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source:"econis"
~isPartOf:"Applied economics letters"
~subject:"Multivariate Verteilung"
~subject:"value at risk"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Multivariate Verteilung
value at risk
Risikomaß
32
Risk measure
32
Theorie
14
Theory
14
Portfolio selection
9
Portfolio-Management
9
Risikomanagement
8
Risk management
8
Systemic risk
8
Systemrisiko
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ARCH model
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ARCH-Modell
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Forecasting model
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Prognoseverfahren
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Risiko
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Risk
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Financial crisis
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Finanzkrise
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Measurement
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Messung
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Statistical distribution
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Statistische Verteilung
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Bank failure
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Bankinsolvenz
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China
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Estimation
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Schätzung
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systemic risk
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value-at-risk
4
Ausreißer
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Chan, Stephen
1
Choe, Geon Ho
1
Choi, Pilsun
1
Choi, So Eun
1
Huo, Yanli
1
Jang, Hyun Jin
1
Lin, Bingxuan
1
Lin, Chen-miao
1
Ma, Jinming
1
Min, Insik
1
Nadarajah, Saralees
1
Ouyang, Ruolan
1
Shiina, Takayuki
1
Terraza, Virginie
1
Toque, Carole
1
Xiao, Xiaoxia
1
Xu, Chunhui
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Applied economics letters
Insurance / Mathematics & economics
22
Risks : open access journal
19
Journal of risk and financial management : JRFM
17
Energy economics
16
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
13
Journal of banking & finance
11
SFB 649 discussion paper
11
Economic modelling
10
Journal of forecasting
10
International review of financial analysis
9
The European journal of finance
9
Journal of risk
7
Computational economics
6
Finance research letters
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Astin bulletin : the journal of the International Actuarial Association
5
European journal of operational research : EJOR
5
International Journal of Financial Studies : open access journal
5
Pacific-Basin finance journal
5
Quantitative finance
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
International journal of finance & economics : IJFE
4
International journal of forecasting
4
International journal of theoretical and applied finance
4
International review of economics & finance : IREF
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of international financial markets, institutions & money
4
Agricultural finance review
3
Annals of financial economics
3
Economics letters
3
Financial innovation : FIN
3
International journal of risk assessment and management : IJRAM
3
Journal of empirical finance
3
Journal of financial econometrics
3
Journal of mathematical finance
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Quantitative finance and economics
3
Reihe Quantitative Ökonomie : Ökon
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1
Dependence structure and risk spillover among nonferrous metal futures : a vine copula approach
Ouyang, Ruolan
;
Ma, Jinming
;
Xiao, Xiaoxia
- In:
Applied economics letters
30
(
2023
)
9
,
pp. 1253-1260
Persistent link: https://www.econbiz.de/10014303863
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2
Period value at risk and its estimation by Monte Carlo simulation
Huo, Yanli
;
Xu, Chunhui
;
Shiina, Takayuki
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1675-1679
Persistent link: https://www.econbiz.de/10013412280
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3
A copula-based systemic risk measure : application to investment-grade and high-yield CDS portfolios
Choi, So Eun
;
Jang, Hyun Jin
;
Choe, Geon Ho
- In:
Applied economics letters
27
(
2020
)
15
,
pp. 1264-1271
Persistent link: https://www.econbiz.de/10012267120
Saved in:
4
SEC FRR No. 48 and analyst forecast accuracy
Lin, Bingxuan
;
Lin, Chen-miao
- In:
Applied economics letters
24
(
2017
)
4/6
,
pp. 427-432
Persistent link: https://www.econbiz.de/10011705408
Saved in:
5
Extreme value analysis of electricity demand in the UK
Chan, Stephen
;
Nadarajah, Saralees
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1246-1251
Persistent link: https://www.econbiz.de/10011312714
Saved in:
6
Histogram-valued data on value at risk measures : a symbolic approach for risk attribution
Toque, Carole
;
Terraza, Virginie
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1243-1251
Persistent link: https://www.econbiz.de/10010465633
Saved in:
7
Marginal or copula : which one is critical?
Choi, Pilsun
;
Min, Insik
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1462-1465
Persistent link: https://www.econbiz.de/10010213173
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