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:"Journal of econometrics"
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
A Comparison of VAR and Cvar C...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,691
Theory
1,691
Estimation theory
474
Schätztheorie
474
Time series analysis
369
Zeitreihenanalyse
369
Estimation
215
Schätzung
215
Forecasting model
164
Prognoseverfahren
164
Volatility
160
Volatilität
160
VAR model
143
VAR-Modell
143
Nichtparametrisches Verfahren
132
Nonparametric statistics
132
Regression analysis
132
Regressionsanalyse
132
Stochastic process
126
Stochastischer Prozess
126
Statistical test
120
Statistischer Test
120
Panel
114
Panel study
114
Bayes-Statistik
111
Bayesian inference
111
Monte Carlo simulation
106
Monte-Carlo-Simulation
106
Ökonometrie
97
Cointegration
95
Econometrics
95
Kointegration
95
USA
89
United States
89
Portfolio selection
86
Portfolio-Management
86
Statistical distribution
85
Statistische Verteilung
85
ARCH model
82
ARCH-Modell
82
more ...
less ...
Online availability
All
Undetermined
452
Free
11
Type of publication
All
Article
1,793
Book / Working Paper
40
Type of publication (narrower categories)
All
Article in journal
1,802
Aufsatz in Zeitschrift
1,802
Collection of articles of several authors
51
Sammelwerk
51
Konferenzschrift
17
Conference proceedings
13
Festschrift
9
Conference paper
7
Konferenzbeitrag
7
Aufsatzsammlung
6
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
1,833
Author
All
Phillips, Peter C. B.
32
Pesaran, M. Hashem
20
Koop, Gary
19
Lee, Lung-fei
17
Ghysels, Eric
16
Gouriéroux, Christian
16
Timmermann, Allan
16
Linton, Oliver
15
Taylor, Robert
15
Granger, C. W. J.
14
Swanson, Norman R.
14
Hsiao, Cheng
13
Yu, Jun
13
Aït-Sahalia, Yacine
12
Li, Qi
12
Schmidt, Peter
12
Chib, Siddhartha
11
Diebold, Francis X.
11
Inoue, Atsushi
11
Steel, Mark F. J.
11
Corradi, Valentina
10
Dijk, Herman K. van
10
Maasoumi, Esfandiar
10
Ng, Serena
10
Patton, Andrew J.
10
Renault, Eric
10
Teräsvirta, Timo
10
Tsionas, Efthymios G.
10
White, Halbert
10
Xiao, Zhijie
10
Bai, Jushan
9
Baltagi, Badi H.
9
Bollerslev, Tim
9
Dufour, Jean-Marie
9
Kohn, Robert
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Saikkonen, Pentti
9
Smith, Richard J.
9
Barnett, William A.
8
more ...
less ...
Institution
All
(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Chengdu International Econometrics Conference in Honor of Professor Cheng Hsiao's Contribution to Econometrics <2012, Chengdu>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
more ...
less ...
Published in...
All
Journal of econometrics
NBER working paper series
8,497
NBER Working Paper
7,741
Working paper / National Bureau of Economic Research, Inc.
7,118
European journal of operational research : EJOR
6,114
Economics letters
5,757
Discussion paper / Centre for Economic Policy Research
4,778
CESifo working papers
4,384
Working paper
3,486
Journal of economic theory
2,892
Discussion paper series / IZA
2,759
Discussion paper / Tinbergen Institute
2,679
Journal of economic dynamics & control
2,679
The American economic review
2,616
Computers & operations research : and their applications to problems of world concern ; an international journal
2,598
International journal of production research
2,494
CESifo Working Paper
2,428
Journal of economic behavior & organization : JEBO
2,395
Economic modelling
2,252
Discussion paper
2,237
Applied economics
2,212
Europäische Hochschulschriften / 5
2,206
The economic journal : the journal of the Royal Economic Society
2,192
European economic review : EER
2,129
Journal of banking & finance
2,052
IZA Discussion Paper
2,041
CESifo Working Paper Series
2,037
SpringerLink / Bücher
2,022
Discussion papers / CEPR
1,993
Management science : journal of the Institute for Operations Research and the Management Sciences
1,892
Journal of public economics
1,876
Games and economic behavior
1,849
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,784
Discussion paper / Center for Economic Research, Tilburg University
1,721
International journal of production economics
1,665
IMF working papers
1,642
Finance research letters
1,618
Applied economics letters
1,604
Journal of monetary economics
1,599
Energy economics
1,598
more ...
less ...
Source
All
ECONIS (ZBW)
1,833
Showing
1
-
10
of
1,833
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
2
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
3
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
4
Fat tails, VaR and subadditivity
Daníelsson, Jón
;
Jorgensen, Bjorn N.
;
Samorodnitsky, …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 283-291
Persistent link: https://www.econbiz.de/10009706202
Saved in:
5
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
6
Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice
;
Häfke, Christian
;
Politis, Dimitris N.
; …
- In:
Journal of econometrics
120
(
2004
)
2
,
pp. 295-326
Persistent link: https://www.econbiz.de/10002028637
Saved in:
7
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
Saved in:
8
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Saved in:
9
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
10
Mark to market value at risk
Chen, Yu
;
Wang, Zhicheng
;
Zhang, Zhengjun
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 299-321
Persistent link: https://www.econbiz.de/10012145015
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...
