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在“Elsevier电子期刊”中，命中：307条，耗时：0.1179731 秒

在所有数据库中总计命中：7,626条

1.Option pricing under time-varying risk-aversion with applications to risk forecasting

作者：Rü ; diger Kiesel ; ^a ; ^b ; ^{ruediger.kiesel@uni-due.de} ; Florentin Rahe^c ; ^d ; ^{f.rahe@gmx.de}

关键词：Pricing kernel ; Option pricing ; Implied risk premium ; Value-at-Risk forecast

刊名：Journal of Banking & Finance

出版年：2017

2.High-level integrated deterministic, stochastic and fuzzy cost-duration analysis aids project planning and monitoring, focusing on uncertainties and earned value metrics

作者：David A. Wood ^{dw@dwasolutions.com}

关键词：Project cost-duration EVM analysis ; Stochastic fuzzy project performance models ; Earned duration for critical path ; Budget and schedule downside risks ; Project to-completion forecasts ; Quantified project cost-duration uncertainty

刊名：Journal of Natural Gas Science and Engineering

出版年：2017

3.Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data

作者：Stavros Degiannakis^a ; ^b ; ^{s.degiannakis@panteion.gr} ; Artemis Potamia^a

关键词：G17 ; G15 ; C15 ; C32 ; C53

刊名：International Review of Financial Analysis

出版年：2017

4.Drought early warning based on optimal risk forecasts in regulated river systems: Application to the Jucar River Basin (Spain)

作者：David Haro-Monteagudo^a ; ^b ; ^{d.haromonteagudo@cranfield.ac.uk} ; Abel Solera^a ; Joaquí ; n Andreu^a

关键词：Monitoring ; Early warning system ; Optimisation modelling ; Water resources systems analysis ; Aquatool

刊名：Journal of Hydrology

出版年：2017

5.Storm-induced marine flooding: Lessons from a multidisciplinary approach

作者：Eric Chaumillon^a ; ^{eric.chaumillon@univ-lr.fr} ; Xavier Bertin^a ; André ; B. Fortunato^b ; Marco Bajo^c ; Jean-Luc Schneider^d ; Laurent Dezileau^e ; John Patrick Walsh^f ; Agnè ; s Michelot^g ; Etienne Chauveau^h ; Axel Cré ; ach^h ; Alain Hé ; naffⁱ ; Thierry Sauzeau^j ; Benoit Waeles^k ; Bruno Gervais^l ; Gwenaë ; le Jan^m ; Juliette Baumann^a ; Jean-Franç ; ois Breilhⁿ ; Rodrigo Pedreros^o

关键词：Marine flooding ; Storm surge ; Climate change ; Past marine floods ; Historical archives ; storm flood deposits ; Risk ; vulnerability ; Numerical model ; Overflowing ; Overtopping ; Barrier breaching ; Submersions forecast ; Coastal realignment ; Public policies

刊名：Earth-Science Reviews

出版年：2017

6.Positive semidefinite integrated covariance estimation, factorizations and asynchronicity

作者：Kris Boudt^a ; ^b ; ^{kris.boudt@econ.kuleuven.be} ; Sé ; bastien Laurent^c ; ^d ; ^{sebastien.laurent@univ-amu.fr} ; Asger Lunde^e ; ^f ; ^{alunde@econ.au.dk} ; Rogier Quaedvlieg^g ; ^{quaedvlieg@ese.eur.nl} ; Orimar Sauri^e ; ^h ; ^{osauri@econ.au.dk}

关键词：C10 ; C58

刊名：Journal of Econometrics

出版年：2017

7.Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models

作者：Mawuli Segnon^a ; ^{segnon@uni-muenster.de} ; Thomas Lux^b ; ^c ; ^{thomas.lux@bwl.uni-kiel.de} ; Rangan Gupta^d ; ^{rangan.gupta@up.ac.za}

关键词：Q47

刊名：Renewable and Sustainable Energy Reviews

出版年：2017

8.The performance of the switching forecast model of value-at-risk in the Asian stock markets

作者：Yen-Chen Chiu^a ; ^{janelchiu@nutc.edu.tw" class="auth_mail" title="E-mail the corresponding author} ; I-Yuan Chuang^b ; ^{finiyc@ccu.edu.tw" class="auth_mail" title="E-mail the corresponding author}

关键词：Value-at-Risk ; Switching forecast model

刊名：Finance Research Letters

出版年：2016

9.Evaluating Value-at-Risk forecasts: A new set of multivariate backtests

作者：Dominik Wied^a ; ^{dwied@uni-koeln.de" class="auth_mail" title="E-mail the corresponding author} ; Gregor N.F. Weiß ; ; ^b ; ^{weiss@wifa.uni-leipzig.de" class="auth_mail" title="E-mail the corresponding author} ; Daniel Ziggel^c ; ^{daniel.ziggel@quasol.de" class="auth_mail" title="E-mail the corresponding author}

关键词：Model risk ; Multivariate backtesting ; Value-at-Risk ; Systemic risk

刊名：Journal of Banking & Finance

出版年：2016

10.Value-at-Risk forecasts by a spatiotemporal model in Chinese stock market

作者：Pu Gong ; Yingliang Weng ; ^{wyl_hust@163.com" class="auth_mail" title="E-mail the corresponding author}

关键词：Spatial dependence ; Serial correlation ; Value-at-Risk ; Stock returns ; Forecasting

刊名：Physica A: Statistical Mechanics and its Applications

出版年：2016

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