//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Righi, Marcelo Brutti"
~subject:"Forecasting model"
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
The International CAPM and a W...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Risikomaß
22
Risk measure
22
Risiko
18
Risk
18
Measurement
17
Messung
17
Theorie
15
Theory
15
Portfolio selection
13
Portfolio-Management
13
Risk management
9
Risikomanagement
8
Risk measures
8
Estimation
4
Multivariate Verteilung
4
Multivariate distribution
4
Prognoseverfahren
4
Schätzung
4
Capital income
3
Deviation measures
3
Kapitaleinkommen
3
Multivariate Analyse
3
Multivariate analysis
3
risk measures
3
ARCH model
2
ARCH-Modell
2
CAPM
2
Capital determination
2
Copulas
2
Estimation theory
2
Eurozone financial crisis
2
Market efficiency
2
Model risk
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Pair Copula Construction
2
Portfolio optimization
2
Risikoprämie
2
Risk forecasting
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Righi, Marcelo Brutti
McAleer, Michael
40
Pérez Amaral, Teodosio
15
Verona, Fabio
14
Jiménez-Martín, Juan-Ángel
12
Dionne, Georges
10
Gerlach, Richard
10
Weiß, Gregor
10
Wied, Dominik
10
Chlebus, Marcin
9
Hoogerheide, Lennart
9
Hoogerheide, Lennart F.
9
Lönnbark, Carl
9
Paolella, Marc S.
9
Polanski, Arnold
9
Stoja, Evarist
9
Taylor, James W.
9
Allen, David E.
8
Asai, Manabu
8
Caporin, Massimiliano
8
Chen, Cathy W. S.
8
Dijk, Herman K. van
8
Dimitriadis, Timo
8
Ardia, David
7
Berens, Tobias
7
Degiannakis, Stavros
7
Faria, Gonçalo
7
Gupta, Rangan
7
Trojani, Fabio
7
Wang, Chao
7
Ziggel, Daniel
7
Carriero, Andrea
6
Clark, Todd E.
6
Degiannakis, Stavros Antonios
6
Ganics, Gergely
6
Hassani, Samir Saissi
6
Marcellino, Massimiliano
6
McNeil, Alexander J.
6
Mittnik, Stefan
6
Patton, Andrew J.
6
Rossi, Barbara
6
more ...
less ...
Published in...
All
Computational economics
1
Finance research letters
1
Journal of economics & business
1
Risk management : a journal of risk, crisis and disaster
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Numerical comparison of multivariate models to forecasting risk measures
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Risk management : a journal of risk, crisis and disaster
20
(
2018
)
1
,
pp. 29-50
Persistent link: https://www.econbiz.de/10011859009
Saved in:
2
A comparison of expected shortfall estimation models
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of economics & business
78
(
2015
),
pp. 14-47
Persistent link: https://www.econbiz.de/10011317189
Saved in:
3
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
4
Comparison of risk forecasts for cryptocurrencies : a focus on Range Value at Risk
Müller, Fernanda Maria
;
Santos, Samuel Solgon
; …
- In:
Finance research letters
48
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013463260
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->