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isPartOf:"Discussion paper series"
subject:"Risikomaß"
~isPartOf:"International journal of forecasting"
~subject:"Estimation"
~subject:"Systemic risk"
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Risikomaß
Estimation
Systemic risk
Risk management
24
Risikomanagement
22
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14
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12
Prognoseverfahren
12
Statistical distribution
10
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7
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Polanski, Arnold
2
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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
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1
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1
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1
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Discussion paper series
International journal of forecasting
Insurance / Mathematics & economics
99
Journal of banking & finance
62
Risks : open access journal
57
Journal of risk
43
European journal of operational research : EJOR
41
Economic modelling
32
Finance research letters
31
The journal of operational risk
31
Journal of risk management in financial institutions
30
Energy economics
29
International review of financial analysis
27
The North American journal of economics and finance : a journal of financial economics studies
26
SpringerLink / Bücher
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The journal of risk model validation
22
Journal of risk and financial management : JRFM
20
Discussion paper / Tinbergen Institute
18
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International journal of theoretical and applied finance
16
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International review of economics & finance : IREF
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Journal of international financial markets, institutions & money
15
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International journal of finance & economics : IJFE
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Pacific-Basin finance journal
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International journal of risk assessment and management : IJRAM
10
NBER working paper series
10
Research in international business and finance
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SFB 649 discussion paper
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Schriftenreihe Finanzmanagement
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Astin bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
15
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1
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:
2
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:
3
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:
4
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
Saved in:
5
Tales from tails : on the empirical distributions of forecasting errors and their implication to risk
Spiliotis, Evangelos
;
Nikolopoulos, Konstantinos
; …
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 687-698
Persistent link: https://www.econbiz.de/10012300716
Saved in:
6
Intraday portfolio risk management using VaR and CVaR : a CGARCH-EVT-Copula approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 699-709
Persistent link: https://www.econbiz.de/10012300717
Saved in:
7
Forecasting risk with Markov-switching GARCH models : a large-scale performance study
Ardia, David
;
Bluteau, Keven
;
Boudt, Kris
;
Catania, Leopoldo
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 733-747
Persistent link: https://www.econbiz.de/10012031094
Saved in:
8
Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 958-969
Persistent link: https://www.econbiz.de/10011746932
Saved in:
9
Risk spillovers and hedging : why do firms invest too much in systemic risk?
Willems, Bert
;
Morbee, Joris
-
2011
Persistent link: https://www.econbiz.de/10009300043
Saved in:
10
Frontiers in VaR forecasting and backtesting
Nieto, Maria Rosa
;
Ruiz, Esther
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 474-501
Persistent link: https://www.econbiz.de/10011597163
Saved in:
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