//--> //--> //-->
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:"The journal of risk model validation"
~subject:"Ausreißer"
~person:"Belkacem, Lotfi"
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:"VaR (Value at Risk)"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Ausreißer
Heteroscedasticity
1
Heteroskedastizität
1
Multivariate Verteilung
1
Multivariate distribution
1
Outliers
1
Risikomaß
1
Risk measure
1
Statistical distribution
1
Statistische Verteilung
1
Theorie
1
Theory
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Belkacem, Lotfi
Choi, Sun-Yong
1
El Ghourabi, Mohamed
1
Gammoudi, Imed
1
Gonpot, Preethee Nunkoo
1
Graham, Alasdair
1
Pál, János
1
Wing, Jean Paul Chung
1
more ...
less ...
Published in...
All
The journal of risk model validation
Energy economics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Value-at-risk bounds for multivariate heavy tailed distribution : an application to the Glosten-Jagannathan-Runkle generalized autoregressive conditional heteroscedasticity model
Gammoudi, Imed
;
El Ghourabi, Mohamed
;
Belkacem, Lotfi
- In:
The journal of risk model validation
10
(
2016
)
3
,
pp. 49-68
Persistent link: https://www.econbiz.de/10011587684
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->