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:"Value‐at‐Risk"
Narrow search

Narrow search

Year of publication
Subject
All
Risikomaß 8,300 Risk measure 8,273 Theorie 4,608 Theory 4,563 Portfolio-Management 3,169 Portfolio selection 3,151 Risikomanagement 2,955 Risk management 2,921 Risiko 2,875 Risk 2,874 Messung 1,363 Measurement 1,342 Statistische Verteilung 1,144 ARCH-Modell 1,143 Statistical distribution 1,136 ARCH model 1,133 Volatility 1,045 Schätzung 1,035 Volatilität 1,034 Estimation 1,019 Prognoseverfahren 922 Forecasting model 914 Bankrisiko 897 Bank risk 894 Kapitaleinkommen 851 Capital income 849 Kreditrisiko 838 Credit risk 820 Value-at-Risk 794 Schätztheorie 686 Estimation theory 682 Value at Risk 664 Basel Accord 597 Basler Akkord 583 Outliers 551 Ausreißer 548 Financial crisis 543 Finanzkrise 535 Multivariate Verteilung 513 Multivariate distribution 513
more ... less ...
Online availability
All
Free 3,827 Undetermined 3,063 CC license 214
Type of publication
All
Article 6,306 Book / Working Paper 3,969 Other 8 Journal 3
Type of publication (narrower categories)
All
Article in journal 4,959 Aufsatz in Zeitschrift 4,959 Working Paper 1,322 Graue Literatur 1,205 Non-commercial literature 1,205 Arbeitspapier 1,131 Aufsatz im Buch 426 Book section 426 Hochschulschrift 237 Thesis 202 Article 118 Collection of articles of several authors 55 Sammelwerk 55 research-article 40 Collection of articles written by one author 36 Sammlung 36 Dissertation u.a. Prüfungsschriften 28 Conference paper 27 Konferenzbeitrag 27 Aufsatzsammlung 24 Lehrbuch 22 Textbook 20 Bibliografie enthalten 15 Bibliography included 15 Case study 13 Fallstudie 13 Konferenzschrift 11 Handbook 9 Handbuch 9 Conference proceedings 6 review-article 6 Ratgeber 5 Systematic review 5 Übersichtsarbeit 5 Glossar enthalten 4 Glossary included 4 Amtsdruckschrift 3 Bibliografie 3 Conference Paper 3 Congress Report 3
more ... less ...
Language
All
English 8,632 Undetermined 1,081 German 483 Spanish 38 French 24 Portuguese 8 Czech 6 Polish 6 Italian 4 Romanian 3 Lithuanian 2 Croatian 1 Indonesian 1 Russian 1 Slovak 1 Slovenian 1 Turkish 1
more ... less ...
Author
All
McAleer, Michael 192 Härdle, Wolfgang 72 Allen, David E. 61 Wang, Ruodu 58 Chang, Chia-Lin 49 Daníelsson, Jón 44 Fabozzi, Frank J. 44 Vries, Casper G. de 43 Jiménez-Martín, Juan-Ángel 39 Lucas, André 36 Mittnik, Stefan 36 Pérez Amaral, Teodosio 36 Stoja, Evarist 35 Hammoudeh, Shawkat 34 Paolella, Marc S. 34 Righi, Marcelo Brutti 33 Dowd, Kevin 32 Powell, Robert 31 Vanduffel, Steven 30 Gerlach, Richard 29 Rosazza Gianin, Emanuela 28 Al Janabi, Mazin A. M. 27 Embrechts, Paul 27 Pérez-Amaral, Teodosio 27 Račev, Svetlozar T. 27 Schienle, Melanie 27 Caporin, Massimiliano 26 Hoogerheide, Lennart 26 Rüschendorf, Ludger 26 Albrecht, Peter 25 Ardia, David 25 Härdle, Wolfgang Karl 25 Cheung, Ka Chun 24 Dhaene, Jan 24 Giot, Pierre 24 Huschens, Stefan 24 Polanski, Arnold 24 Stoyanov, Stoyan V. 24 Wied, Dominik 24 Hautsch, Nikolaus 23
more ... less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 61 HAL 38 Tinbergen Instituut 26 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 23 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 21 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 20 EconWPA 17 Institut für Schweizerisches Bankwesen <Zürich> 17 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 16 Department of Economics and Finance, College of Business and Economics 16 Institute of Economic Research, Kyoto University 13 Erasmus University Rotterdam, Econometric Institute 12 Sonderforschungsbereich Ökonomisches Risiko <Berlin> 12 National Bureau of Economic Research 11 Tinbergen Institute 11 Business School, University of Sydney 10 Center for Financial Studies 10 London School of Economics (LSE) 9 National Centre of Competence in Research North South <Bern> 9 European Central Bank 8 Henley Business School, University of Reading 8 Université Paris-Dauphine (Paris IX) 8 C.E.P.R. Discussion Papers 7 Geary Institute, University College Dublin 7 Society for Computational Economics - SCE 7 Springer Fachmedien Wiesbaden 7 Basel Committee on Banking Supervision 6 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 6 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 6 Department of Econometrics and Business Statistics, Monash Business School 6 Deutsche Bundesbank 6 Frankfurt School of Finance and Management 6 Sveriges Riksbank 6 CESifo 5 Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig 5 Faculty of Economics, University of Cambridge 5 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 5 Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion 5 School of Business, Edith Cowan University 5 Suomen Pankki 5
more ... less ...
Published in...
All
Insurance / Mathematics & economics 254 Journal of banking & finance 183 European journal of operational research : EJOR 131 Journal of risk 125 Risks : open access journal 122 Finance research letters 110 International review of financial analysis 72 Economic modelling 69 The journal of risk model validation 67 Discussion paper / Tinbergen Institute 64 Energy economics 63 MPRA Paper 61 Quantitative finance 61 The journal of operational risk 60 International journal of theoretical and applied finance 56 Applied economics 55 International journal of forecasting 55 Journal of risk and financial management : JRFM 54 The North American journal of economics and finance : a journal of financial economics studies 54 Journal of empirical finance 52 Journal of forecasting 52 Journal of risk management in financial institutions 50 Journal of econometrics 47 Computational economics 44 Scandinavian actuarial journal 42 The European journal of finance 42 Insurance: Mathematics and Economics 39 International review of economics & finance : IREF 39 Research in international business and finance 39 Working paper 38 Finance and stochastics 37 Journal of financial econometrics : official journal of the Society for Financial Econometrics 37 Risks 37 Tinbergen Institute Discussion Papers 37 Management science : journal of the Institute for Operations Research and the Management Sciences 36 Research paper series / Swiss Finance Institute 36 Journal of economic dynamics & control 35 Journal of Risk and Financial Management 34 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 34 Operations research 34
more ... less ...
Source
All
ECONIS (ZBW) 8,386 RePEc 1,331 EconStor 320 USB Cologne (business full texts) 83 USB Cologne (EcoSocSci) 61 Other ZBW resources 54 BASE 51
more ... less ...
Showing 411 - 420 of 10,286
Cover Image
Operational risk assessment of third-party payment platforms : a case study of China
Yao, Yinhong; Li, Jianping - In: Financial innovation : FIN 8 (2022), pp. 1-20
operational risk. Second, the yearly Value at Risk and Expected Shortfall are 724.46 million yuan and 1081.98 million yuan under …
Persistent link: https://www.econbiz.de/10013169756
Saved in:
Cover Image
VaR as a mitigating risk tool in the maritime sector : an empirical approach on freight rates
Charalampos, Basdekis; Ioannis, Katsampoxakis; … - In: Quantitative finance and economics 6 (2022) 2, pp. 158-176
Persistent link: https://www.econbiz.de/10013498885
Saved in:
Cover Image
Dynamic importance allocated nested simulation for variable annuity risk measurement
Dang, Ou; Feng, Mingbin; Hardy, Mary Rosalyn - In: Annals of actuarial science : publ. by the Institute of … 16 (2022) 2, pp. 319-348
Persistent link: https://www.econbiz.de/10013342141
Saved in:
Cover Image
Realized quantiles
Dimitriadis, Timo; Halbleib, Roxana - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
Cover Image
What drives risk in China's soybean futures market? : evidence from a flexible GARCH-MIDAS model
Wang, Xinyu; Zhang, Lele; Cheng, Qiuying; Shi, Song; … - 2022
Modeling futures market risk simultaneously influenced by macro low-frequency information and daily risk factors is a valuable challenge. We propose a new general framework for it based on the flexible GARCH-MIDAS model. It uses a skewed t distribution to describe the asymmetry of long and short...
Persistent link: https://www.econbiz.de/10013176742
Saved in:
Cover Image
Worst-case analysis of Omega-VaR ratio optimization model
Sehgal, Ruchika; Sharma, Amita; Mansini, Renata - In: Omega : the international journal of management science 114 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10013441559
Saved in:
Cover Image
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi; Dionne, Georges - In: Journal of risk 25 (2023) 6, pp. 73-103
Persistent link: https://www.econbiz.de/10014546368
Saved in:
Cover Image
Value-at-risk models : a systematic review of the literature
Shayya, Reem; Sorrosal Forradellas, Maria Teresa; … - In: Journal of risk 25 (2023) 4, pp. 1-23
Persistent link: https://www.econbiz.de/10014314618
Saved in:
Cover Image
Assessing the difference between integrated quantiles and integrated cumulative distribution functions
Wei, Yunran; Zitikis, Ric̆ardas - In: Insurance / Mathematics & economics 111 (2023), pp. 163-172
Persistent link: https://www.econbiz.de/10014317143
Saved in:
Cover Image
Value-at-risk models : a systematic review of the literature
Shayya, Reem; Sorrosal Forradellas, Maria Teresa; … - In: Journal of risk : JOR 25 (2023) 4, pp. 1-23
Persistent link: https://www.econbiz.de/10014487101
Saved in:
  • First
  • Prev
  • 37
  • 38
  • 39
  • 40
  • 41
  • 42
  • 43
  • 44
  • 45
  • 46
  • 47
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...