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subject:"Kreditrisiko"
subject:"Risk measure"
~person:"Christoffersen, Peter F."
~person:"Daníelsson, Jón"
~person:"Hurlin, Christophe"
~type_genre:"Aufsatz in Zeitschrift"
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Kreditrisiko
Risk measure
Risikomanagement
18
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18
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10
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8
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8
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7
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Christoffersen, Peter F.
Daníelsson, Jón
Hurlin, Christophe
Wang, Ruodu
16
Embrechts, Paul
11
Mao, Tiantian
10
Rösch, Daniel
10
Hammoudeh, Shawkat
9
Jacobs, Michael <Jr.>
9
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9
Broll, Udo
8
Cai, Jun
8
Righi, Marcelo Brutti
8
Arora, Anju
7
Härdle, Wolfgang
7
Janabi, Mazin A. M. al
7
Puccetti, Giovanni
7
Rüschendorf, Ludger
7
Zhu, Xiaoqian
7
Boonen, Tim J.
6
Gatzert, Nadine
6
Karmakar, Madhusudan
6
Mitic, Peter
6
Prorokowski, Lukasz
6
Stoja, Evarist
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Tan, Ken Seng
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Alexander, Gordon J.
5
Andreeva, Galina
5
Balbás de la Corte, Alejandro
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Bernard, Carole
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Brandtner, Mario
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Chaudhry, Sajid M.
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Cheung, Ka Chun
5
Crook, Jonathan N.
5
Fabozzi, Frank J.
5
Ghorbel, Ahmed
5
Kumar, Dilip
5
Liu, Fangda
5
McAleer, Michael
5
Mensi, Walid
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Polanski, Arnold
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Journal of banking & finance
3
European journal of operational research : EJOR
2
Journal of empirical finance
1
Journal of financial stability
1
Journal of forecasting
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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ECONIS (ZBW)
11
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1
Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Leymarie, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
Saved in:
2
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects
Dumitrescu, Elena
;
Hué, Sullivan
;
Hurlin, Christophe
; …
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1178-1192
Persistent link: https://www.econbiz.de/10013263050
Saved in:
3
The counterparty risk exposure of ETF investors
Hurlin, Christophe
;
Iseli, Grégoire
;
Pérignon, Christophe
- In:
Journal of banking & finance
102
(
2019
),
pp. 215-230
Persistent link: https://www.econbiz.de/10012162775
Saved in:
4
Loss functions for Loss Given Default model comparison
Hurlin, Christophe
;
Leymarie, Jérémy
;
Patin, Antoine
- In:
European journal of operational research : EJOR
268
(
2018
)
1
,
pp. 348-360
Persistent link: https://www.econbiz.de/10011813102
Saved in:
5
Dynamic dependence and diversification in corporate credit
Christoffersen, Peter F.
;
Jacobs, Kris
;
Jin, Xisong
; …
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 521-560
Persistent link: https://www.econbiz.de/10011990811
Saved in:
6
Model risk of risk models
Daníelsson, Jón
;
James, Kevin
;
Valenzuela, Marcela
; …
- In:
Journal of financial stability
23
(
2016
),
pp. 79-91
Persistent link: https://www.econbiz.de/10011703816
Saved in:
7
Forecasting high-frequency risk measures
Banulescu, Denisa
;
Colletaz, Gilbert
;
Hurlin, Christophe
; …
- In:
Journal of forecasting
35
(
2016
)
3
,
pp. 224-249
Persistent link: https://www.econbiz.de/10011580273
Saved in:
8
Risk models-at-risk
Boucher, Christophe
;
Daníelsson, Jón
;
Kouontchou, …
- In:
Journal of banking & finance
44
(
2014
),
pp. 72-92
Persistent link: https://www.econbiz.de/10010410376
Saved in:
9
Incentives for effective risk management
Daníelsson, Jón
;
Jorgensen, Bjorn N.
;
Vries, Casper G. de
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1407-1425
Persistent link: https://www.econbiz.de/10001688518
Saved in:
10
Testing and comparing value-at-risk measures
Christoffersen, Peter F.
;
Hahn, Jinyong
;
Inoue, Atsushi
- In:
Journal of empirical finance
8
(
2001
)
3
,
pp. 325-342
Persistent link: https://www.econbiz.de/10001587072
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