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source:"econis"
~isPartOf:"Agricultural finance review"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of risk"
~subject:"Multivariate Verteilung"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Multivariate Verteilung
Risikomaß
192
Risk measure
192
Theorie
76
Theory
76
Portfolio selection
74
Portfolio-Management
74
Forecasting model
61
Prognoseverfahren
61
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58
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57
ARCH model
45
ARCH-Modell
45
Statistical distribution
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Statistische Verteilung
43
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Estimation theory
26
Measurement
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Messung
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Schätztheorie
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Capital income
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Kapitaleinkommen
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value-at-risk (VaR)
18
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Kreditrisiko
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Ausreißer
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Basel Accord
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Basler Akkord
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Multivariate distribution
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Berger, Theo
1
Bianchi, Michele Leonardo
1
Boeve, Rolf
1
Braun, Valentin
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
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Hackethal, Andreas
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Hesse, Frederik
1
Jiang, Cuixia
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Karmakar, Madhusudan
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Kolman, Marek
1
Larsen, Ryan
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Leatham, David J.
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Li, Handong
1
Li, Yuqian
1
Liu, Xiaohang
1
Maciag, Jakob
1
Missong, Martin
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Paul, Samit
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Pfingsten, Andreas
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Rivieccio, Giorgia
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Stephan, Andreas
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Sukcharoen, Kunlapath
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Trabelsi, Abdelwahed
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Wu, Jun
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Agricultural finance review
International journal of forecasting
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
SFB 649 discussion paper
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
International review of economics & finance : IREF
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
Reihe Quantitative Ökonomie : Ökon
3
Review of quantitative finance and accounting
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Risk management : a journal of risk, crisis and disaster
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Astin bulletin : the journal of the International Actuarial Association
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CORE discussion paper : DP
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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Computers & operations research : and their applications to problems of world concern ; an international journal
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
9
Geographical diversification in wheat farming : a copula-based CVaR framework
Larsen, Ryan
;
Leatham, David J.
;
Sukcharoen, Kunlapath
- In:
Agricultural finance review
75
(
2015
)
3
,
pp. 368-384
Persistent link: https://www.econbiz.de/10011341937
Saved in:
10
Are agribusiness stocks an investor safe haven?
D'Antoni, Jeremy M.
;
Detre, Joshua Dean
- In:
Agricultural finance review
74
(
2014
)
4
,
pp. 522-538
Persistent link: https://www.econbiz.de/10011305888
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