, 1998, Zürich>
1
Instituto Valenciano de Investigaciones Económicas
1
International Center for Financial Asset Management and Engineering
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
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Technische Universität Chemnitz
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
Universität Kaiserslautern / Fachbereich Mathematik
1
Université de Lausanne / Institut de gestion bancaire et financière
1
Verlag Dr. Kovač
1
Verlag Wissenschaft & Praxis Dr. Brauner GmbH
1
Walter de Gruyter GmbH & Co. KG
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
192
Journal of banking & finance
96
European journal of operational research : EJOR
87
Risks : open access journal
75
Journal of risk
51
Discussion paper / Tinbergen Institute
42
Economic modelling
42
International journal of forecasting
41
Journal of empirical finance
40
Quantitative finance
38
Finance research letters
37
Applied economics
33
International review of financial analysis
32
Journal of econometrics
29
The journal of operational risk
29
International journal of theoretical and applied finance
28
Journal of risk and financial management : JRFM
28
Scandinavian actuarial journal
27
The journal of risk model validation
27
Research paper series / Swiss Finance Institute
26
SFB 649 discussion paper
26
Finance and stochastics
25
The European journal of finance
25
Computational economics
24
Journal of forecasting
24
Energy economics
23
Journal of economic dynamics & control
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Working papers
22
Astin bulletin : the journal of the International Actuarial Association
21
Journal of financial econometrics
21
Mathematics and financial economics
21
The North American journal of economics and finance : a journal of financial economics studies
21
The journal of credit risk : published quarterly by Incisive Media
21
Operations research letters
20
Journal of risk management in financial institutions
19
Mathematics of operations research
19
Operations research
18
SpringerLink / Bücher
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
more ...
less ...
Source
All
ECONIS (ZBW)
4,024
Showing
1
-
10
of
4,024
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
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
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:
6
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:
7
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:
8
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:
9
Capital requirement modeling for market and non-life premium risk in a dynamic insurance portfolio
Cotticelli, Stefano
;
Savelli, Nino
- In:
Annals of actuarial science : publ. by the Institute of …
18
(
2024
)
1
,
pp. 205-236
Persistent link: https://www.econbiz.de/10014519979
Saved in:
10
Forecasting VaR and ES by using deep quantile regression, GANs-based scenario generation, and heterogeneous market hypothesis
Wang, Jianzhou
;
Wang, Shuai
;
Lv, Mengzheng
;
Jiang, He
- In:
Financial innovation : FIN
10
(
2024
),
pp. 1-35
Value
at
risk
(VaR) and expected shortfall (ES) have emerged as standard measures for detecting the market risk of …
Persistent link: https://www.econbiz.de/10014530222
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...
//-->