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isPartOf:"Discussion paper series"
subject:"Risikomaß"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~subject:"Systemic risk"
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Risikomaß
Systemic risk
Risk management
50
Risikomanagement
48
Risk measure
27
Theorie
18
Theory
18
Forecasting model
17
Prognoseverfahren
17
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15
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14
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Catania, Leopoldo
2
Hong, Yongmiao
2
Polanski, Arnold
2
Reid, Gavin C.
2
Stoja, Evarist
2
Zhang, Zhengjun
2
Amengual, Dante
1
Ardia, David
1
Assimakopoulos, V.
1
Bandi, Federico M.
1
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1
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1
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1
Boudt, Kris
1
Chan, Thomas W. C.
1
Chang, Chia-Lin
1
Chen, Rong
1
Chen, Rui
1
Chen, Yu
1
Chu, Amanda M. Y.
1
Chuliá, Helena
1
Clements, Adam
1
Daouia, Abdelaati
1
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1
Diebold, Francis X.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Härdle, Wolfgang
1
Jiménez-Martín, Juan-Ángel
1
Karmakar, Madhusudan
1
Leccadito, Arturo
1
Li, Haitao
1
Liu, Yanhui
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Discussion paper series
International journal of forecasting
Journal of econometrics
Insurance / Mathematics & economics
96
Journal of banking & finance
58
Risks : open access journal
54
European journal of operational research : EJOR
41
Journal of risk
41
Finance research letters
33
Economic modelling
30
Journal of risk management in financial institutions
30
The journal of operational risk
30
Energy economics
28
International review of financial analysis
26
The North American journal of economics and finance : a journal of financial economics studies
25
The journal of risk model validation
24
Journal of risk and financial management : JRFM
20
Quantitative finance
19
SpringerLink / Bücher
18
International review of economics & finance : IREF
16
Discussion paper / Tinbergen Institute
15
International journal of theoretical and applied finance
15
Applied economics
14
Research paper series / Swiss Finance Institute
14
The European journal of finance
14
Journal of international financial markets, institutions & money
13
Working papers
13
Finance and stochastics
12
International journal of finance & economics : IJFE
12
Journal of empirical finance
12
Journal of financial stability
12
Computational economics
10
International journal of risk assessment and management : IJRAM
10
Research in international business and finance
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Applied economics letters
9
Journal of mathematical finance
9
Mathematics and financial economics
9
Pacific-Basin finance journal
9
Scandinavian actuarial journal
9
The journal of credit risk : published quarterly by Incisive Media
9
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ECONIS (ZBW)
29
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1
Daily growth at risk : financial or real drivers? : the answer is not always the same
Chuliá, Helena
;
Garron, Ignacio
;
Uribe, Jorge
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 762-776
Persistent link: https://www.econbiz.de/10014547204
Saved in:
2
Semiparametric modeling of multiple quantiles
Catania, Leopoldo
;
Luati, Alessandra
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014471520
Saved in:
3
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
4
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:
5
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
6
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
7
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
8
Comparing density forecasts in a risk management context
Diks, Cees G. H.
;
Fang, Hao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 531-551
Persistent link: https://www.econbiz.de/10012415217
Saved in:
9
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:
10
How much data do you need? : an operational, pre-asymptotic metric for fat-tailedness
Taleb, Nassim Nicholas
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 677-686
Persistent link: https://www.econbiz.de/10012300715
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