EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Normal VAR"
Narrow search

Narrow search

Year of publication
Subject
All
Schock 2 Shock 2 VAR model 2 VAR-Modell 2 ARCH model 1 ARCH-Modell 1 Backtesting 1 Bootstrap approach 1 Bootstrap-Verfahren 1 Bootstrapping 1 DSGE model 1 DSGE modeling 1 DSGE-Modell 1 Delta-GLD ES 1 Delta-GLD-VaR 1 Delta-MGLD 1 Dynamic equilibrium 1 Dynamisches Gleichgewicht 1 Estimation 1 Forecasting model 1 GARCH (1,1) VaR 1 Hedge Funds Risk 1 Historical VaR 1 Kupiec's Test 1 Modellierung 1 Normal VAR 1 Prognoseverfahren 1 Risikomaß 1 Risk measure 1 RiskMetrics Delta-Normal VaR 1 Schätzung 1 Scientific modelling 1 Simulation 1 Statistical test 1 Statistischer Test 1 Student’s t VAR 1 Theorie 1 Theory 1 Time series analysis 1 Value at Risk 1
more ... less ...
Online availability
All
CC license 1 Free 1
Type of publication
All
Article 2 Book / Working Paper 1
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2
Language
All
English 2 Undetermined 1
Author
All
Agnihotri, Shalini 1 Bedi, Prateek 1 Jules, SADEFO KAMDEM 1 Kalra, Jappanjyot Kaur 1 Poudyal, Niraj 1 Shankar, Devesh 1 Spanos, Aris 1
more ... less ...
Institution
All
EconWPA 1
Published in...
All
Business analyst : a refereed journal of Shri Ram College of Commerce 1 Econometrics : open access journal 1 Risk and Insurance 1
Source
All
ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
Cover Image
Model validation and DSGE modeling
Poudyal, Niraj; Spanos, Aris - In: Econometrics : open access journal 10 (2022) 2, pp. 1-25
The primary objective of this paper is to revisit DSGE models with a view to bringing out their key weaknesses, including statistical misspecification, non-identification of deep parameters, substantive inadequacy, weak forecasting performance, and potentially misleading policy analysis. It is...
Persistent link: https://www.econbiz.de/10013355187
Saved in:
Cover Image
Backtesting VaR models : the case of commodities
Shankar, Devesh; Bedi, Prateek; Agnihotri, Shalini; … - In: Business analyst : a refereed journal of Shri Ram … 38 (2017) 1, pp. 36-57
Persistent link: https://www.econbiz.de/10012212962
Saved in:
Cover Image
VaR and ES for Linear Portfolios with mixture of Generalized Laplace Distributed Risk Factors
Jules, SADEFO KAMDEM - EconWPA - 2004
Persistent link: https://www.econbiz.de/10005561057
Saved in:
A service of the
zbw
FAQ-Assistent (beta)
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...