//--> //--> //-->
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
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
~isPartOf:"Annals of financial economics"
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:"Risk measure"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Risikomaß
9
Risk measure
9
Portfolio selection
6
Portfolio-Management
6
ARCH model
5
ARCH-Modell
5
Risiko
4
Risk
4
Statistical distribution
4
Statistische Verteilung
4
Theorie
4
Theory
4
Forecasting model
3
Estimation
2
GARCH
2
Risikomanagement
2
Risk management
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
risk management
2
value at risk
2
value-at-risk
2
Agrarpreis
1
Agricultural price
1
Ausreißer
1
Bitcoin
1
Capital income
1
Cornish-Fisher expansion
1
Electronic money
1
Elektronisches Geld
1
Estimation theory
1
Expected shortfall
1
Exponential weighted moving average
1
Financial crisis
1
Financial services
1
Finanzdienstleistung
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Brownlees, Christian
1
Cavaliere, Giuseppe
1
Gabrielsen, Alexandros
1
Kirchner, Axel
1
Liu, Zhuoshi
1
Monti, Alice
1
Paolella, Marc S.
1
Polak, Pawel
1
Zagaglia, Paolo
1
more ...
less ...
Published in...
All
Annals of financial economics
International journal of forecasting
45
Journal of forecasting
31
Finance research letters
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of banking & finance
14
Journal of empirical finance
14
Risks : open access journal
14
International review of financial analysis
13
Journal of financial econometrics
11
Journal of risk
11
The North American journal of economics and finance : a journal of financial economics studies
11
The journal of risk model validation
11
Quantitative finance
10
Applied economics
9
Energy economics
9
Computational economics
8
Journal of risk and financial management : JRFM
8
Applied economics letters
7
Economic modelling
7
Journal of economic dynamics & control
7
The European journal of finance
7
European journal of operational research : EJOR
6
Journal of econometrics
6
Journal of risk management in financial institutions
6
International review of economics & finance : IREF
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of commodity markets
4
Pacific-Basin finance journal
4
Research in international business and finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Econometrics : open access journal
3
Economies : open access journal
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Insurance / Mathematics & economics
3
International journal of finance & economics : IJFE
3
Journal of applied econometrics
3
Journal of risk : JOR
3
Journal of risk finance : the convergence of financial products and insurance
3
Review of financial economics : RFE
3
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Density and risk prediction with non-Gaussian COMFORT models
Paolella, Marc S.
;
Polak, Pawel
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014442390
Saved in:
2
Evaluating the accuracy of tail risk forecasts for systemic risk measurement
Brownlees, Christian
;
Cavaliere, Giuseppe
;
Monti, Alice
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011931111
Saved in:
3
Forecasting value-at-risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework
Gabrielsen, Alexandros
;
Kirchner, Axel
;
Liu, Zhuoshi
; …
- In:
Annals of financial economics
10
(
2015
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011382540
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->