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Search: subject:"Value at Risk"
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Risikomaß
7,371
Risk measure
7,345
Theorie
3,585
Theory
3,540
Portfolio-Management
2,684
Portfolio selection
2,666
Risikomanagement
2,251
Risk management
2,214
Risk
2,050
Risiko
2,048
Messung
1,160
Measurement
1,139
Statistische Verteilung
1,106
Statistical distribution
1,098
Schätzung
1,090
Estimation
1,074
ARCH-Modell
1,010
ARCH model
1,000
Volatility
960
Volatilität
952
Prognoseverfahren
885
Forecasting model
877
Value-at-Risk
764
Kapitaleinkommen
760
Capital income
758
Value at Risk
658
Kreditrisiko
633
Credit risk
615
Bankrisiko
556
Bank risk
553
Basel Accord
512
Basler Akkord
498
Outliers
487
Ausreißer
485
Schätztheorie
483
Estimation theory
479
Financial crisis
466
Finanzkrise
460
Multivariate Verteilung
450
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450
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3,401
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8
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McAleer, Michael
193
Allen, David E.
59
Härdle, Wolfgang
58
Chang, Chia-Lin
51
Wang, Ruodu
49
Stoja, Evarist
43
Daníelsson, Jón
41
Hammoudeh, Shawkat
40
Jiménez-Martín, Juan-Ángel
39
Vries, Casper G. de
38
Fabozzi, Frank J.
37
Mittnik, Stefan
35
Dowd, Kevin
33
Polanski, Arnold
33
Pérez Amaral, Teodosio
32
Paolella, Marc S.
31
Gerlach, Richard
28
Powell, Robert
28
Embrechts, Paul
27
Lucas, André
27
Pérez-Amaral, Teodosio
27
Vanduffel, Steven
27
Caporin, Massimiliano
26
Härdle, Wolfgang Karl
25
Rüschendorf, Ludger
25
Schienle, Melanie
25
Albrecht, Peter
24
Giot, Pierre
24
Hoogerheide, Lennart
24
Huschens, Stefan
24
Righi, Marcelo Brutti
24
Rosazza Gianin, Emanuela
24
Schaumburg, Julia
24
Ardia, David
23
Dhaene, Jan
23
Hautsch, Nikolaus
23
Brandtner, Mario
22
Kratz, Marie
22
Račev, Svetlozar T.
22
Stoyanov, Stoyan V.
22
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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
National Bureau of Economic Research
13
Erasmus University Rotterdam, Econometric Institute
12
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
12
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
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
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
5
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Published in...
All
Insurance / Mathematics & economics
219
Journal of banking & finance
181
Journal of risk
121
European journal of operational research : EJOR
113
Risks : open access journal
106
Finance research letters
91
Energy economics
71
Economic modelling
70
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
68
Discussion paper / Tinbergen Institute
64
MPRA Paper
61
The journal of risk model validation
60
International journal of forecasting
55
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
Quantitative finance
51
Journal of risk management in financial institutions
47
International journal of theoretical and applied finance
46
The journal of operational risk
45
Journal of forecasting
43
Journal of econometrics
42
Computational economics
39
Insurance: Mathematics and Economics
39
International review of economics & finance : IREF
37
Risks
37
The European journal of finance
37
Tinbergen Institute Discussion Papers
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
Journal of Risk and Financial Management
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Tinbergen Institute Discussion Paper
34
Journal of international financial markets, institutions & money
33
Scandinavian actuarial journal
33
Journal of economic dynamics & control
32
Working papers
32
Applied economics letters
31
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Source
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ECONIS (ZBW)
7,476
RePEc
1,331
EconStor
310
USB Cologne (business full texts)
83
USB Cologne (EcoSocSci)
61
BASE
50
Other ZBW resources
3
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6311
On convex risk measures on Lp-spaces
Kaina, M.
;
Rüschendorf, Ludger
- In:
Mathematical methods of operations research
69
(
2009
)
3
,
pp. 475-495
Persistent link: https://www.econbiz.de/10003858273
Saved in:
6312
Assessing
value
at
risk
with CARE, the Conditional Autoregressive Expectile models
Kuan, Chung-ming
;
Yeh, Jin-huei
;
Hsu, Yu-Chin
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 261-270
Persistent link: https://www.econbiz.de/10003858604
Saved in:
6313
Granger causality in risk and detection of extreme risk spillover between financial markets
Hong, Yongmiao
;
Liu, Yanhui
;
Wang, Shouyang
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 271-287
Persistent link: https://www.econbiz.de/10003858904
Saved in:
6314
Investitionsentscheidungen : Risiko-Chancen-Analyse mit
Value
at
Risk
Grob, Heinz Lothar
;
Hermans, Jan
- In:
Das Wirtschaftsstudium : wisu ; Zeitschrift für …
38
(
2009
)
5
,
pp. 693-700
Persistent link: https://www.econbiz.de/10003837515
Saved in:
6315
Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem
;
Schleicher, Christoph
;
Zaffaroni, Paolo
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 280-305
Persistent link: https://www.econbiz.de/10003839329
Saved in:
6316
Value
at
risk
with time varying variance, skewness and kurtosis : the NIG-ACD model
Wilhelmsson, Anders
- In:
The econometrics journal
12
(
2009
)
1
,
pp. 82-104
Persistent link: https://www.econbiz.de/10003841973
Saved in:
6317
The dynamics of the volatility skew : a Kalman filter approach
Bedendo, Mascia
;
Hodges, Stewart D.
- In:
Journal of banking & finance
33
(
2009
)
6
,
pp. 1156-1165
Persistent link: https://www.econbiz.de/10003842010
Saved in:
6318
On conditional
value-at-risk
based goal programming portfolio selection procedure
Kaminski, Bogumil
;
Czupryna, Marcin
;
Szapiro, Tomasz
- In:
Multiobjective programming and goal programming : …
,
(pp. 243-252)
.
2009
Persistent link: https://www.econbiz.de/10003842762
Saved in:
6319
Kohärente Risikomessung versus individuelle Akzeptanzmengen : Anmerkungen zum impliziten Risikoverständnis des "Conditional
Value-at-Risk
"
Kürsten, Wolfgang
;
Brandtner, Mario
- In:
Schmalenbachs Zeitschrift für betriebswirtschaftliche …
61
(
2009
)
4
,
pp. 358-381
Persistent link: https://www.econbiz.de/10003844609
Saved in:
6320
Measure of financial risk using conditional extreme value copulas with EVT margins
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Journal of risk
11
(
2008/09
)
4
,
pp. 51-85
Persistent link: https://www.econbiz.de/10003881605
Saved in:
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