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subject:"Bankenaufsicht"
subject:"Welt"
~person:"Diebold, Francis X."
~person:"Kratz, Marie"
~person:"Polanski, Arnold"
~subject:"Risk measure"
~type_genre:"Article in journal"
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Search: subject_exact:"Risk management"
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Bankenaufsicht
Welt
Risk measure
Risikomanagement
12
Risk management
12
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10
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5
Risk
5
Portfolio selection
4
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4
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3
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Diebold, Francis X.
Kratz, Marie
Polanski, Arnold
Wang, Ruodu
16
Hammoudeh, Shawkat
12
Embrechts, Paul
11
Mao, Tiantian
10
Cai, Jun
8
McAleer, Michael
8
Righi, Marcelo Brutti
8
Janabi, Mazin A. M. al
7
Li, Jianping
7
Mensi, Walid
7
Puccetti, Giovanni
7
Rüschendorf, Ludger
7
Boonen, Tim J.
6
Daníelsson, Jón
6
Karmakar, Madhusudan
6
Stoja, Evarist
6
Tan, Ken Seng
6
Al-Yahyaee, Khamis Hamed
5
Allen, David E.
5
Balbás de la Corte, Alejandro
5
Bernard, Carole
5
Brandtner, Mario
5
Chaudhry, Sajid M.
5
Cheung, Ka Chun
5
Ghorbel, Ahmed
5
Härdle, Wolfgang
5
Ji, Qiang
5
Kang, Sang Hoon
5
Kumar, Dilip
5
Liu, Fangda
5
Mitic, Peter
5
Naeem, Muhammad Abubakr
5
Prorokowski, Lukasz
5
Tiwari, Aviral Kumar
5
Yang, Fan
5
Zhu, Xiaoqian
5
Zitikis, Ričardas
5
Acharya, Viral V.
4
Alexander, Gordon J.
4
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International journal of forecasting
2
Journal of banking & finance
2
European journal of operational research : EJOR
1
Journal of econometrics
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of risk
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
10
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1
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10
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date (oldest first)
1
Pro-cyclicality beyond business cycle
Bräutigam, Marcel
;
Dacorogna, Michel M.
;
Kratz, Marie
- In:
Mathematical finance : an international journal of …
33
(
2023
)
2
,
pp. 308-341
Persistent link: https://www.econbiz.de/10014278671
Saved in:
2
Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data
Dacorogna, Michel M.
;
Debbabi, Nehla
;
Kratz, Marie
- In:
European journal of operational research : EJOR
311
(
2023
)
2
,
pp. 708-729
Persistent link: https://www.econbiz.de/10014336745
Saved in:
3
Does systematic tail risk matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
Saved in:
4
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen H.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
88
(
2018
),
pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
Saved in:
5
Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 958-969
Persistent link: https://www.econbiz.de/10011746932
Saved in:
6
What is the best risk measure in practice? : a comparsion of standard measures
Emmer, Susanne
;
Kratz, Marie
;
Tasche, Dirk
- In:
Journal of risk
18
(
2015/2016
)
2
,
pp. 31-60
Persistent link: https://www.econbiz.de/10011438976
Saved in:
7
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
Saved in:
8
Co-dependence of extreme events in high frequency FX returns
Polanski, Arnold
;
Stoja, Evarist
- In:
Journal of international money and finance
44
(
2014
),
pp. 164-178
Persistent link: https://www.econbiz.de/10010391066
Saved in:
9
Multidimensional risk and risk dependence
Polanski, Arnold
;
Stoja, Evarist
;
Zhang, Ren
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3286-3294
Persistent link: https://www.econbiz.de/10009782155
Saved in:
10
Efficient evaluation of multidimensional time-varying density forecasts, with applications to risk management
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 343-352
Persistent link: https://www.econbiz.de/10009581927
Saved in:
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