//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
source:"econis"
~isPartOf:"Agricultural finance review"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of risk"
~subject:"Multivariate Verteilung"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"CVaR (Conditional value at risk)"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Multivariate Verteilung
Risikomaß
166
Risk measure
166
Portfolio selection
73
Portfolio-Management
73
Risikomanagement
59
Risk management
59
Theorie
53
Theory
53
Risiko
41
Risk
41
ARCH model
33
ARCH-Modell
33
Estimation
32
Schätzung
32
Measurement
31
Messung
31
Volatility
26
Volatilität
26
Statistical distribution
25
Statistische Verteilung
25
Estimation theory
21
Schätztheorie
21
Capital income
20
Kapitaleinkommen
20
value-at-risk (VaR)
17
Credit risk
16
Financial crisis
16
Finanzkrise
16
Forecasting model
16
Kreditrisiko
16
Prognoseverfahren
16
Multivariate distribution
14
Basel Accord
13
Basler Akkord
13
Welt
12
World
12
Bank risk
11
Bankrisiko
11
Financial services
11
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Jiang, Cuixia
2
Li, Yuqian
2
Xu, Qifa
2
Berger, Theo
1
Boeve, Rolf
1
Braun, Valentin
1
Chen, Wei
1
Chen, Yi-Hsuan
1
D'Antoni, Jeremy M.
1
Detre, Joshua Dean
1
Feng, Xiaoguang
1
Ghorbel, Ahmed
1
Hackethal, Andreas
1
Hayes, Dermot James
1
Hesse, Frederik
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
1
Pfingsten, Andreas
1
Sukcharoen, Kunlapath
1
Trabelsi, Abdelwahed
1
Tu, Anthony H.
1
Wu, Jun
1
Xu, Xin
1
Yao, Can-Zhong
1
Yao, Yinhong
1
more ...
less ...
Published in...
All
Agricultural finance review
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
Journal of risk and financial management : JRFM
10
Economic modelling
9
International review of financial analysis
9
Finance research letters
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Computational economics
5
European journal of operational research : EJOR
5
Pacific-Basin finance journal
5
International Journal of Financial Studies : open access journal
4
International journal of forecasting
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
The European journal of finance
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
2
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
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
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:
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
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:
9
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
Saved in:
10
A one-factor copula-based model for credit portfolios
Kolman, Marek
- In:
Journal of risk
17
(
2014/15
)
2
,
pp. 93-132
Persistent link: https://www.econbiz.de/10010476247
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->