//--> //--> //--> //-->
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:"Computational 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
Bayesian operational risk mode...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
44
Risk measure
44
Theorie
29
Theory
29
Portfolio selection
23
Portfolio-Management
23
Risiko
19
Risk
19
Risikomanagement
17
Risk management
17
ARCH model
10
ARCH-Modell
10
Estimation
9
Expected shortfall
8
Forecasting model
8
Measurement
8
Messung
8
Prognoseverfahren
8
Schätzung
8
Statistical distribution
8
Statistische Verteilung
8
Time series analysis
8
Zeitreihenanalyse
8
Estimation theory
7
Multivariate Verteilung
7
Multivariate distribution
7
Schätztheorie
7
Value at risk
7
Value-at-risk
7
Volatility
7
Volatilität
7
Capital income
5
Kapitaleinkommen
5
VAR model
5
VAR-Modell
5
Aktienmarkt
4
Ausreißer
4
Bank risk
4
Bankrisiko
4
Börsenkurs
4
more ...
less ...
Online availability
All
Undetermined
36
Free
2
Type of publication
All
Article
44
Type of publication (narrower categories)
All
Article in journal
44
Aufsatz in Zeitschrift
44
Language
All
English
44
Author
All
Nadarajah, Saralees
3
Afuecheta, Emmanuel
2
Chan, Stephen
2
Chen, Cathy W. S.
2
Müller, Fernanda Maria
2
Righi, Marcelo Brutti
2
Sun, Edward W.
2
Teng, Huei-Wen
2
Yu, Min-Teh
2
Abedin, Mohammad Zoynul
1
Alfaro-Cid, Eva
1
Alvarez, Susana
1
Asai, Manabu
1
Avdoulas, Christos
1
Baixauli, J. Samuel
1
Baixauli-Soler, J. Samuel
1
Beaumont, Paul Michael
1
Bekiros, Stelios
1
Berkhouch, Mohammed
1
Bianchi, Michele Leonardo
1
Buczynski, Mateusz
1
Caballero, Julián
1
Caldeira, João F.
1
Cavicchioli, Maddalena
1
Chen, Yi-Ting
1
Chen, Ying
1
Chien, Cindy T. H.
1
Chlebus, Marcin
1
Christou, Eliana
1
Cristobal-Fransi, Eduard
1
Dallakyan, Aramayis
1
Deng, Xue
1
Doganoglu, Toker
1
Du, Junhong
1
Eleftheriadis, Iordanis
1
Evkaya, Ozan
1
Fang, Yuantao
1
Fernández Blanco, Matilde
1
Franchi, Massimo
1
Fuh, Cheng-Der
1
more ...
less ...
Published in...
All
Computational economics
Insurance / Mathematics & economics
252
Journal of banking & finance
183
European journal of operational research : EJOR
134
Journal of risk
125
Risks : open access journal
124
Finance research letters
114
International review of financial analysis
72
Economic modelling
69
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
64
The journal of operational risk
64
Energy economics
63
Quantitative finance
61
International journal of theoretical and applied finance
56
Applied economics
55
International journal of forecasting
55
Journal of risk and financial management : JRFM
55
The North American journal of economics and finance : a journal of financial economics studies
53
Journal of empirical finance
52
Journal of risk management in financial institutions
52
Journal of forecasting
50
Journal of econometrics
47
The European journal of finance
42
Scandinavian actuarial journal
41
Research in international business and finance
39
International review of economics & finance : IREF
38
Working paper
38
Finance and stochastics
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Research paper series / Swiss Finance Institute
36
Journal of economic dynamics & control
35
Operations research
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Applied economics letters
33
Operations research letters
33
SFB 649 discussion paper
33
Econometric Institute research papers
31
Mathematics and financial economics
31
more ...
less ...
Source
All
ECONIS (ZBW)
44
Showing
1
-
10
of
44
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Importance sampling for calculating the Value-at-Risk and expected shortfall of the quadratic portfolio with t-distributed risk factors
Teng, Huei-Wen
- In:
Computational economics
62
(
2023
)
3
,
pp. 1125-1154
Persistent link: https://www.econbiz.de/10014382887
Saved in:
2
Horizon-adaptive extreme risk quantification for cryptocurrency assets
Tzagkarakis, George
;
Maurer, Frantz
- In:
Computational economics
62
(
2023
)
3
,
pp. 1251-1286
Persistent link: https://www.econbiz.de/10014382906
Saved in:
3
Vine copula approach to understand the financial dependence of the istanbul stock exchange index
Evkaya, Ozan
;
Gür, İsmail
;
Külekci, Bükre Yıldırım
; …
- In:
Computational economics
64
(
2024
)
5
,
pp. 2935-2980
Persistent link: https://www.econbiz.de/10015144100
Saved in:
4
Which user-friendly model is the best for Basel-III? : an emerging market study
Mozumder, Sharif
;
Abedin, Mohammad Zoynul
;
Lalon, Raad Mozib
- In:
Computational economics
64
(
2024
)
5
,
pp. 3049-3086
Persistent link: https://www.econbiz.de/10015144107
Saved in:
5
Improving quantile forecasts via realized double hysteretic GARCH model in stock markets
Chen, Cathy W. S.
;
Chien, Cindy T. H.
- In:
Computational economics
64
(
2024
)
6
,
pp. 3447-3471
Persistent link: https://www.econbiz.de/10015144246
Saved in:
6
Analysis of early warning of RMB exchange rate fluctuation and value at risk measurement based on deep learning
Lu, Chunyi
;
Teng, Zhuoqi
;
Gao, Yu
;
Wu, Renhong
; …
- In:
Computational economics
59
(
2022
)
4
,
pp. 1501-1524
Persistent link: https://www.econbiz.de/10013261898
Saved in:
7
Portfolio risk measures : the time's arrow matters
Ruttiens, Alain
- In:
Computational economics
41
(
2013
)
3
,
pp. 407-424
Persistent link: https://www.econbiz.de/10009711309
Saved in:
8
Partially adaptive econometric methods for regression and classification
Hansen, James V.
;
McDonald, James B.
;
Theodossiou, …
- In:
Computational economics
36
(
2010
)
2
,
pp. 153-169
Persistent link: https://www.econbiz.de/10008796488
Saved in:
9
Mean-VaR portfolio selection under real constraints
Baixauli-Soler, J. Samuel
;
Alfaro-Cid, Eva
;
Fernández …
- In:
Computational economics
37
(
2011
)
2
,
pp. 113-131
Persistent link: https://www.econbiz.de/10008902939
Saved in:
10
Portfolio optimization when risk factors are conditionally varying and heavy tailed
Doganoglu, Toker
;
Hartz, Christoph
;
Mittnik, Stefan
- In:
Computational economics
29
(
2007
)
3/4
,
pp. 333-354
Persistent link: https://www.econbiz.de/10003493814
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->