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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Theorie
732,897
Theory
717,987
Portfolio-Management
52,026
Portfolio selection
51,680
Volatility
44,000
Volatilität
43,736
Welt
43,707
Risikomanagement
43,314
World
42,961
Schätzung
42,788
Risk management
42,199
Estimation
41,844
USA
39,333
United States
37,727
Risiko
37,176
Risk
37,108
Deutschland
27,805
Germany
26,048
Geldpolitik
25,802
Monetary policy
24,965
Börsenkurs
23,901
Share price
23,583
Capital income
21,735
Prognoseverfahren
21,058
Forecasting model
20,753
Mathematische Optimierung
20,538
Mathematical programming
20,437
Wirtschaftswachstum
18,089
Economic growth
17,505
Zeitreihenanalyse
17,411
Time series analysis
16,973
Finanzmarkt
15,165
Financial market
14,900
Stochastischer Prozess
14,170
Schätztheorie
14,039
Stochastic process
13,880
Anlageverhalten
13,800
CAPM
13,635
Estimation theory
13,635
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Free
8,393
Undetermined
6,138
CC license
442
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Article
12,477
Book / Working Paper
9,318
Journal
2
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Article in journal
11,904
Aufsatz in Zeitschrift
11,904
Graue Literatur
3,013
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3,013
Working Paper
2,951
Arbeitspapier
2,891
Aufsatz im Buch
441
Book section
441
Hochschulschrift
403
Thesis
320
Collection of articles written by one author
135
Sammlung
135
Conference paper
52
Konferenzbeitrag
52
Collection of articles of several authors
49
Sammelwerk
49
Bibliografie enthalten
37
Bibliography included
37
Aufsatzsammlung
33
Lehrbuch
19
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16
Übersichtsarbeit
16
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15
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13
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11
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11
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9
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7
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7
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7
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7
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6
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6
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6
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6
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5
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English
21,571
German
160
French
23
Italian
19
Spanish
14
Polish
3
Dutch
2
Portuguese
2
Afrikaans
1
Bulgarian
1
Czech
1
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1
Hungarian
1
Russian
1
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Author
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Gupta, Rangan
122
Diebold, Francis X.
103
Zaremba, Adam
98
Caporale, Guglielmo Maria
83
Bali, Turan G.
82
Bekaert, Geert
76
Bollerslev, Tim
71
Campbell, John Y.
62
Timmermann, Allan
62
Guidolin, Massimo
61
Harvey, Campbell R.
59
McAleer, Michael
58
Stambaugh, Robert F.
58
McMillan, David G.
55
Bouri, Elie
47
Fabozzi, Frank J.
46
Zhou, Guofu
44
Andersen, Torben
43
Ang, Andrew
43
Cakici, Nusret
40
Pierdzioch, Christian
40
Lo, Andrew W.
39
Ferson, Wayne E.
38
Hodrick, Robert J.
37
Nieuwerburgh, Stijn van
36
Satchell, Stephen
36
Yılmaz, Kamil
35
Gil-Alaña, Luis A.
34
Jagannathan, Ravi
34
Brooks, Robert
33
Demirer, Rıza
33
Grobys, Klaus
32
Lettau, Martin
32
Titman, Sheridan
32
Faff, Robert W.
31
Plastun, Alex
31
Demirtas, K. Ozgur
30
Engle, Robert F.
30
Guirguis, Michel
30
Lux, Thomas
30
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National Bureau of Economic Research
321
Rodney L. White Center for Financial Research
13
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
8
Erasmus Research Institute of Management
8
University of Chicago / Center for Research in Security Prices
7
Birkbeck College / Department of Economics
6
The Wharton Financial Institutions Center
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Svenska Handelshögskolan <Helsinki>
5
University of Canterbury / Dept. of Economics and Finance
5
Chambre de commerce et d'industrie de Paris
4
Federal Reserve Bank of San Francisco
4
Institute of Finance and Accounting <London>
4
Center for Economic Research <Tilburg>
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Federal Reserve Bank of St. Louis
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Harvard Institute of Economic Research
3
University of British Columbia / Finance Division
3
Centre for Analytical Finance <Århus>
2
Centre for Economic Policy Research
2
Centro de Estudios Macroeconómicos de Argentina / Universidad
2
Dow Jones-Irwin
2
Econometrisch Instituut <Rotterdam>
2
European University Institute / Department of Economics
2
Federal Reserve System / Board of Governors
2
Federal Reserve System / Division of Research and Statistics
2
Frank J. Fabozzi Associates <New Hope, Pa.>
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
Instituto Valenciano de Investigaciones Económicas
2
International Center for Financial Asset Management and Engineering
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Karlsruher Institut für Technologie
2
Massachusetts Institute of Technology / Department of Economics
2
Pensions Institute
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
University of Cambridge / Department of Applied Economics
2
University of Cambridge / Faculty of Economics
2
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Published in...
All
Finance research letters
388
Journal of banking & finance
350
NBER working paper series
318
Journal of financial economics
316
International review of financial analysis
300
Journal of empirical finance
285
Working paper / National Bureau of Economic Research, Inc.
283
NBER Working Paper
244
International review of economics & finance : IREF
210
Pacific-Basin finance journal
196
Applied economics
177
The North American journal of economics and finance : a journal of financial economics studies
158
Applied financial economics
155
The European journal of finance
154
Applied economics letters
151
Research in international business and finance
150
Journal of international financial markets, institutions & money
149
Management science : journal of the Institute for Operations Research and the Management Sciences
141
The journal of finance : the journal of the American Finance Association
141
Economic modelling
138
Review of quantitative finance and accounting
127
Journal of financial and quantitative analysis : JFQA
125
Economics letters
122
The review of financial studies
118
The journal of asset management
111
Journal of econometrics
108
Energy economics
107
Journal of risk and financial management : JRFM
104
Research paper series / Swiss Finance Institute
104
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
98
Discussion paper / Centre for Economic Policy Research
97
Journal of international money and finance
97
Journal of financial markets
90
International journal of economics and finance
88
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
84
Journal of forecasting
83
Working paper
83
Journal of economic dynamics & control
78
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Investment management and financial innovations
76
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Source
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ECONIS (ZBW)
21,732
EconStor
61
OLC EcoSci
4
Showing
1
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10
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1
Forecasting value-at-risk and expected shortfall in large portfolios : a general dynamic factor approach
Hallin, Marc
;
Trucios, Carlos
-
2020
Persistent link: https://www.econbiz.de/10012437084
Saved in:
2
Factor high-frequency based
volatility
(HEAVY) models
Sheppard, Kevin
;
Xu, Wen
-
2014
Persistent link: https://www.econbiz.de/10010365630
Saved in:
3
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie
;
Westgaard, Sjur
;
Gjølberg, Ole
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
Saved in:
4
Assessing coherent value-at-risk and expected shortfall with extreme expectiles
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
-
2015
Persistent link: https://www.econbiz.de/10011302290
Saved in:
5
Relative efficiency of component GARCH-EVT approach in managing intraday market risk
Paul, Samit
;
Karmakar, Madhusudan
- In:
Multinational finance journal
21
(
2017
)
4
,
pp. 247-283
Persistent link: https://www.econbiz.de/10012547567
Saved in:
6
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
7
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:
8
Global risk evolution and diversification : a Copula-DCC-GARCH model approach
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Revista Brasileira de Finanças : RBFin
10
(
2012
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10010412236
Saved in:
9
A neural network with shared dynamics for multi‐step prediction of value‐at‐risk and
volatility
Baştürk, Nalan
;
Schotman, Peter C.
;
Schyns, Hugo
-
2022
Persistent link: https://www.econbiz.de/10013539142
Saved in:
10
Estimation and performance assessment of value-at-risk and expected shortfall based on long-memory GARCH-class models
Aloui, Chaker
;
Ben Hamida, Hela
- In:
Finance a úvěr
65
(
2015
)
1
,
pp. 30-54
Persistent link: https://www.econbiz.de/10010474200
Saved in:
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