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
~subject:"Estimation theory"
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
VaR and expected shortfall in...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
Risikomanagement
15
Risk management
14
Theorie
14
Theory
14
Risk measure
11
Risikomaß
10
Zeitreihenanalyse
9
Kreditrisiko
8
Forecasting model
7
Prognoseverfahren
7
Statistical test
7
Statistischer Test
7
Time series analysis
7
Credit risk
6
Volatility
6
Volatilität
6
Statistical distribution
5
Statistische Verteilung
5
ARCH model
4
ARCH-Modell
4
Backtesting
4
Estimation
4
Finanzmathematik
4
Schätzung
4
Basel Accord
3
Basler Akkord
3
Mathematical finance
3
Measurement
3
Messung
3
Multivariate Analyse
3
Multivariate Verteilung
3
Multivariate distribution
3
ARMA model
2
Bank risk
2
Bankrisiko
2
Insurance
2
Mathematische Methode
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
McNeil, Alexander J.
2
Feng, Yuanhua
1
Wendin, Jonathan P.
1
Published in...
All
Economic modelling
1
Journal of empirical finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
2
Bayesian inference for generalized linear mixed models of portfolio credit risk
McNeil, Alexander J.
;
Wendin, Jonathan P.
- In:
Journal of empirical finance
14
(
2007
)
2
,
pp. 131-149
Persistent link: https://www.econbiz.de/10003499623
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
