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source:"econis"
~isPartOf:"Agricultural finance review"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of banking & finance"
~subject:"Multivariate Verteilung"
~subject:"Statistical distribution"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Multivariate Verteilung
Statistical distribution
Risikomaß
265
Risk measure
265
Theorie
113
Theory
113
Portfolio selection
111
Portfolio-Management
111
Risikomanagement
77
Risk management
77
Risiko
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Risk
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Statistische Verteilung
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Estimation
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Schätzung
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Volatilität
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ARCH model
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ARCH-Modell
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Capital income
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Kapitaleinkommen
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Finanzkrise
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Systemic risk
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Measurement
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Messung
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Systemrisiko
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Forecasting model
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Prognoseverfahren
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Credit risk
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Kreditrisiko
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Welt
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World
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Multivariate distribution
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Expected shortfall
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USA
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United States
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Value-at-risk
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Bank risk
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Weiß, Gregor
3
Dias, Alexandra
2
Faff, Robert W.
2
Lazar, Emese
2
Paterlini, Sandra
2
Power, Gabriel J.
2
Zarangas, Leonidas P.
2
Alcock, Jamie
1
Alexander, Carol
1
Anand, Abhinav
1
Argyropoulos, Christos
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Bali, Turan G.
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Chan, Kam Fong
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Chen, Xiang
1
Consigli, Giorgio
1
Czado, Claudia
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DeBoyrie, Maria Eugenia
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Detre, Joshua Dean
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Do, Hung Xuan
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Fan, Caiyun
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Agricultural finance review
International review of financial analysis
Journal of banking & finance
Insurance / Mathematics & economics
84
Risks : open access journal
29
International journal of forecasting
27
Economic modelling
24
Journal of risk
24
Energy economics
23
Finance research letters
23
Applied economics
22
Discussion paper / Tinbergen Institute
22
The journal of operational risk
21
Journal of risk and financial management : JRFM
20
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of empirical finance
17
Quantitative finance
16
Journal of econometrics
15
SFB 649 discussion paper
15
Computational economics
14
European journal of operational research : EJOR
14
Journal of financial econometrics
13
Journal of forecasting
13
The journal of risk model validation
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Pacific-Basin finance journal
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Scandinavian actuarial journal
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The European journal of finance
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International review of economics & finance : IREF
11
Working papers
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Astin bulletin : the journal of the International Actuarial Association
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Swiss Finance Institute Research Paper
9
Journal of international financial markets, institutions & money
8
Research paper series / Swiss Finance Institute
8
Applied economics letters
7
Journal of mathematical finance
7
Journal of risk management in financial institutions
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International journal of finance & economics : IJFE
6
International journal of theoretical and applied finance
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Research in international business and finance
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ECONIS (ZBW)
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1
VaR and ES forecasting via recurrent neural network-based stateful models
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
2
Left-tail momentum and tail properties of return distributions : a case of Korea
Eom, Cheoljun
;
Eom, Yunsung
;
Park, Jong Won
- In:
International review of financial analysis
87
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014457498
Saved in:
3
Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment
Zhang, Feipeng
;
Xu, Yixiong
;
Fan, Caiyun
- In:
International review of financial analysis
90
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014469910
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4
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
5
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
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6
An empirical investigation of multiperiod tail risk forecasting models
Zhang, Ning
;
Su, Xiaoman
;
Qi, Shuyuan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248332
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7
Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries : a VAR quantile analysis
Massaporn Cheuathonghua
;
DeBoyrie, Maria Eugenia
; …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013366188
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8
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
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9
Predicting VaR for China's stock market : a score-driven model based on normal inverse Gaussian distribution
Song, Shijia
;
Li, Handong
- In:
International review of financial analysis
82
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013426497
Saved in:
10
What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi
;
Chan, Kam Fong
;
Faff, Robert W.
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013461866
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