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source:"econis"
~isPartOf:"Agricultural finance review"
~isPartOf:"International journal of forecasting"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of risk"
~subject:"Multivariate Verteilung"
~type:"article"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Multivariate Verteilung
Risikomaß
232
Risk measure
232
Portfolio selection
90
Portfolio-Management
90
Theorie
87
Theory
87
Risk management
74
Risikomanagement
73
Forecasting model
68
Prognoseverfahren
68
ARCH model
57
ARCH-Modell
57
Risk
53
Risiko
51
Statistical distribution
51
Statistische Verteilung
51
Estimation
49
Schätzung
49
Volatility
46
Volatilität
46
Measurement
33
Messung
33
Capital income
31
Kapitaleinkommen
31
Estimation theory
26
Schätztheorie
26
Credit risk
19
Kreditrisiko
19
Financial crisis
18
Finanzkrise
18
Multivariate distribution
18
VAR model
18
VAR-Modell
18
value-at-risk (VaR)
18
Outliers
17
Ausreißer
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Basel Accord
16
Basler Akkord
16
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18
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Jiang, Cuixia
2
Li, Yuqian
2
Xu, Qifa
2
Berger, Theo
1
Bianchi, Michele Leonardo
1
Boeve, Rolf
1
Braun, Valentin
1
Chen, Wei
1
Chen, Yi-Hsuan
1
D'Antoni, Jeremy M.
1
De Luca, Giovanni
1
Detre, Joshua Dean
1
Fei, Fei
1
Feng, Xiaoguang
1
Fuertes, Ana María
1
Ghorbel, Ahmed
1
Hackethal, Andreas
1
Hayes, Dermot James
1
Hesse, Frederik
1
Kalotychou, Elena
1
Karmakar, Madhusudan
1
Kolman, Marek
1
Larsen, Ryan
1
Leatham, David J.
1
Li, Handong
1
Li, Jingyu
1
Li, Min-Jian
1
Liu, Xiaohang
1
Liu, Yezheng
1
Maciag, Jakob
1
Missong, Martin
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Paul, Samit
1
Pfingsten, Andreas
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Rivieccio, Giorgia
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Sahamkhadam, Maziar
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Stephan, Andreas
1
Sukcharoen, Kunlapath
1
Trabelsi, Abdelwahed
1
Tu, Anthony H.
1
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Agricultural finance review
International journal of forecasting
International review of economics & finance : IREF
Journal of risk
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
Journal of banking & finance
11
Risks : open access journal
11
Economic modelling
10
Journal of risk and financial management : JRFM
10
International review of financial analysis
9
Computational economics
6
Finance research letters
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
Quantitative finance
5
The European journal of finance
5
International Journal of Financial Studies : open access journal
4
Journal of international financial markets, institutions & money
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
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
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
Finance and stochastics
2
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of finance & economics : IJFE
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ECONIS (ZBW)
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1
Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets : comparing the impacts of three Stock Connect programs
Yao, Yinhong
;
Li, Jingyu
;
Chen, Wei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1217-1233
Persistent link: https://www.econbiz.de/10014446620
Saved in:
2
How does bubble risk propagate among financial assets? : a perspective from the BSADF-vine copula model
Yao, Can-Zhong
;
Li, Min-Jian
;
Xu, Xin
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 347-364
Persistent link: https://www.econbiz.de/10014475372
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
Reinvestigating international crude oil market risk spillovers
Jiang, Cuixia
;
Li, Yuqian
;
Xu, Qifa
;
Wu, Jun
- In:
Journal of risk
24
(
2021
)
1
,
pp. 25-52
Persistent link: https://www.econbiz.de/10012816795
Saved in:
5
Systemic risk of the Chinese stock market based on the mobility measures of the marginal expected shortfall
Liu, Xiaohang
;
Li, Handong
- In:
Journal of risk
24
(
2021
)
1
,
pp. 53-77
Persistent link: https://www.econbiz.de/10012816812
Saved in:
6
Measuring risk spillovers from multiple developed stock markets to China : a vine-copula-GARCH-MIDAS model
Jiang, Cuixia
;
Li, Yuqian
;
Xu, Qifa
;
Liu, Yezheng
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 386-398
Persistent link: https://www.econbiz.de/10012692552
Saved in:
7
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:
8
Portfolio optimization based on GARCH-EVT-Copula forecasting models
Sahamkhadam, Maziar
;
Stephan, Andreas
;
Östermark, Ralf
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 497-506
Persistent link: https://www.econbiz.de/10012031027
Saved in:
9
Dependence in credit default swap and equity markets : dynamic copula with Markov-switching
Fei, Fei
;
Fuertes, Ana María
;
Kalotychou, Elena
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10011746197
Saved in:
10
Diversifying systemic risk in agriculture
Feng, Xiaoguang
;
Hayes, Dermot James
- In:
Agricultural finance review
76
(
2016
)
4
,
pp. 512-531
Persistent link: https://www.econbiz.de/10011699128
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