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subject:"Risikomaß"
subject:"USA"
~isPartOf:"Journal of econometrics"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Thesis"
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Search: subject_exact:"Risk management"
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Risikomaß
USA
Volatility
Risikomanagement
25
Risk management
25
Risk measure
12
Theorie
11
Theory
11
Portfolio selection
9
Portfolio-Management
9
Risiko
6
Risk
6
Statistical distribution
5
Statistische Verteilung
5
Forecasting model
4
Prognoseverfahren
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Capital income
3
Correlation
3
Estimation theory
3
Financial services
3
Finanzdienstleistung
3
Kapitaleinkommen
3
Korrelation
3
Schätztheorie
3
Statistical method
3
Statistische Methode
3
Systemic risk
3
Systemrisiko
3
Value at risk
3
Ausreißer
2
Bank risk
2
Bankrisiko
2
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2
CAPM
2
Estimation
2
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2
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2
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Article
14
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Article in journal
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14
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1
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1
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English
14
Author
All
Hong, Yongmiao
2
Zhang, Zhengjun
2
Bandi, Federico M.
1
Bekaert, Geert
1
Catania, Leopoldo
1
Chan, Thomas W. C.
1
Chang, Chia-Lin
1
Chen, Rong
1
Chen, Rui
1
Chen, Yu
1
Chu, Amanda M. Y.
1
Daouia, Abdelaati
1
Diebold, Francis X.
1
Egorov, Alexej V.
1
Engstrom, Eric
1
Ermolov, Andrey
1
Girard, Stéphane
1
Härdle, Wolfgang
1
Jiménez-Martín, Juan-Ángel
1
Li, Haitao
1
Liu, Yanhui
1
Luati, Alessandra
1
Maasoumi, Esfandiar
1
McAleer, Michael
1
Medeiros, Marcelo C.
1
Patton, Andrew J.
1
Pérez Amaral, Teodosio
1
Renò, Roberto
1
So, Mike Ka-pui
1
Stupfler, Gilles
1
Wang, Shouyang
1
Wang, Weining
1
Wang, Zhicheng
1
Yu, Lining
1
Yılmaz, Kamil
1
Zhao, Zifeng
1
Ziegel, Johanna F.
1
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Journal of econometrics
Insurance / Mathematics & economics
97
Journal of banking & finance
67
Risks : open access journal
61
European journal of operational research : EJOR
47
Journal of risk
44
Finance research letters
37
Journal of risk management in financial institutions
37
Energy economics
35
Economic modelling
33
The North American journal of economics and finance : a journal of financial economics studies
28
The journal of operational risk
28
International review of financial analysis
27
Journal of risk and financial management : JRFM
24
Agricultural finance review
23
The journal of risk model validation
20
International journal of risk assessment and management : IJRAM
19
International review of economics & finance : IREF
19
Quantitative finance
19
The journal of risk and insurance : the journal of the American Risk and Insurance Association
19
Applied economics
18
The review of financial studies
18
International journal of theoretical and applied finance
17
The European journal of finance
16
Journal of empirical finance
14
International journal of finance & economics : IJFE
13
Research in international business and finance
13
Finance and stochastics
12
International journal of forecasting
12
Journal of financial econometrics
12
Journal of international financial markets, institutions & money
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Pacific-Basin finance journal
12
The journal of finance : the journal of the American Finance Association
12
The journal of structured finance
12
Applied economics letters
11
International journal of production research
11
Journal of financial and quantitative analysis : JFQA
11
Journal of financial economics
11
Review of financial economics : RFE
11
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ECONIS (ZBW)
14
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14
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1
Semiparametric modeling of multiple quantiles
Catania, Leopoldo
;
Luati, Alessandra
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014471520
Saved in:
2
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
3
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
4
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
5
Mark to market value at risk
Chen, Yu
;
Wang, Zhicheng
;
Zhang, Zhengjun
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 299-321
Persistent link: https://www.econbiz.de/10012145015
Saved in:
6
Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Patton, Andrew J.
;
Ziegel, Johanna F.
;
Chen, Rui
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
Saved in:
7
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
8
TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang
;
Wang, Weining
;
Yu, Lining
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
Saved in:
9
A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
Saved in:
10
Bad environments, good environments : a non-Gaussian asymmetric volatility model
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 258-275
Persistent link: https://www.econbiz.de/10011349501
Saved in:
1
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