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  • Search: subject:"conditional"
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Year of publication
Subject
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Öffentliche Sozialleistungen 14,774 Social security benefits 14,771 ARCH-Modell 11,520 ARCH model 11,498 Theorie 9,862 Theory 9,791 Risikomaß 8,282 Risk measure 8,280 Volatility 7,840 Volatilität 7,838 Schätzung 4,405 Estimation 4,384 Portfolio selection 3,812 Portfolio-Management 3,808 Risk 3,631 Risiko 3,618 USA 3,121 United States 3,074 Risikomanagement 3,052 Risk management 3,045 Kapitaleinkommen 2,939 Capital income 2,934 Zeitreihenanalyse 2,754 Prognoseverfahren 2,742 Time series analysis 2,739 Forecasting model 2,729 Börsenkurs 2,556 Share price 2,545 Wirkungsanalyse 2,395 Impact assessment 2,384 Schätztheorie 2,381 Estimation theory 2,370 Aktienmarkt 2,239 Stock market 2,238 Armutsbekämpfung 2,169 Poverty reduction 2,169 Welt 1,983 World 1,973 Sozialpolitik 1,963 Deutschland 1,956
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Online availability
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Free 15,751 Undetermined 10,060 CC license 947
Type of publication
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Article 21,174 Book / Working Paper 19,045 Journal 90 Other 38
Type of publication (narrower categories)
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Article in journal 17,698 Aufsatz in Zeitschrift 17,698 Graue Literatur 8,056 Non-commercial literature 8,056 Working Paper 7,454 Arbeitspapier 6,825 Aufsatz im Buch 1,638 Book section 1,638 Hochschulschrift 606 Thesis 478 Collection of articles of several authors 453 Sammelwerk 453 Amtsdruckschrift 417 Government document 417 Aufsatzsammlung 208 Konferenzschrift 166 Article 162 Collection of articles written by one author 124 Conference paper 124 Konferenzbeitrag 124 Sammlung 124 Bibliografie enthalten 119 Bibliography included 119 Conference proceedings 102 Statistik 95 Lehrbuch 77 Statistics 77 Textbook 72 research-article 72 Advisory report 66 Gutachten 66 Case study 47 Fallstudie 47 No longer published / No longer aquired 43 Bibliografie 31 Rezension 30 Systematic review 26 Übersichtsarbeit 26 Mehrbändiges Werk 24 Multi-volume publication 24
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Language
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English 35,010 Undetermined 2,533 German 1,997 French 198 Spanish 164 Portuguese 78 Polish 50 Russian 49 Italian 48 Swedish 47 Dutch 40 Danish 39 Hungarian 28 Norwegian 28 Croatian 20 Czech 12 Finnish 12 Bulgarian 8 Romanian 8 Slovenian 8 Slovak 6 Lithuanian 4 Ukrainian 3 Bosnian 2 Estonian 1 Ancient Greek (to 1453) 1 Hebrew 1 Indonesian 1 Japanese 1 Korean 1 Macedonian 1 Serbian 1 Turkish 1 Chinese 1
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Author
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McAleer, Michael 443 Chang, Chia-Lin 161 Caporin, Massimiliano 109 Gupta, Rangan 104 Teräsvirta, Timo 95 Moffitt, Robert A. 91 Allen, David E. 82 Hafner, Christian M. 82 Engle, Robert F. 81 Hoynes, Hilary W. 79 Bauwens, Luc 73 Härdle, Wolfgang 70 Caporale, Guglielmo Maria 69 Koopman, Siem Jan 63 Ravallion, Martin 63 Lucas, André 62 Fabozzi, Frank J. 55 Francq, Christian 55 Asai, Manabu 54 Bitler, Marianne 54 Hammoudeh, Shawkat 54 Wang, Ruodu 54 Peichl, Andreas 53 Bouri, Elie 52 Handa, Sudhanshu 52 Ma, Feng 52 Karanasos, Menelaos 51 Linton, Oliver 51 Rahbek, Anders 51 Özler, Berk 51 Rombouts, Jeroen V. K. 50 Blazsek, Szabolcs 48 Herwartz, Helmut 48 Creedy, John 47 Davis, Benjamin 47 Laurent, Sébastien 47 Mittnik, Stefan 47 Paolella, Marc S. 47 Banerjee, Abhijit V. 46 Bollerslev, Tim 46
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Institution
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National Bureau of Economic Research 462 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 151 Internationaler Währungsfonds 132 OECD 63 World Bank 61 International Monetary Fund (IMF) 46 HAL 36 Institute for the Study of Labor (IZA) 35 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 30 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 29 USA / General Accounting Office 29 Cowles Foundation for Research in Economics, Yale University 28 EconWPA 28 Tinbergen Instituut 26 C.E.P.R. Discussion Papers 25 International Monetary Fund / African Dept 23 Department of Economics and Finance, College of Business and Economics 22 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 21 Erasmus University Rotterdam, Econometric Institute 21 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 21 Inter-American Development Bank 19 CESifo 18 European Central Bank 18 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 17 Springer Fachmedien Wiesbaden 17 World Bank Group 17 Ekonomiska forskningsinstitutet <Stockholm> 16 Institute of Economic Research, Kyoto University 16 Maxwell Graduate School of Citizenship and Public Affairs 16 School of Economics and Management, University of Aarhus 16 USA / Committee on Ways and Means / Subcommittee on Human Resources 16 İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi 16 Centre for Decision Research and Experimental Economics (CeDEx), School of Economics 15 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 15 Instituto Valenciano de Investigaciones Económicas (IVIE) 14 International Food Policy Research Institute (IFPRI) 14 Agricultural and Applied Economics Association - AAEA 13 Department of Econometrics and Business Statistics, Monash Business School 13 Econometric Society 13 School of Economics and Political Science, Universität St. Gallen 13
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Published in...
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NBER working paper series 451 NBER Working Paper 345 Discussion paper series / IZA 339 Working paper / National Bureau of Economic Research, Inc. 336 Energy economics 335 Finance research letters 310 Journal of banking & finance 290 Journal of econometrics 276 Insurance / Mathematics & economics 270 Working paper 267 Applied economics 262 Economic modelling 261 International review of financial analysis 210 Discussion paper / Tinbergen Institute 199 Economics letters 192 IZA Discussion Paper 185 Journal of empirical finance 182 International review of economics & finance : IREF 179 Research in international business and finance 176 The North American journal of economics and finance : a journal of financial economics studies 172 Basic income studies : BIS ; an international journal on basic income research 170 European journal of operational research : EJOR 169 CESifo working papers 159 International journal of forecasting 158 Risks : open access journal 158 Journal of risk 147 MPRA Paper 147 Policy research working paper : WPS 145 Journal of forecasting 144 Journal of risk and financial management : JRFM 144 Journal of international financial markets, institutions & money 142 IMF country report 139 Applied economics letters 138 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 136 World development : the multi-disciplinary international journal devoted to the study and promotion of world development 134 The European journal of finance 120 Applied financial economics 119 World Bank E-Library Archive 107 Journal of financial econometrics : official journal of the Society for Financial Econometrics 105 Working paper / World Institute for Development Economics Research 105
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Source
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ECONIS (ZBW) 36,265 RePEc 3,072 EconStor 811 BASE 100 Other ZBW resources 90 USB Cologne (EcoSocSci) 9
Showing 31 - 40 of 40,347
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Volatility and models based on the extreme value theory for gold returns
Krężołek, Dominik; Piontek, Krzysztof - In: Statistics in transition : an international journal of … 25 (2024) 2, pp. 1-22
volatility and models based on the extreme value theory (EVT). ES forecasts were calculated for conditional APARCH models formed …
Persistent link: https://www.econbiz.de/10015125518
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Predicting tail risks by a Markov switching MGARCH model with varying copula regimes
Fülle, Markus J.; Herwartz, Helmut - In: Journal of forecasting 43 (2024) 6, pp. 2163-2186
Persistent link: https://www.econbiz.de/10015110378
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Forecasting tail risk of skewed financial returns having exponential-polynomial tails
Antwi, Albert; Gyamfi, Emmanuel Numapau; Adam, Anokye M. - In: Journal of forecasting 43 (2024) 7, pp. 2731-2748
Persistent link: https://www.econbiz.de/10015110551
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Forecasting realized volatility : does anything beat linear models?
Branco, Rafael R.; Rubesam, Alexandre; Zevallos, Mauricio - In: Journal of empirical finance 78 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10015101660
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Enhancing value-at-risk with credible expected risk models
Syuhada, Khreshna; Puspitasari, Rizka; Arnawa, I Kadek Darma - 2024
Accurate risk assessment is crucial for predicting potential financial losses. This paper introduces an innovative approach by employing expected risk models that utilize risk samples to capture comprehensive risk characteristics. The innovation lies in the integration of classical credibility...
Persistent link: https://www.econbiz.de/10015101805
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Dependent metaverse risk forecasts with heteroskedastic models and ensemble learning
Syuhada, Kreshna; Tjahjono, Venansius; Hakim, Arief - In: Risks : open access journal 11 (2023) 2, pp. 1-25
Metaverses have been evolving following the popularity of blockchain technology. They build their own cryptocurrencies for transactions inside their platforms. These new cryptocurrencies are, however, still highly speculative, volatile, and risky, motivating us to manage their risk. In this...
Persistent link: https://www.econbiz.de/10014234332
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Value at risk and expected shortfall estimation for Mexico's isthmus crude oil using long-memory GARCH-EVT combined approaches
Jesús Gutiérrez, Raúl <de>; Gutiérrez, Lidia E. Carvajal - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 4, pp. 467-480
Persistent link: https://www.econbiz.de/10014373513
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Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol; Dakos, Michael - In: Quantitative finance 23 (2023) 3, pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
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Formulating MCoVaR to quantify joint transmissions of systemic risk across crypto and non-crypto markets : a multivariate copula approach
Hakim, Arief; Syuhada, Khreshna - 2023
-called multivariate conditional value-at-risk (MCoVaR), which measures the tail risk of a targeted asset from each market conditional on a …-normal margins produced a MCoVaR forecast with superior conditional coverage and backtesting performances. Using a corresponding …
Persistent link: https://www.econbiz.de/10014234393
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Dynamic impact of foreign exchange trading volume on foreign exchange volatility
Kang, Jong Woo; Cabaero, Carlos - 2025
general autoregressive conditional heteroskedasticity model point to a significant impact of third-party foreign exchange …
Persistent link: https://www.econbiz.de/10015194391
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