//--> //--> //-->
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:"Deutschland"
~isPartOf:"Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society"
~subject:"Theorie"
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
Deutschland
Theorie
Risikomaß
4
Risk measure
4
Theory
4
Portfolio selection
2
Portfolio-Management
2
Statistical distribution
2
Statistische Verteilung
2
Aktienindex
1
Estimation
1
Germany
1
Hungary
1
Kontrollkarte
1
Modellierung
1
Risikomanagement
1
Risk management
1
Schätzung
1
Scientific modelling
1
Sequential test
1
Sequentialtest
1
Statistical quality control
1
Statistische Qualitätskontrolle
1
Stock index
1
Time series analysis
1
Ungarn
1
Zeitreihenanalyse
1
more ...
less ...
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Hlávka, Zdeněk
1
Hyung, Namwon
1
Härdle, Wolfgang
1
Mihailescu, Laurent̜iu
1
Mittnik, Stefan
1
Rachev{{}}, Svetlozar
1
Schwartz, Eduardo S.
1
Stahl, Gerhard
1
Vries, Casper G. de
1
more ...
less ...
Published in...
All
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
Insurance / Mathematics & economics
173
European journal of operational research : EJOR
85
Journal of banking & finance
83
Risks : open access journal
70
Journal of risk
42
Economic modelling
36
Quantitative finance
35
Journal of empirical finance
34
Finance research letters
31
Discussion paper / Tinbergen Institute
30
International journal of forecasting
30
International review of financial analysis
28
International journal of theoretical and applied finance
27
Finance and stochastics
25
Journal of risk and financial management : JRFM
25
Scandinavian actuarial journal
25
SFB 649 discussion paper
24
Applied economics
23
The European journal of finance
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Research paper series / Swiss Finance Institute
22
Computational economics
21
Journal of econometrics
21
Mathematics and financial economics
21
The journal of credit risk : published quarterly by Incisive Media
21
The journal of risk model validation
21
Operations research letters
20
Astin bulletin : the journal of the International Actuarial Association
19
Journal of economic dynamics & control
19
Mathematics of operations research
19
SpringerLink / Bücher
19
Journal of forecasting
18
Operations research
18
The journal of operational risk
17
Energy economics
15
Journal of risk management in financial institutions
15
Working papers
15
Applied economics letters
14
Dresdner Beiträge zu quantitativen Verfahren
14
Journal of financial econometrics
14
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On the appropriateness of inappropriate VaR models
Härdle, Wolfgang
;
Hlávka, Zdeněk
;
Stahl, Gerhard
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
90
(
2006
)
2
,
pp. 273-297
Persistent link: https://www.econbiz.de/10003328297
Saved in:
2
A sequential method for the evaluation of the VaR model based on the run between exceedances
Mihailescu, Laurent̜iu
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
88
(
2004
)
1
,
pp. 51-72
Persistent link: https://www.econbiz.de/10001967136
Saved in:
3
Value-at-risk and asset allocation with stable return distributions
Mittnik, Stefan
;
Rachev{{}}, Svetlozar
;
Schwartz, Eduardo S.
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
1
,
pp. 53-67
Persistent link: https://www.econbiz.de/10001650467
Saved in:
4
Portfolio diversification effects and regular variation in financial data
Hyung, Namwon
;
Vries, Casper G. de
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
1
,
pp. 69-82
Persistent link: https://www.econbiz.de/10001650469
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->