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~subject:"Prognoseverfahren"
~subject:"Schätzung"
~isPartOf:"International review of economics & finance : IREF"
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Prognoseverfahren
Schätzung
Risikomaß
35
Risk measure
35
Portfolio selection
15
Portfolio-Management
15
Risiko
14
Risikomanagement
14
Risk
14
Risk management
14
Volatility
13
Volatilität
13
ARCH model
11
ARCH-Modell
11
Financial crisis
11
Finanzkrise
11
Theorie
11
Theory
11
Estimation
9
Capital income
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Kapitaleinkommen
8
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8
Systemic risk
7
Welt
7
World
7
Measurement
6
Messung
6
Systemrisiko
6
Forecasting model
5
Spillover effect
5
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5
Value-at-Risk
5
Aktienmarkt
4
Börsenkurs
4
Multivariate Verteilung
4
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4
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English
13
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McAleer, Michael
2
Alexeev, Vitali
1
Asai, Manabu
1
Bouaddi, Mohammed
1
Byström, Hans N. E.
1
Caporin, Massimiliano
1
Chan, Jennifer So-Kuen
1
Chen, Guojin
1
Chen, Yi-Hsuan
1
Cheng, Nick Ying-pin
1
Chiang, Shu-mei
1
Chávez-Bedoya, Luis
1
D'Addona, Stefano
1
Feng, Jiabao
1
Han, Liyan
1
Jimenez-Martin, Juan-Angel
1
Khanom, Najrin
1
Kok Haur Ng
1
Larocque, Denis
1
Liu, Hung-Chun
1
Liu, Yanzhen
1
Normandin, Michel
1
Pérez Amaral, Teodosio
1
Ragell, Rachel
1
Rosales, Francisco
1
Tu, Anthony H.
1
Ubukata, Masato
1
Urga, Giovanni
1
Yao, Wenying
1
Yin, Libo
1
Zhang, Yu
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International review of economics & finance : IREF
International journal of forecasting
48
Journal of banking & finance
33
Finance research letters
32
Journal of forecasting
32
Journal of risk
30
The North American journal of economics and finance : a journal of financial economics studies
26
Discussion paper / Tinbergen Institute
24
International review of financial analysis
24
Applied economics
23
Risks : open access journal
23
Journal of empirical finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
The journal of risk model validation
21
Energy economics
20
Economic modelling
19
Journal of econometrics
18
Journal of financial econometrics
17
Quantitative finance
17
Working papers
16
Journal of risk and financial management : JRFM
15
Econometric Institute research papers
14
Insurance / Mathematics & economics
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Research in international business and finance
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Computational economics
11
Journal of economic dynamics & control
11
Working paper
11
CFS working paper series
10
Pacific-Basin finance journal
10
Applied economics letters
9
SFB 649 discussion paper
9
The European journal of finance
9
Journal of risk management in financial institutions
8
CESifo working papers
7
Economics letters
7
European journal of operational research : EJOR
7
Journal of international financial markets, institutions & money
7
Journal of mathematical finance
7
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1
Orthogonal portfolios to assess estimation risk
Chávez-Bedoya, Luis
;
Rosales, Francisco
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 906-937
Persistent link: https://www.econbiz.de/10013342794
Saved in:
2
Estimating tail-risk using semiparametric conditional variance with an application to meme stocks
D'Addona, Stefano
;
Khanom, Najrin
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 241-260
Persistent link: https://www.econbiz.de/10013543110
Saved in:
3
Systemic risk measures and distribution forecasting of macroeconomic shocks
Chen, Guojin
;
Liu, Yanzhen
;
Zhang, Yu
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 178-196
Persistent link: https://www.econbiz.de/10012692464
Saved in:
4
Systemic risk in international stock markets : role of the oil market
Yin, Libo
;
Feng, Jiabao
;
Han, Liyan
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 592-619
Persistent link: https://www.econbiz.de/10012627999
Saved in:
5
Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions
Chan, Jennifer So-Kuen
;
Kok Haur Ng
;
Ragell, Rachel
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 188-212
Persistent link: https://www.econbiz.de/10012205409
Saved in:
6
Asymmetric jump beta estimation with implications for portfolio risk management
Alexeev, Vitali
;
Urga, Giovanni
;
Yao, Wenying
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 20-40
Persistent link: https://www.econbiz.de/10012205461
Saved in:
7
Dynamic hedging performance and downside risk : evidence from Nikkei index futures
Ubukata, Masato
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 270-281
Persistent link: https://www.econbiz.de/10012034262
Saved in:
8
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
9
Equity premia and state-dependent risks
Bouaddi, Mohammed
;
Larocque, Denis
;
Normandin, Michel
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 393-409
Persistent link: https://www.econbiz.de/10011572388
Saved in:
10
Estimating hedged portfolio value-at-risk using the conditional copula : an illustration of model risk
Chen, Yi-Hsuan
;
Tu, Anthony H.
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 514-528
Persistent link: https://www.econbiz.de/10009740775
Saved in:
11
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
Saved in:
12
Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures
Liu, Hung-Chun
;
Chiang, Shu-mei
;
Cheng, Nick Ying-pin
- In:
International review of economics & finance : IREF
22
(
2012
)
1
,
pp. 78-91
Persistent link: https://www.econbiz.de/10009618705
Saved in:
13
Extreme value theory and extremely large electricity price changes
Byström, Hans N. E.
- In:
International review of economics & finance : IREF
14
(
2005
)
1
,
pp. 41-55
Persistent link: https://www.econbiz.de/10002468030
Saved in:
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