//--> //--> //-->
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
person:"Caporin, Massimiliano"
~subject:"Stochastischer Prozess"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Risikomaß
21
Risk measure
21
Volatility
13
Volatilität
13
Estimation
10
Schätzung
10
Theorie
10
Theory
10
Forecasting model
8
Prognoseverfahren
8
ARCH model
7
ARCH-Modell
7
Spillover effect
6
Spillover-Effekt
6
Business network
5
Portfolio selection
5
Portfolio-Management
5
Risikomanagement
5
Risk management
5
Unternehmensnetzwerk
5
Capital income
4
Kapitaleinkommen
4
Risiko
4
Risk
4
Statistical distribution
4
Statistische Verteilung
4
Stochastic process
4
Systemic risk
4
Systemrisiko
4
USA
4
United States
4
2000-2010
3
Financial sector
3
Finanzsektor
3
Measurement
3
Messung
3
Modellierung
3
Scientific modelling
3
financial spillover
3
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Book / Working Paper
3
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
4
Author
All
Caporin, Massimiliano
Pichler, Alois
7
Fabozzi, Frank J.
6
Račev, Svetlozar T.
5
Asai, Manabu
4
McAleer, Michael
4
Shapiro, Alexander
4
Stoyanov, Stoyan V.
4
Abbara, Omar
3
Alem, Douglas
3
Barro, Diana
3
Baum, Christopher F.
3
Canestrelli, Elio
3
Chen, Liyuan
3
Lucas, André
3
Mozumder, Sharif
3
Uryasev, Stan
3
Zerilli, Paola
3
Zevallos, Mauricio
3
Çavuş, Özlem
3
Ahmed, Shabbir
2
Audet, Charles
2
Babazadeh, Reza
2
Ballotta, Laura
2
Bask, Mikael
2
Bi, Junna
2
Bianchi, Michele Leonardo
2
Bigeon, Jean
2
Bihary, Zsolt
2
Choudhry, Taufiq
2
Consiglio, Andrea
2
Couderc, Romain
2
Cousin, Areski
2
Delage, Erick
2
Dempsey, Michael
2
Dhaene, Jan
2
Di Bernardino, Elena
2
Ehrenmann, Andreas
2
Embrechts, Paul
2
Espinoza, Daniel
2
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Discussion paper / Tinbergen Institute
1
Econometric Institute research papers
1
International review of economics & finance : IREF
1
Working paper
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009767006
Saved in:
2
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:
3
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:
4
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/10009562985
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->