//--> //--> //--> //-->
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
~isPartOf:"Applied 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
Market risk calculation for pr...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,849
Theory
1,849
Estimation
411
Schätzung
411
Portfolio selection
250
Portfolio-Management
250
USA
180
United States
177
Risiko
138
Capital income
137
Kapitaleinkommen
137
Risk
137
Welt
137
World
137
Time series analysis
123
Zeitreihenanalyse
123
Börsenkurs
112
Share price
112
Volatility
112
Volatilität
112
Großbritannien
109
United Kingdom
104
Forecasting model
100
Prognoseverfahren
100
Risikomanagement
83
Risk management
83
Economic growth
82
Wirtschaftswachstum
82
Anlageverhalten
72
Behavioural finance
72
Exchange rate
71
Wechselkurs
71
Aktienmarkt
69
Stock market
69
Cointegration
65
Geldpolitik
65
Kointegration
65
Monetary policy
65
Inflation
64
CAPM
62
more ...
less ...
Online availability
All
Undetermined
841
Free
36
Type of publication
All
Article
2,082
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
2,029
Aufsatz in Zeitschrift
2,029
Aufsatz im Buch
6
Book section
6
Conference paper
4
Konferenzbeitrag
4
Collection of articles of several authors
3
Sammelwerk
3
more ...
less ...
Language
All
English
2,085
Author
All
Moosa, Imad A.
12
Sengupta, Jati K.
9
Taylor, Mark P.
9
Fabozzi, Frank J.
8
Gil-Alaña, Luis A.
8
Gupta, Rangan
8
Tiwari, Aviral Kumar
8
Afonso, Oscar
7
Blazsek, Szabolcs
7
Brent, Robert J.
6
Clements, Kenneth W.
6
Hammoudeh, Shawkat
6
Lin, Jyh-horng
6
Ramiah, Vikash
6
Yoon, Seong-min
6
Bahmani-Oskooee, Mohsen
5
Dalamagas, Basil A.
5
Goodwin, Barry K.
5
Li, Daye
5
Mixon, Franklin G.
5
Roca, Eduardo
5
Turner, Paul
5
Zaremba, Adam
5
Bairam, Erkin İbrahim
4
Bonaparte, Yosef
4
Cebula, Richard J.
4
Cette, Gilbert
4
Chung, Chanjin
4
Franses, Philip Hans
4
Grobys, Klaus
4
Gubareva, Mariya
4
Hatemi-J, Abdulnasser
4
Hernandez, Jose Arreola
4
Irwin, Scott H.
4
Kolari, James W.
4
Leybourne, Stephen James
4
Peel, David
4
Ranjbar, Omid
4
Serletis, Apostolos
4
Shahzad, Syed Jawad Hussain
4
more ...
less ...
Published in...
All
Applied economics
NBER working paper series
8,478
NBER Working Paper
7,782
Working paper / National Bureau of Economic Research, Inc.
7,152
European journal of operational research : EJOR
6,314
Economics letters
5,671
Discussion paper / Centre for Economic Policy Research
4,703
CESifo working papers
4,162
Working paper
3,315
Journal of economic theory
2,902
International journal of production research
2,739
The American economic review
2,629
Journal of economic dynamics & control
2,622
Discussion paper / Tinbergen Institute
2,618
Computers & operations research : and their applications to problems of world concern ; an international journal
2,610
Discussion paper series / IZA
2,607
Journal of economic behavior & organization : JEBO
2,408
SpringerLink / Bücher
2,259
Europäische Hochschulschriften / 5
2,257
The economic journal : the journal of the Royal Economic Society
2,189
Discussion paper
2,137
CESifo Working Paper
2,129
Journal of banking & finance
2,119
European economic review : EER
2,103
Economic modelling
2,096
Discussion papers / CEPR
1,977
Management science : journal of the Institute for Operations Research and the Management Sciences
1,941
IZA Discussion Paper
1,905
Journal of public economics
1,882
CESifo Working Paper Series
1,853
Games and economic behavior
1,850
International journal of production economics
1,842
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,785
Journal of econometrics
1,766
Finance research letters
1,761
Discussion paper / Center for Economic Research, Tilburg University
1,728
IMF working papers
1,592
Journal of monetary economics
1,571
Applied economics letters
1,565
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,536
more ...
less ...
Source
All
ECONIS (ZBW)
2,085
Showing
1
-
10
of
2,085
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Backtesting Basel III : evaluating the market risk of past crises through the current regulation
Zeuli, Marcelo
;
Silva, André Luiz Carvalhal da
- In:
Applied economics
50
(
2018
)
59
,
pp. 6382-6396
Persistent link: https://www.econbiz.de/10012063432
Saved in:
2
Optimal hedge ratio under a subjective re-weighting of the original measure
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1271-1280
Persistent link: https://www.econbiz.de/10011433130
Saved in:
3
CVaR-LASSO Enhanced Index Replication (CLEIR) : outperforming by minimizing downside risk
Gendreau, Brian C.
;
Jin, Yong
;
Nimalendran, Mahendrarajah
; …
- In:
Applied economics
51
(
2019
)
52
,
pp. 5637-5651
Persistent link: https://www.econbiz.de/10012197263
Saved in:
4
The impact of liquidity on portfolio value-at-risk forecasts
Hung, Jui-Cheng
;
Su, Jung-Bin
;
Chang, Matthew C.
;
Wang, …
- In:
Applied economics
52
(
2020
)
3
,
pp. 242-259
Persistent link: https://www.econbiz.de/10012197387
Saved in:
5
Value-at-risk and expected shortfall in cryptocurrencies' portfolio : a vine copula–based approach
Trucíos, Carlos
;
Tiwari, Aviral Kumar
;
Alqahtani, Faisal
- In:
Applied economics
52
(
2020
)
24
,
pp. 2580-2593
Persistent link: https://www.econbiz.de/10012210957
Saved in:
6
Flexible modelling of multivariate risks in pricing margin protection insurance : modelling portfolio risks with mixtures of mixtures
Moosavian, Seyyed Ali Zeytoon Nejad
;
Goodwin, Barry K.
- In:
Applied economics
53
(
2021
)
4
,
pp. 411-440
Persistent link: https://www.econbiz.de/10012416054
Saved in:
7
Measuring quantile risk hedging effectiveness : a GO-GARCH-EVT-copula approach
Karnakar, Madhusudan
;
Sharma, Udayan
- In:
Applied economics
52
(
2020
)
48
,
pp. 5244-5262
Persistent link: https://www.econbiz.de/10012307213
Saved in:
8
Typology for flight-to-quality episodes and downside risk measurement
Gubareva, Mariya
;
Borges, Maria Rosa
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 835-853
Persistent link: https://www.econbiz.de/10011432728
Saved in:
9
Is hedging successful at reducing financial risk exposure?
Jorge, Maria João
;
Augusto, Mário Gomes
- In:
Applied economics
48
(
2016
)
37/39
,
pp. 3695-3713
Persistent link: https://www.econbiz.de/10011621161
Saved in:
10
Global financial crisis and dependence risk analysis of sector portfolios : a vine copula approach
Hernandez, Jose Arreola
;
Hammoudeh, Shawkat
;
Nguyen, …
- In:
Applied economics
49
(
2017
)
25
,
pp. 2409-2427
Persistent link: https://www.econbiz.de/10011819424
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->