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source:"econis"
~isPartOf:"Agricultural finance review"
~isPartOf:"Finance research letters"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of banking & finance"
~subject:"Multivariate Verteilung"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Multivariate Verteilung
Risikomaß
372
Risk measure
372
Portfolio selection
155
Portfolio-Management
155
Theorie
148
Theory
148
Risikomanagement
107
Risk management
107
Risiko
106
Risk
106
Volatility
73
Volatilität
73
ARCH model
68
ARCH-Modell
68
Estimation
65
Schätzung
65
Statistical distribution
61
Statistische Verteilung
61
Capital income
58
Kapitaleinkommen
58
Forecasting model
55
Prognoseverfahren
55
Financial crisis
49
Finanzkrise
49
Systemic risk
49
Systemrisiko
47
Measurement
45
Messung
45
Welt
36
World
36
Credit risk
33
Kreditrisiko
33
Value-at-risk
33
Aktienmarkt
30
Stock market
30
Multivariate distribution
29
Bank risk
27
Bankrisiko
27
Ausreißer
26
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29
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Weiß, Gregor
2
Alcock, Jamie
1
Berger, Theo
1
Boubaker, Heni
1
Bouri, Elie
1
Brailsford, Timothy J.
1
Brechmann, Eike
1
Ceretta, Paulo Sergio
1
Chen, Xiang
1
Chen, Zhang
1
Czado, Claudia
1
D'Antoni, Jeremy M.
1
De Luca, Giovanni
1
Detre, Joshua Dean
1
Embrechts, Paul
1
Faff, Robert W.
1
Fang, Yi
1
Feng, Xiaoguang
1
Fortin, Ines
1
Gatzert, Nadine
1
González Sánchez, Mariano
1
Guégan, Dominique
1
Hammoudeh, Shawkat
1
Han, Yingwei
1
Harris, Richard D. F.
1
Hayes, Dermot James
1
Hlouskova, Jaroslava
1
Hoang, Thi Hong Van
1
Ji, Hao
1
Jin, Xiaoye
1
Junker, Markus
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Kamal, Elham
1
Kellner, Ralf
1
Kinateder, Harald
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Larsen, Ryan
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Leatham, David J.
1
Lee, Tae-hwy
1
Lee, Yong Woong
1
Li, Ping
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Low, Rand Kwong Yew
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Agricultural finance review
Finance research letters
International review of financial analysis
Journal of banking & finance
Insurance / Mathematics & economics
22
Energy economics
15
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
12
Risks : open access journal
11
Economic modelling
10
Journal of risk and financial management : JRFM
10
SFB 649 discussion paper
10
Journal of risk
7
Computational economics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
European journal of operational research : EJOR
5
Pacific-Basin finance journal
5
The European journal of finance
5
International Journal of Financial Studies : open access journal
4
International journal of forecasting
4
International review of economics & finance : IREF
4
Journal of international financial markets, institutions & money
4
Quantitative finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied economics letters
3
Economics letters
3
Financial innovation : FIN
3
Journal of empirical finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of forecasting
3
Journal of mathematical finance
3
Quantitative finance and economics
3
Reihe Quantitative Ökonomie : Ökon
3
Review of quantitative finance and accounting
3
Risk management : a journal of risk, crisis and disaster
3
Astin bulletin : the journal of the International Actuarial Association
2
CORE discussion paper : DP
2
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
2
Computers & operations research : and their applications to problems of world concern ; an international journal
2
Discussion paper
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ECONIS (ZBW)
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1
FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie
;
Kamal, Elham
;
Kinateder, Harald
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
Saved in:
2
Where is the distribution tail threshold? : a tale on tail and copulas in financial risk measurement
González Sánchez, Mariano
;
Nave Pineda, Juan M.
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248319
Saved in:
3
Systemic risk of commodity markets : a dynamic factor copula approach
Ouyang, Ruolan
;
Chen, Xiang
;
Fang, Yi
;
Zhao, Yang
- In:
International review of financial analysis
82
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013431229
Saved in:
4
Systemic risk contribution of banks and non-bank financial institutions across frequencies : the Australian experience
Rahman, Md Lutfur
;
Troster, Victor
;
Uddin, Mohammed …
- In:
International review of financial analysis
79
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013350007
Saved in:
5
We don't need no fancy hedges! Or do we?
Vedenov, Dmitrij V.
;
Power, Gabriel J.
- In:
International review of financial analysis
81
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013375398
Saved in:
6
GARCH copula quantile regression model for risk spillover analysis
Tian, Maoxi
;
Ji, Hao
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014520440
Saved in:
7
Is Bitcoin a better portfolio diversifier than gold? : a copula and sectoral analysis for China
Pho, Kim-Hung
;
Ly, Sel
;
Lu, Richard
;
Hoang, Thi Hong Van
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012803931
Saved in:
8
Risk measurement of international carbon market based on multiple risk factors heterogeneous dependence
Chen, Zhang
;
Yang, Yu
;
Yun, Po
- In:
Finance research letters
32
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012430683
Saved in:
9
Assessing tail risk for nonlinear dependence of MSCI sector indices : a copula three-stage approach
De Luca, Giovanni
;
Guégan, Dominique
;
Rivieccio, Giorgia
- In:
Finance research letters
30
(
2019
),
pp. 327-333
Persistent link: https://www.econbiz.de/10012420870
Saved in:
10
Modeling diversification and spillovers of loan portfolios' losses by LHP approximation and copula
Lee, Yong Woong
;
Yang, Kisung
- In:
International review of financial analysis
66
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012208950
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