//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Risikomaß"
subject:"USA"
~person:"Hurlin, Christophe"
~person:"Karmakar, Madhusudan"
~subject:"Credit risk"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Reprint"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk management"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
USA
Credit risk
Risikomanagement
13
Risk management
13
Risk measure
9
Theorie
6
Theory
6
Portfolio selection
5
Portfolio-Management
5
ARCH model
4
ARCH-Modell
4
Ausreißer
4
Bank risk
4
Bankrisiko
4
Capital income
4
Kapitaleinkommen
4
Outliers
4
Risiko
4
Risk
4
Aktienmarkt
3
Financial services
3
Finanzdienstleistung
3
Forecasting model
3
Kreditrisiko
3
Measurement
3
Messung
3
Peak over threshold method
3
Prognoseverfahren
3
Stock market
3
Systemic risk
3
Systemrisiko
3
Basel Accord
2
Basler Akkord
2
Conditional EVT
2
Copula
2
Financial crisis
2
Finanzkrise
2
Multivariate Verteilung
2
Multivariate distribution
2
VAR model
2
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Reprint
Article in journal
11
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
11
Author
All
Hurlin, Christophe
Karmakar, Madhusudan
Wang, Ruodu
17
Embrechts, Paul
11
Hammoudeh, Shawkat
10
Li, Jianping
10
Mao, Tiantian
10
Rösch, Daniel
10
Jacobs, Michael <Jr.>
9
Broll, Udo
8
Cai, Jun
8
McAleer, Michael
8
Righi, Marcelo Brutti
8
Schuermann, Til
8
Zhu, Xiaoqian
8
Arora, Anju
7
Gatzert, Nadine
7
Härdle, Wolfgang
7
Janabi, Mazin A. M. al
7
Puccetti, Giovanni
7
Rüschendorf, Ludger
7
Bernard, Carole
6
Boonen, Tim J.
6
Dionne, Georges
6
Goodwin, Barry K.
6
Hayes, Dermot James
6
Mitic, Peter
6
Prorokowski, Lukasz
6
Stoja, Evarist
6
Tan, Ken Seng
6
Tiwari, Aviral Kumar
6
Turvey, Calum Greig
6
Wang, Gang-Jin
6
Alexander, Gordon J.
5
Andreeva, Galina
5
Brandtner, Mario
5
Chaudhry, Sajid M.
5
Cheung, Ka Chun
5
Chi, Xie
5
Crook, Jonathan N.
5
Fabozzi, Frank J.
5
more ...
less ...
Published in...
All
European journal of operational research : EJOR
2
Review of financial economics : RFE
2
International journal of forecasting
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of forecasting
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Are gold, USD, and Bitcoin hedge or safe haven against stock? : the implication for risk management
Sharma, Udayan
;
Karmakar, Madhusudan
- In:
Review of financial economics : RFE
41
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014278639
Saved in:
3
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:
4
Intraday portfolio risk management using VaR and CVaR : a CGARCH-EVT-Copula approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 699-709
Persistent link: https://www.econbiz.de/10012300717
Saved in:
5
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:
6
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:
7
Dependence structure and portfolio risk in Indian foreign exchange market : a GARCH-EVT-Copula approach
Karmakar, Madhusudan
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 275-291
Persistent link: https://www.econbiz.de/10011792337
Saved in:
8
Intraday risk management in International stock markets : a conditional EVT approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International review of financial analysis
44
(
2016
),
pp. 34-55
Persistent link: https://www.econbiz.de/10011623805
Saved in:
9
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:
10
Managing extreme risk in some major stock markets : an extreme value approach
Karmakar, Madhusudan
;
Shukla, Girja K.
- In:
International review of economics & finance : IREF
35
(
2015
),
pp. 1-25
Persistent link: https://www.econbiz.de/10011333727
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->