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subject:"Risikomaß"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of risk model validation"
~isPartOf:"Working papers"
~subject:"Finanzdienstleistung"
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Risikomaß
Finanzdienstleistung
Risk management
151
Risikomanagement
149
Risk measure
70
Portfolio selection
53
Portfolio-Management
53
Theorie
50
Theory
50
Risk
42
Risiko
41
ARCH model
24
ARCH-Modell
24
Credit risk
24
Kreditrisiko
24
Hedging
23
Volatility
23
Volatilität
23
Bank risk
20
Bankrisiko
20
Statistical distribution
19
Statistische Verteilung
19
Financial services
17
Estimation
15
Schätzung
15
Capital income
14
Kapitaleinkommen
14
Financial crisis
13
Finanzkrise
13
Forecasting model
12
Prognoseverfahren
12
risk management
12
Basel Accord
11
Basler Akkord
11
Systemic risk
11
Systemrisiko
11
Welt
11
World
11
Modellierung
10
Scientific modelling
10
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Undetermined
46
Free
12
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Article
67
Book / Working Paper
12
Type of publication (narrower categories)
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Article in journal
67
Aufsatz in Zeitschrift
67
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Conference paper
1
Konferenzbeitrag
1
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Language
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English
78
French
1
Author
All
Billio, Monica
3
Caporin, Massimiliano
3
Frattarolo, Lorenzo
3
Pelizzon, Loriana
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Bloxham, Nicholas
2
Chang, Chia-Lin
2
Chlebus, Marcin
2
Hammoudeh, Shawkat
2
Hong, Yongmiao
2
Jacobs, Michael <Jr.>
2
Jimenez-Martin, Juan-Angel
2
Kang, Sang Hoon
2
McAleer, Michael
2
Mensi, Walid
2
Mitic, Peter
2
Pérez Amaral, Teodosio
2
Santos, Paulo Araújo
2
So, Mike Ka-pui
2
Zhang, Zhengjun
2
Abad, Pilar
1
Adewuyi, Adeolu O.
1
Afonso, António
1
Al-Hassan, Abdullah
1
Albulescu, Claudiu Tiberiu
1
Allen, David E.
1
Alves, Isabel Fraga
1
Arnsdorf, Matthias
1
Arrieta, Daniel
1
Asai, Manabu
1
Bajo, Emanuele
1
Bandi, Federico M.
1
Barbi, Massimiliano
1
Barro, Diana
1
Barziy, Illya
1
Bee, Marco
1
Benavides, Guillermo
1
Benito Muela, Sonia
1
Biljon, L. van
1
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Published in...
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
The journal of risk model validation
Working papers
Insurance / Mathematics & economics
96
Journal of risk management in financial institutions
85
Risks : open access journal
78
The journal of operational risk
75
Journal of banking & finance
74
European journal of operational research : EJOR
53
Journal of risk
49
Finance research letters
42
Journal of risk and financial management : JRFM
37
Economic modelling
30
International review of financial analysis
30
Energy economics
27
Quantitative finance
27
International journal of theoretical and applied finance
24
SpringerLink / Bücher
22
International review of economics & finance : IREF
19
Applied economics
17
Discussion paper / Tinbergen Institute
17
Research paper series / Swiss Finance Institute
17
Wiley finance series
16
International journal of economics and financial issues : IJEFI
15
International journal of forecasting
15
International journal of risk assessment and management : IJRAM
15
The European journal of finance
15
Journal of securities operations & custody
14
The journal of credit risk : published quarterly by Incisive Media
14
Finance and stochastics
13
Journal of empirical finance
13
Journal of financial stability
13
Computational economics
12
International journal of finance & economics : IJFE
12
Journal of international financial markets, institutions & money
12
NBER working paper series
12
Pacific-Basin finance journal
12
Research in international business and finance
12
Applied economics letters
11
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ECONIS (ZBW)
79
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1
The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
2
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
Saved in:
3
HRP performance comparison in portfolio optimization under various codependence and distance metrics
Barziy, Illya
;
Chlebus, Marcin
-
2020
Persistent link: https://www.econbiz.de/10012322189
Saved in:
4
Value-at-risk: the comparison of state-of-the-art models on varous assets
Kielak, Karol
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322235
Saved in:
5
Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi
-
2022
Persistent link: https://www.econbiz.de/10012886096
Saved in:
6
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:
7
GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets
Yao, Can-Zhong
;
Li, Min-Jian
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483642
Saved in:
8
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
9
Value-at-risk and the global financial crisis
Ha Tran Manh
;
Mai Ngoc Tran
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 41-83
Persistent link: https://www.econbiz.de/10014485605
Saved in:
10
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
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