//--> //--> //--> //-->
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
~isPartOf:"Working papers"
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:"Risikomaß"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
32
Risk measure
32
ARCH model
15
ARCH-Modell
15
Theorie
15
Theory
15
Risk management
12
Portfolio selection
11
Portfolio-Management
11
Risikomanagement
11
Estimation
10
Schätzung
10
Statistical distribution
10
Statistische Verteilung
10
Forecasting model
7
Prognoseverfahren
7
Risk
7
Value at Risk
7
Volatility
7
Volatilität
7
Risiko
6
Basel Accord
5
Basler Akkord
5
GARCH
5
risk management
5
VAR model
4
VAR-Modell
4
Bank risk
3
Bankrisiko
3
Business network
3
CVaR
3
Capital income
3
Estimation theory
3
Expected Shortfall
3
Kapitaleinkommen
3
Regulation
3
Schätztheorie
3
Spillover effect
3
Spillover-Effekt
3
Time series analysis
3
more ...
less ...
Online availability
All
Free
30
Type of publication
All
Book / Working Paper
32
Type of publication (narrower categories)
All
Arbeitspapier
32
Working Paper
32
Graue Literatur
31
Non-commercial literature
31
Language
All
English
31
French
1
Author
All
Chlebus, Marcin
9
Billio, Monica
5
Frattarolo, Lorenzo
4
Hassani, Samir Saissi
4
Buczyński, Mateusz
3
Caporin, Massimiliano
3
Dionne, Georges
3
Pelizzon, Loriana
3
Barro, Diana
2
Benavides, Guillermo
2
Canestrelli, Elio
2
Corradin, Fausto
2
Guégan, Dominique
2
Hassani, Bertrand
2
Sartore, Domenico
2
Afonso, António
1
Barziy, Illya
1
Buczyńsk, Mateusz
1
Casarin, Roberto
1
Cipollini, Fabrizio
1
Gallo, Giampiero M.
1
Gomes, Pedro
1
Hasse, Jean-Baptiste
1
Kielak, Karol
1
Korobilis, Dimitris
1
Lanza, Fabio
1
Li, Kehan
1
Lis, Szymon
1
Palandri, Alessandro
1
Parpinel, Francesca
1
Pizzi, Claudio
1
Schiffers, Aleksander
1
Schröder, Maximilian
1
Taamouti, Abderrahim
1
Woźniak, Michał
1
Ślepaczuk, Robert
1
more ...
less ...
Institution
All
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Published in...
All
Working papers
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
123
Finance research letters
115
European journal of operational research : EJOR
114
Risks : open access journal
108
Energy economics
74
International review of financial analysis
74
Economic modelling
71
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Quantitative finance
57
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
Journal of risk management in financial institutions
47
The journal of operational risk
47
International journal of theoretical and applied finance
46
Journal of forecasting
42
Journal of econometrics
41
Computational economics
40
International review of economics & finance : IREF
40
The European journal of finance
38
Research in international business and finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Working paper
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Scandinavian actuarial journal
31
Finance and stochastics
30
Econometric Institute research papers
29
Pacific-Basin finance journal
29
Journal of financial econometrics
28
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
Saved in:
3
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
Saved in:
4
Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2022
Persistent link: https://www.econbiz.de/10013273453
Saved in:
5
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012886096
Saved in:
6
The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
7
GARCHNet - Value-at-Risk forecasting with novel approach to GARCH models based on neural networks
Buczyński, Mateusz
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795155
Saved in:
8
HCR & HCR-GARCH - novel statistical learning models for value at risk estimation
Woźniak, Michał
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795164
Saved in:
9
Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts
Lis, Szymon
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795166
Saved in:
10
The new international regulation of market risk : roles of VaR and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012423037
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->