//--> //--> //-->
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
~language:"por"
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_exact:"Expected shortfall"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Backtesting
2
Expected shortfall
2
Risikomaß
2
Risk measure
2
Aktienindex
1
Ausreißer
1
Brasilien
1
Brazil
1
Conditional coverage
1
Elicitability
1
Empirical power
1
Expected Shortfall
1
Financial crisis
1
Financial market
1
Finanzkrise
1
Finanzmarkt
1
Outliers
1
Stock index
1
Testability
1
Value-at-risk
1
long-memory
1
multiple steps ahead forecast
1
value-at-risk
1
volatility forecast
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Article
4
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
Portuguese
English
7,184
German
375
Undetermined
126
Spanish
21
French
17
Polish
5
Italian
4
Czech
1
Croatian
1
Russian
1
Slovenian
1
Turkish
1
more ...
less ...
Author
All
Bortoluzzo, Adriana Bruscato
1
Candido, Osvaldo
1
Cardoso, Nilton
1
Caritá, Fernando
1
Castro, Leonardo Nascimento
1
Chiann, Chang
1
De-Losso, Rodrigo
1
Klotzle, Marcelo Cabus
1
Lincovil, Jaime Enrique
1
Moraes, Alex Sandro Monteiro de
1
Morita, Rubens Hossamu
1
Pinto, Antônio Carlos Figueiredo
1
Pires, Ricardo Antônio
1
Rosal, João Mauricio
1
more ...
less ...
Published in...
All
Revista Brasileira de Finanças : RBFin
3
Economia aplicada : EA
1
Insper working paper / Insper, Instituto de Ensino e Pesquisa
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testes para avaliação das previsões do value-at-risk e expected shortfall
Lincovil, Jaime Enrique
;
Chiann, Chang
- In:
Revista Brasileira de Finanças : RBFin
17
(
2019
)
4
,
pp. 56-76
Persistent link: https://www.econbiz.de/10012221533
Saved in:
2
Backtesting para o expected shortfall do trading book : uma avaliação das metodologias
Castro, Leonardo Nascimento
;
Candido, Osvaldo
- In:
Revista Brasileira de Finanças : RBFin
16
(
2018
)
1
,
pp. 123-155
Persistent link: https://www.econbiz.de/10012122619
Saved in:
3
Teoria dos valores extremos adequa-se ao Ibovespa na crise de 2008?
Caritá, Fernando
;
Cardoso, Nilton
;
Rosal, João Mauricio
; …
-
2015
Persistent link: https://www.econbiz.de/10011344619
Saved in:
4
Previsão de value-at-risk e expected shortfall para mercados emergentes usando modelos FIGARCH
Moraes, Alex Sandro Monteiro de
;
Pinto, Antônio Carlos …
- In:
Revista Brasileira de Finanças : RBFin
13
(
2015
)
3
,
pp. 394-437
Persistent link: https://www.econbiz.de/10011585622
Saved in:
5
Controlando o pânico
Morita, Rubens Hossamu
;
De-Losso, Rodrigo
;
Pires, …
- In:
Economia aplicada : EA
12
(
2008
)
1
,
pp. 29-54
Persistent link: https://www.econbiz.de/10003744832
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->