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subject:"Risikomaß"
subject:"USA"
~isPartOf:"Journal of econometrics"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Hochschulschrift"
~type_genre:"Thesis"
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Search: subject_exact:"Risk management"
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Risikomaß
USA
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
Volatility
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
Börsenkurs
2
CAPM
2
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2
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2
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12
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12
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1
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English
12
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Hong, Yongmiao
2
Zhang, Zhengjun
2
Bandi, Federico M.
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
Girard, Stéphane
1
Härdle, Wolfgang
1
Jiménez-Martín, Juan-Ángel
1
Li, Haitao
1
Liu, Yanhui
1
Luati, Alessandra
1
Maasoumi, Esfandiar
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
96
Journal of banking & finance
64
Risks : open access journal
53
European journal of operational research : EJOR
45
Journal of risk
41
Energy economics
33
Journal of risk management in financial institutions
33
Economic modelling
32
Finance research letters
31
The journal of operational risk
28
International review of financial analysis
25
The North American journal of economics and finance : a journal of financial economics studies
24
The journal of risk model validation
23
Agricultural finance review
22
Journal of risk and financial management : JRFM
21
Quantitative finance
20
International review of economics & finance : IREF
19
The journal of risk and insurance : the journal of the American Risk and Insurance Association
19
International journal of risk assessment and management : IJRAM
17
The review of financial studies
17
Applied economics
16
International journal of theoretical and applied finance
15
Journal of empirical finance
14
The European journal of finance
14
International journal of forecasting
13
Finance and stochastics
12
International journal of finance & economics : IJFE
12
The journal of finance : the journal of the American Finance Association
12
The journal of structured finance
12
International journal of production research
11
Journal of financial and quantitative analysis : JFQA
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Research in international business and finance
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
American journal of agricultural economics
10
Applied economics letters
10
Computational economics
10
Journal of international financial markets, institutions & money
10
Pacific-Basin finance journal
10
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ECONIS (ZBW)
12
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date (oldest first)
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
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:
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