//--> //--> //--> //-->
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
~isPartOf:"Econometric Institute research papers"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
29
Risk measure
29
Basel Accord
15
Basler Akkord
15
Portfolio selection
13
Portfolio-Management
13
Forecasting model
11
Prognoseverfahren
11
Volatility
11
Volatilität
11
ARCH model
8
ARCH-Modell
8
Welt
8
World
8
Financial crisis
7
Finanzkrise
7
Capital income
6
Estimation
6
Kapitaleinkommen
6
Schätzung
6
Risikomanagement
4
Risk management
4
Spillover effect
4
Spillover-Effekt
4
Statistical distribution
4
Statistische Verteilung
4
Theorie
4
Theory
4
USA
4
United States
4
Bank risk
3
Bankrisiko
3
Market risk
3
Marktrisiko
3
Spot market
3
Spotmarkt
3
1995-2009
2
1997-2008
2
2008-2009
2
2008-2010
2
more ...
less ...
Online availability
All
Free
30
Type of publication
All
Book / Working Paper
30
Type of publication (narrower categories)
All
Arbeitspapier
30
Graue Literatur
30
Non-commercial literature
30
Working Paper
30
Language
All
English
30
Author
All
McAleer, Michael
27
Pérez Amaral, Teodosio
11
Chang, Chia-Lin
9
Jiménez-Martín, Juan-Ángel
9
Allen, David E.
4
Asai, Manabu
2
Bi̇rbi̇l, Ş. İlker
2
Caporin, Massimiliano
2
Frenk, Johannes G.
2
Hammoudeh, Shawkat
2
Jimenez-Martin, Juan-Angel
2
Kaynar, Bahar
2
Maasoumi, Esfandiar
2
Powell, Robert
2
Singh, Abhay Kumar
2
Tansuchat, Roengchai
2
Casarin, Roberto
1
Chan, Felix
1
Chen, Cathy W. S.
1
Da Veiga, Bernardo
1
Duc Hong Vo
1
Gerlach, Richard
1
Hakim, Abdul
1
Hwang, Bruce B. K.
1
Knapp, Sabine
1
Liu, Tengdong
1
Malik, Farooq
1
Medeiros, Marcelo C.
1
Ngoc Phu Tran
1
Noyan, Nilay
1
Santos, Paulo Araújo
1
Tam Nguyen-Thanh Duong
1
more ...
less ...
Published in...
All
Econometric Institute research papers
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
88
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
Journal of economic dynamics & control
32
Scandinavian actuarial journal
32
Working papers
32
Applied economics letters
31
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Risk analysis of energy in Vietnam
Duc Hong Vo
;
Ngoc Phu Tran
;
Tam Nguyen-Thanh Duong
; …
-
2019
Persistent link: https://www.econbiz.de/10011986947
Saved in:
2
Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432732
Saved in:
3
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
4
A stochastic dominance approach to the Basel III dilemma : expected shortfall or VaR?
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011346199
Saved in:
5
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10010354388
Saved in:
6
Has the Basel Accord improved risk management during the Global Financial Crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
-
Revised: October 2012
Persistent link: https://www.econbiz.de/10010360666
Saved in:
7
Has the Basel accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
Persistent link: https://www.econbiz.de/10010360674
Saved in:
8
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009744769
Saved in:
9
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009781946
Saved in:
10
Forecasting
value-at-risk
using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619566
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->