Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Institute of Finance and Accounting <London>"
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
Estimation risk for the VaR of...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
22
Theory
22
Portfolio selection
20
Portfolio-Management
20
Estimation
16
Schätzung
16
USA
10
United States
10
Volatility
6
Volatilität
6
Anlageverhalten
5
Behavioural finance
5
CAPM
5
Hedging
4
Incomplete market
4
Unvollkommener Markt
4
Derivat
3
Derivative
3
Großbritannien
3
Investment Fund
3
Investmentfonds
3
Risiko
3
Risikoprämie
3
Risk
3
Risk premium
3
United Kingdom
3
Agency theory
2
Auction
2
Auktion
2
Behavioral economics
2
Bond market
2
Capital income
2
Corporate Governance
2
Corporate governance
2
Dual listing
2
EU countries
2
EU-Staaten
2
Eigentümerstruktur
2
Einkommenshypothese
2
Financial analysis
2
more ...
less ...
Online availability
All
Free
40
Type of publication
All
Book / Working Paper
41
Type of publication (narrower categories)
All
Arbeitspapier
41
Working Paper
41
Graue Literatur
38
Non-commercial literature
38
Language
All
English
41
Author
All
Uppal, Raman
8
Gomes, Francisco J.
6
Cocco, João F.
4
Goldreich, David
4
Naik, Narayan Y.
4
Johnson, Timothy C.
3
Maenhout, Pascal J.
3
Acharya, Viral V.
2
Agarwal, Vikas
2
Başak, Suleyman
2
Buraschi, Andrea
2
Campbell, John Y.
2
Cornelli, Francesca
2
Michaelides, Alexander G.
2
Schaefer, Stephen M.
2
Sercu, Piet
2
Wang, Tan
2
Yadav, Pradeep
2
Bhamra, Harjoat S.
1
Bhamra, Harjoat Singh
1
Bharath, Sreedhar T.
1
Boyle, Phelim P.
1
Brealey, Richard A.
1
Brown, Roger H.
1
Carpenter, Jennifer N.
1
Das, Sanjiv R.
1
Dimson, Elroy
1
Hanke, Bernd
1
Jackwerth, Jens Carsten
1
Jiltsov, Alexei
1
Kaplanis, E.
1
Keloharju, Matti
1
Kogan, Leonid
1
Makarov, Igor
1
Malloy, Christopher
1
Nagel, Stefan
1
Nath, Purnendu
1
Nyborg, Kjell G.
1
Pelizzon, Loriana
1
Quigley, Garrett
1
more ...
less ...
Institution
All
Institute of Finance and Accounting <London>
National Bureau of Economic Research
4,245
Forschungsinstitut zur Zukunft der Arbeit
360
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
345
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
307
Ekonomiska forskningsinstitutet <Stockholm>
165
OECD
157
Springer Fachmedien Wiesbaden
114
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
111
International Monetary Fund (IMF)
109
HAL
108
Tilburg University, Center for Economic Research
103
European Commission / Joint Research Centre
100
Institut für Schweizerisches Bankwesen <Zürich>
89
Zentrum für Europäische Wirtschaftsforschung
86
European University Institute / Department of Economics
85
C.E.P.R. Discussion Papers
81
European Central Bank
72
Center for Economic Research <Tilburg>
70
EconWPA
69
International Monetary Fund
68
Federal Reserve Bank of St. Louis
56
William Davidson Institute <Ann Arbor, Mich.>
55
World Bank
55
Internationaler Währungsfonds / Research Department
54
Université Paris-Dauphine (Paris IX)
53
Centre for Analytical Finance <Århus>
52
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
46
Society for Computational Economics - SCE
46
Deutsches Institut für Wirtschaftsforschung
44
Federal Reserve Bank of San Francisco
44
Organisation for Economic Co-operation and Development
44
Econometrisch Instituut <Rotterdam>
42
Verlag Dr. Kovač
42
National Centre of Competence in Research North South <Bern>
38
Umeå universitet
38
Agricultural and Applied Economics Association - AAEA
37
European Commission / Directorate-General for Economic and Financial Affairs
37
Federal Reserve System / Division of Research and Statistics
37
Birkbeck College / Department of Economics
36
more ...
less ...
Published in...
All
IFA working paper
41
Source
All
ECONIS (ZBW)
41
Showing
1
-
10
of
41
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Return dynamics when persistence is unobservable
Johnson, Timothy C.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700337
Saved in:
2
Volatility
, momentum, and time-varying skewness in foreign exchange returns
Johnson, Timothy C.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700601
Saved in:
3
The price of a smile : hedging and spanning in option markets
Buraschi, Andrea
(
contributor
); …
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700533
Saved in:
4
Exchange rate
volatility
and international trade : a general equilibrium analysis
Sercu, Piet
(
contributor
);
Uppal, Raman
(
contributor
)
-
1998
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777045
Saved in:
5
Forecast dispersion and the cross-section of expected returns
Johnson, Timothy C.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001778923
Saved in:
6
Exploiting short-run predictability
Gomes, Francisco J.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001996442
Saved in:
7
Do bank risk management and regulatory policy reduce risk in banking?
Pelizzon, Loriana
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001765978
Saved in:
8
Systemic risk and international portfolio choice
Das, Sanjiv R.
(
contributor
);
Uppal, Raman
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700273
Saved in:
9
Model misspecification and under-diversification
Uppal, Raman
(
contributor
);
Wang, Tan
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700283
Saved in:
10
Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy
Acharya, Viral V.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700287
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
