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isPartOf:"Review of Pacific Basin financial markets and policies"
subject:"Derivative"
~isPartOf:"Journal of econometrics"
~subject:"Forecasting model"
~subject:"Risikomaß"
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Search: subject_exact:"Risk management"
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Derivative
Forecasting model
Risikomaß
Risikomanagement
44
Risk management
44
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16
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14
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14
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13
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13
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Hong, Yongmiao
2
Patton, Andrew J.
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Tavakoli Baghdadabad, Mohammad Reza
2
Zhang, Zhengjun
2
Amina, Dchieche
1
Bandi, Federico M.
1
Bhattacharya, Sukanto
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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Review of Pacific Basin financial markets and policies
Journal of econometrics
Insurance / Mathematics & economics
104
Journal of banking & finance
67
Risks : open access journal
61
European journal of operational research : EJOR
55
Energy economics
45
Journal of risk
45
Finance research letters
36
Journal of risk management in financial institutions
33
Economic modelling
29
International review of financial analysis
28
The North American journal of economics and finance : a journal of financial economics studies
28
The journal of operational risk
27
Quantitative finance
26
The journal of risk model validation
25
SpringerLink / Bücher
24
Journal of risk and financial management : JRFM
23
International review of economics & finance : IREF
22
International journal of theoretical and applied finance
21
Applied economics
20
The European journal of finance
18
International journal of forecasting
16
Discussion paper / Tinbergen Institute
15
Research paper series / Swiss Finance Institute
15
Journal of empirical finance
14
Agricultural finance review
13
Finance and stochastics
13
Journal of financial stability
13
Research in international business and finance
13
Schriftenreihe Finanzmanagement
13
The journal of credit risk : published quarterly by Incisive Media
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
International journal of financial engineering
12
International journal of risk assessment and management : IJRAM
12
Journal of financial econometrics
12
Journal of international financial markets, institutions & money
12
Pacific-Basin finance journal
12
The journal of futures markets
12
Working papers
12
European financial management : the journal of the European Financial Management Association
11
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ECONIS (ZBW)
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1
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:
2
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
3
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:
4
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:
5
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:
6
Should the advanced measurement approach for operational risk be discarded? : evidence from the Chinese banking industry
Zhu, Xiaoqian
;
Li, Jianping
;
Wu, Dengsheng
- In:
Review of Pacific Basin financial markets and policies
22
(
2019
)
1
,
pp. 1950007-1-1950007-15
Persistent link: https://www.econbiz.de/10012156150
Saved in:
7
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:
8
Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Patton, Andrew J.
;
Ziegel, Johanna F.
;
Chen, Rui
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
Saved in:
9
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
10
Volatility forecast by volatility index and its use as a risk management tool under a value-at-risk approach
Siu, Yam Wing
- In:
Review of Pacific Basin financial markets and policies
21
(
2018
)
2
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011865598
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