Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"conditional value at risk"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Risikomaß
8,281
Risk measure
8,280
Theorie
4,536
Theory
4,536
Portfolio selection
3,138
Portfolio-Management
3,133
Risikomanagement
2,880
Risiko
2,863
Risk
2,861
Risk management
2,854
Messung
1,356
Measurement
1,342
Statistical distribution
1,138
Statistische Verteilung
1,138
ARCH model
1,129
ARCH-Modell
1,129
Estimation
1,009
Schätzung
1,008
Volatilität
1,004
Volatility
1,002
Forecasting model
906
Prognoseverfahren
906
Bank risk
881
Bankrisiko
881
Capital income
844
Kapitaleinkommen
844
Credit risk
801
Kreditrisiko
799
Estimation theory
678
Schätztheorie
678
Basel Accord
570
Basler Akkord
570
Outliers
552
Ausreißer
549
Financial crisis
529
Finanzkrise
529
Multivariate Verteilung
513
Multivariate distribution
513
VAR model
487
VAR-Modell
487
more ...
less ...
Online availability
All
Free
2,761
Undetermined
2,597
CC license
215
Type of publication
All
Article
5,533
Book / Working Paper
2,922
Journal
2
Type of publication (narrower categories)
All
Article in journal
4,918
Aufsatz in Zeitschrift
4,918
Graue Literatur
1,182
Non-commercial literature
1,182
Working Paper
1,118
Arbeitspapier
1,115
Aufsatz im Buch
426
Book section
426
Hochschulschrift
218
Thesis
163
Collection of articles of several authors
52
Sammelwerk
52
Collection of articles written by one author
36
Sammlung
36
Conference paper
27
Konferenzbeitrag
27
Lehrbuch
22
Article
21
Aufsatzsammlung
21
Textbook
20
Case study
13
Fallstudie
13
Konferenzschrift
10
Bibliografie enthalten
9
Bibliography included
9
Handbook
9
Handbuch
9
Conference proceedings
5
Ratgeber
5
Systematic review
5
Übersichtsarbeit
5
Glossar enthalten
4
Glossary included
4
Amtsdruckschrift
3
Bibliografie
3
Congress Report
3
Forschungsbericht
3
Government document
3
research-article
3
Festschrift
2
more ...
less ...
Language
All
English
7,921
German
373
Undetermined
117
Spanish
21
French
16
Polish
6
Italian
4
Portuguese
2
Czech
1
Croatian
1
more ...
less ...
Author
All
McAleer, Michael
96
Härdle, Wolfgang
53
Wang, Ruodu
52
Allen, David E.
45
Fabozzi, Frank J.
41
Pérez Amaral, Teodosio
36
Righi, Marcelo Brutti
32
Vries, Casper G. de
32
Daníelsson, Jón
31
Powell, Robert
31
Vanduffel, Steven
30
Stoja, Evarist
29
Rosazza Gianin, Emanuela
28
Račev, Svetlozar T.
27
Al Janabi, Mazin A. M.
26
Dowd, Kevin
26
Lucas, André
26
Chang, Chia-Lin
24
Stoyanov, Stoyan V.
24
Hammoudeh, Shawkat
23
Paolella, Marc S.
23
Brandtner, Mario
22
Embrechts, Paul
22
Jiménez-Martín, Juan-Ángel
22
Rüschendorf, Ludger
22
Caporin, Massimiliano
21
Cheung, Ka Chun
21
Dhaene, Jan
21
Tsanakas, Andreas
21
Uryasev, Stan
21
Boonen, Tim J.
20
Chen Zhou
20
Giot, Pierre
20
Huschens, Stefan
20
Weiß, Gregor
20
Wied, Dominik
20
Albrecht, Peter
19
Bernard, Carole
19
Dionne, Georges
19
Munari, Cosimo-Andrea
19
more ...
less ...
Institution
All
National Bureau of Economic Research
11
Springer Fachmedien Wiesbaden
7
Basel Committee on Banking Supervision
6
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
6
European Central Bank
5
School of Business, Edith Cowan University
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
University of Canterbury / Dept. of Economics and Finance
4
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
3
Friedrich-Schiller-Universität Jena
3
Pensions Institute
3
Springer-Verlag GmbH
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Universität Mannheim
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Erasmus University Rotterdam, Econometric Institute
2
Federal Reserve Bank of San Francisco
2
Geary Institute, University College Dublin
2
Gottfried Wilhelm Leibniz Universität Hannover
2
HFDF <2, 1998, Zürich>
2
International Center for Financial Asset Management and Engineering
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Universität Konstanz
2
Verlag Dr. Kovač
2
Agricultural and Applied Economics Association - AAEA
1
Australian Agricultural and Resource Economics Society - AARES
1
Banco Central do Brasil
1
Bank für Internationalen Zahlungsausgleich
1
Bank-Verlag GmbH
1
Bergische Universität Wuppertal
1
Berliner Wissenschafts-Verlag
1
Books on Demand GmbH <Norderstedt>
1
Boston College / Department of Economics
1
Center for Economic Research <Tilburg>
1
Christian-Albrechts-Universität zu Kiel
1
Columbia University / Graduate School of Business
1
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
1
Department of Economics and Finance, College of Business and Economics
1
Department of Economics, Iowa State University
1
Department of Economics, Tufts University
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
252
Journal of banking & finance
183
European journal of operational research : EJOR
132
Journal of risk
125
Risks : open access journal
123
Finance research letters
112
International review of financial analysis
72
Economic modelling
68
The journal of risk model validation
67
Energy economics
63
Discussion paper / Tinbergen Institute
62
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
53
Journal of empirical finance
52
Journal of forecasting
50
Journal of risk management in financial institutions
50
Journal of econometrics
47
Computational economics
44
The European journal of finance
42
Scandinavian actuarial journal
41
International review of economics & finance : IREF
39
Research in international business and finance
39
Finance and stochastics
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
Working paper
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 business & economic statistics : JBES ; a publication of the American Statistical Association
34
Operations research
34
Applied economics letters
33
Operations research letters
33
SFB 649 discussion paper
33
Econometric Institute research papers
31
Mathematics and financial economics
31
more ...
less ...
Source
All
ECONIS (ZBW)
8,294
RePEc
126
EconStor
26
BASE
7
Other ZBW resources
4
Showing
651
-
660
of
8,457
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
651
Semi-nonparametric estimation of operational risk capital with extreme loss events
Chen, Heng Z.
;
Cosslett, Stephen R.
- In:
The journal of operational risk
19
(
2024
)
1
,
pp. 51-86
Persistent link: https://www.econbiz.de/10014490229
Saved in:
652
The Piggy Bank Index : an intuitive risk measure to assess liquidity and capital adequacy in banks
González, Oliver
;
Keddad, Benjamin
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490272
Saved in:
653
A simulation-based method for estimating systemic risk measures
Ye, Wuyi
;
Zhou, Yi
;
Chen, Pengzhan
;
Wu, Bin
- In:
European journal of operational research : EJOR
313
(
2024
)
1
,
pp. 312-324
Persistent link: https://www.econbiz.de/10014456563
Saved in:
654
Forecasting VaR and ES using the joint regression combined forecasting model in the Chinese stock market
Lu, Xunfa
;
Sheng, Kang
;
Zhang, Zhengjun
-
2024
Persistent link: https://www.econbiz.de/10015386539
Saved in:
655
The power of news data in forecasting tail risk : evidence from China
Ma, Yong
;
Yan, Lu
;
Pan, Dongtao
-
2024
Persistent link: https://www.econbiz.de/10015142108
Saved in:
656
A framework for measures of risk under uncertainty
Fadina, Tolulope
;
Liu, Yang
;
Wang, Ruodu
- In:
Finance and stochastics
28
(
2024
)
2
,
pp. 363-390
Persistent link: https://www.econbiz.de/10015130325
Saved in:
657
Optimization of asset allocation and liquidation time in investment decisions with var as a risk measure
Xu, Chunhui
;
Ye, Yinyu
- In:
Computational economics
64
(
2024
)
1
,
pp. 551-577
Persistent link: https://www.econbiz.de/10015078045
Saved in:
658
Monte Carlo estimation of CoVaR
Huang, Weihuan
;
Lin, Nifei
;
Hong, L. Jeff
- In:
Operations research
72
(
2024
)
6
,
pp. 2337-2357
Persistent link: https://www.econbiz.de/10015371407
Saved in:
659
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
660
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
First
Prev
61
62
63
64
65
66
67
68
69
70
71
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
