//--> //--> //-->
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:"Estimation theory"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~source:"econis"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Risikomaß
11
Risk measure
11
Portfolio selection
5
Portfolio-Management
5
Schätztheorie
5
Theorie
4
Theory
4
ARCH model
3
ARCH-Modell
3
Credit risk
3
Kreditrisiko
3
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Measurement
2
Messung
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Risikomanagement
2
Risk management
2
Asset/Liability Management
1
Bank liquidity
1
Bank regulation
1
Bankenliquidität
1
Bankenregulierung
1
Basel Accord
1
Basler Akkord
1
Betriebliche Liquidität
1
Bias
1
Core
1
Corporate liquidity
1
Credit portfolio model
1
Forecasting model
1
Fourier Transform
1
Funding Liquidity Risk
1
Granularity adjustment
1
Liquidity
1
Liquidity Shortage
1
Liquidität
1
Prognoseverfahren
1
more ...
less ...
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Amtsdruckschrift
2
Government document
2
Language
All
English
5
Author
All
Gouriéroux, Christian
3
Francq, Christian
2
Zakoïan, Jean-Michel
2
Horváth, Lajos
1
Jasiak, Joann
1
Liu, Wei
1
Robert, Christian Yann
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
Insurance / Mathematics & economics
24
Journal of risk
21
Journal of econometrics
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
The journal of risk model validation
9
Finance research letters
8
Journal of banking & finance
8
Discussion paper / Tinbergen Institute
7
Journal of financial econometrics
7
Computational economics
6
Dresdner Beiträge zu quantitativen Verfahren
6
European journal of operational research : EJOR
6
Risks : open access journal
6
SFB 649 discussion paper
6
International journal of forecasting
5
International journal of theoretical and applied finance
5
Journal of forecasting
5
Quantitative finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of operational risk
5
Working papers series in theoretical and applied economics
5
Finance and economics discussion series
4
International journal of monetary economics and finance
4
Journal of mathematical finance
4
Journal of risk and financial management : JRFM
4
Working papers / TSE : WP
4
Econometrics : open access journal
3
Journal of empirical finance
3
Operations research
3
Scandinavian actuarial journal
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The econometrics journal
3
Working papers
3
Applied economics
2
CAEPR working papers
2
Econometric reviews
2
Economic research
2
Economics letters
2
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Multi-level conditional VaR estimation in dynamic models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2014
Persistent link: https://www.econbiz.de/10010390368
Saved in:
2
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
3
Sensitivity analysis of distortion risk measures
Gouriéroux, Christian
;
Liu, Wei
-
2006
Persistent link: https://www.econbiz.de/10003468643
Saved in:
4
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
5
Local likelihood density estimation and
value
at
risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->