Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Backtesting"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Backtesting
191
Risikomaß
186
Risk measure
186
backtesting
148
Theorie
130
Theory
129
Risk management
104
Risikomanagement
101
Forecasting model
93
Prognoseverfahren
93
ARCH-Modell
88
ARCH model
86
Portfolio selection
79
Portfolio-Management
79
Statistical test
76
Statistischer Test
76
Schätzung
74
Value-at-Risk
73
Estimation
72
Risiko
55
Risk
55
Volatility
54
Volatilität
49
Statistical distribution
45
Statistische Verteilung
45
GARCH
39
Bank risk
37
Bankrisiko
37
Value at Risk
37
Zeitreihenanalyse
33
Basel Accord
32
Time series analysis
32
Value-at-risk
31
Expected shortfall
30
VAR model
30
VAR-Modell
30
Basler Akkord
29
Estimation theory
29
Schätztheorie
29
expected shortfall
29
more ...
less ...
Online availability
All
Free
201
Undetermined
165
CC license
19
Type of publication
All
Article
293
Book / Working Paper
122
Other
1
Type of publication (narrower categories)
All
Article in journal
206
Aufsatz in Zeitschrift
206
Working Paper
51
Arbeitspapier
34
Graue Literatur
32
Non-commercial literature
32
Article
22
research-article
7
Thesis
5
Hochschulschrift
3
Conference paper
2
Konferenzbeitrag
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
302
Undetermined
91
German
9
Spanish
5
Portuguese
3
French
2
Czech
1
Romanian
1
Slovenian
1
Turkish
1
more ...
less ...
Author
All
Mora-Valencia, Andrés
11
Dionne, Georges
9
Hassani, Samir Saissi
9
Perote, Javier
9
Gerlach, Richard
7
Hurlin, Christophe
7
Stahl, Gerhard
7
Chen, Qian
6
Wied, Dominik
6
Ziggel, Daniel
6
Coppens, François
5
Cremers, Heinz
5
Escanciano, Juan Carlos
5
León Valle, Ángel Manuel
5
McAleer, Michael
5
McNeil, Alexander J.
5
Stehle, Richard
5
Tokpavi, Sessi
5
Berens, Tobias
4
Berkowitz, Jeremy
4
Christoffersen, Peter
4
Colletaz, Gilbert
4
HURLIN, Christophe
4
Jaschke, Stefan
4
Jiménez, Inés
4
Murphy, David
4
Pelletier, Denis
4
Račev, Svetlozar T.
4
Segnon, Mawuli
4
TOKPAVI, Sessi
4
Winkler, Gerhard
4
Ñíguez, Trino-Manuel
4
Alonso, Julio César
3
Angelidis, Timotheos
3
Ardia, David
3
Barendse, Sander
3
Beleraj, Antonela
3
Benos, Alexandros
3
Bianchi, Michele Leonardo
3
Bontemps, Christian
3
more ...
less ...
Institution
All
HAL
5
Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
UNIVERSIDAD ICESI
3
Banco de la Republica de Colombia
2
Business School, University of Sydney
2
Center for Applied Economics and Policy Research (CAEPR), Department of Economics
2
Center for Financial Studies
2
Departamento de Estadistica, Universidad Carlos III de Madrid
2
Frankfurt School of Finance and Management
2
BANCO DE LA REPÚBLICA
1
Bank of England
1
Departamento de Economía, Universidad Carlos III de Madrid
1
Department of Economics and Finance, College of Business and Economics
1
Department of Economics, City University
1
Department of Economics, Fakulteit Ekonomiese en Bestuurswetenskappe
1
Department of Economics, Poole College of Management
1
Department of Economics, University of Peloponnese
1
Econometric Society
1
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
Erasmus University Rotterdam, Econometric Institute
1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Federal Reserve Board (Board of Governors of the Federal Reserve System)
1
Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)
1
Institut ekonomických studií, Univerzita Karlova v Praze
1
Institut für Empirische Wirtschaftsforschung, Fachbereich Wirtschaftswissenschaften
1
Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center
1
Institute of Economic Research, Kyoto University
1
Institutionen för Nationalekonomi, Umeå Universitet
1
London School of Economics (LSE)
1
National Centre for Econometric Research (NCER)
1
Nationale Bank van België/Banque national de Belqique (BNB)
1
Nationalekonomiska Institutionen, Ekonomihögskolan
1
School of Economics and Management, University of Aarhus
1
School of Economics and Political Science, Universität St. Gallen
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
more ...
less ...
Published in...
All
The journal of risk model validation
12
Journal of banking & finance
10
Risks : open access journal
10
Finance research letters
8
International journal of forecasting
8
Computational economics
7
Journal of risk
7
Risks
7
Journal of forecasting
6
Quantitative finance
6
Working papers
6
Journal of financial econometrics
5
Applied economics
4
Energy economics
4
Frankfurt School - Working Paper Series
4
International Journal of Monetary Economics and Finance
4
Journal of Banking & Finance
4
Journal of Risk and Financial Management
4
Journal of mathematical finance
4
Journal of risk and financial management : JRFM
4
MPRA Paper
4
The European journal of finance
4
Working Papers / HAL
4
Working Papers / Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion
4
Applied Econometrics
3
CIRRELT
3
Computational Statistics & Data Analysis
3
Economic modelling
3
Economics letters
3
Financial innovation : FIN
3
International Journal of Forecasting
3
International Journal of Theoretical and Applied Finance (IJTAF)
3
Journal of empirical finance
3
Revista Brasileira de Finanças : RBFin
3
Applied economics letters
2
BORRADORES DE ECONOMÍA Y FINANZAS
2
Borradores de Economia
2
Business and Economics Research Journal
2
CFS Working Paper Series
2
Caepr Working Papers
2
more ...
less ...
Source
All
ECONIS (ZBW)
247
RePEc
119
EconStor
39
Other ZBW resources
7
BASE
4
Showing
31
-
40
of
416
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
Anticipating extreme losses using score-driven shape filters
Ayala, Astrid
;
Blazsek, Szabolcs
;
Escribano, Álvaro
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 449-484
Persistent link: https://www.econbiz.de/10014372905
Saved in:
32
A first look back: model performance under Solvency II
Korn, Ralf
;
Stahl, Gerhard
- In:
European Actuarial Journal
14
(
2023
)
1
,
pp. 307-315
We consider an empirical
backtesting
for the Solvency Capital Required (SCR) under Solvency II. Based on empirical …
Persistent link: https://www.econbiz.de/10015271542
Saved in:
33
A first look back: model performance under Solvency II
Korn, Ralf
;
Stahl, Gerhard
- In:
European Actuarial Journal
14
(
2023
)
1
,
pp. 307-315
We consider an empirical
backtesting
for the Solvency Capital Required (SCR) under Solvency II. Based on empirical …
Persistent link: https://www.econbiz.de/10015406294
Saved in:
34
Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014234014
Saved in:
35
Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014232280
Saved in:
36
Overcoming issues with time-scaling value-at-risk
Maga, Anastasia
;
Dryver, Arthur Lance
- In:
The journal of risk model validation
19
(
2025
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10015459752
Saved in:
37
Enhancing trading strategies : a multi-indicator analysis for profitable algorithmic trading
Narongsak Sukma
;
Chakkrit Snae Namahoot
- In:
Computational economics
65
(
2025
)
6
,
pp. 3807-3840
Persistent link: https://www.econbiz.de/10015590432
Saved in:
38
Concentrated liquidity in Ethereum blockchain's digital asset trading : insights from innovative
back-testing
algorithms
Luo, Kai
;
Jin, Nanlin
;
Ma, Jieming
- In:
Computational economics
66
(
2025
)
5
,
pp. 3607-3635
Persistent link: https://www.econbiz.de/10015591269
Saved in:
39
Multivariate risk analysis in cryptocurrency market : an optimal transport approach
Franco, João Pedro M.
;
Laurini, Márcio Poletti
- In:
Computational economics
66
(
2025
)
6
,
pp. 5257-5298
Persistent link: https://www.econbiz.de/10015591480
Saved in:
40
Back-testing
credit risk parameters on low default portfolios : a simple Bayesian transfer learning approach with an application to sovereign risk‖
Caprioli, Sergio
;
Cavallari, Raphael
;
Foschi, Jacopo
; …
- In:
Quantitative finance
25
(
2025
)
3
,
pp. 491-508
Persistent link: https://www.econbiz.de/10015534110
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
FAQ-Assistent (beta)
×
Loading...
