//--> //--> //-->
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"
~person:"Bluteau, Keven"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Risikomaß
5
Risk measure
5
ARCH model
4
ARCH-Modell
4
GARCH
4
Forecasting model
3
MSGARCH
3
Prognoseverfahren
3
Schätztheorie
3
Risk management
2
Ankündigungseffekt
1
Announcement effect
1
Backtesting
1
Bayes-Statistik
1
Bayesian estimation
1
Bayesian inference
1
Bitcoin
1
Börsenkurs
1
Capital income
1
Electronic money
1
Elektronisches Geld
1
Estimation
1
Expected shortfall
1
Forecasting performance
1
HAC kernel
1
Kapitaleinkommen
1
Large-scale study
1
Markov chain
1
Markov chain Monte Carlo (MCMC)
1
Markov-Kette
1
Monte Carlo
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Numerical analysis
1
Numerisches Verfahren
1
Portfolio selection
1
Portfolio-Management
1
Risikomanagement
1
Schätzung
1
more ...
less ...
Online availability
All
Undetermined
2
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
3
Author
All
Bluteau, Keven
Ardia, David
9
Francq, Christian
8
Huschens, Stefan
8
Zakoïan, Jean-Michel
8
Daouia, Abdelaati
5
Gouriéroux, Christian
5
Hoogerheide, Lennart
5
Lönnbark, Carl
5
Pei, Pei
5
Stupfler, Gilles
5
Cai, Zongwu
4
Escanciano, Juan Carlos
4
Hoga, Yannick
4
Hoogerheide, Lennart F.
4
Hou, Yanxi
4
Härdle, Wolfgang
4
Höse, Steffi
4
Kondor, Imre
4
Kratz, Marie
4
Lucas, André
4
Manganelli, Simone
4
Peng, Liang
4
Taylor, James W.
4
Wang, Weining
4
Angelidis, Timotheos
3
Bormann, Carsten
3
Borowska, Agnieszka
3
Bräutigam, Marcel
3
Caccioli, Fabio
3
Ceretta, Paulo Sergio
3
De Luca, Giovanni
3
Dijk, Herman K. van
3
El Ghourabi, Mohamed
3
Gammoudi, Imed
3
Giacomini, Enzo
3
Gibson, Michael S.
3
Girard, Stéphane
3
Guillou, Armelle
3
Guillén, Montserrat
3
more ...
less ...
Published in...
All
Finance research letters
1
Journal of time series econometrics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Methods for Computing Numerical Standard Errors : Review and Application to
Value-at-Risk
Estimation
Ardia, David
-
2018
management where we assess the precision of the
Value–at–Risk
measure when the underlying risk model is estimated by simulation …
Persistent link: https://www.econbiz.de/10012936424
Saved in:
2
Regime changes in Bitcoin GARCH volatility dynamics
Ardia, David
;
Bluteau, Keven
;
Rüede, Maxime
- In:
Finance research letters
29
(
2019
),
pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
Saved in:
3
Methods for computing numerical standard errors : review and application to
value-at-risk
estimation
Ardia, David
;
Bluteau, Keven
;
Hoogerheide, Lennart
- In:
Journal of time series econometrics
10
(
2018
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011898020
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->