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subject:"Risikomaß"
~isPartOf:"Journal of international financial markets, institutions & money"
~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"
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Risikomaß
Risk management
153
Risikomanagement
151
Risk measure
68
Portfolio selection
52
Portfolio-Management
52
Risk
45
Theorie
45
Theory
45
Risiko
44
Credit risk
28
Kreditrisiko
28
Bank risk
27
Bankrisiko
27
ARCH model
25
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25
Hedging
24
Volatility
24
Volatilität
24
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18
Finanzkrise
18
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18
Statistische Verteilung
18
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17
Financial services
17
Finanzdienstleistung
17
Schätzung
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Capital income
15
Kapitaleinkommen
15
Welt
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World
15
Basel Accord
13
Basler Akkord
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Spillover effect
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Spillover-Effekt
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risk management
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Bank
11
Systemic risk
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Systemrisiko
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56
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English
67
French
1
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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
Chlebus, Marcin
2
Hammoudeh, Shawkat
2
Kang, Sang Hoon
2
McAleer, Michael
2
Mensi, Walid
2
Mitic, Peter
2
Santos, Paulo Araújo
2
Stoja, Evarist
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
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Asai, Manabu
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Bajo, Emanuele
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Barbi, Massimiliano
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Barro, Diana
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Barziy, Illya
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Bekiros, Stelios D.
1
BenSaïda, Ahmed
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Benito Muela, Sonia
1
Bhatti, Muhammad Ishaq
1
Biljon, L. van
1
Bouri, Elie
1
Breeden, Joseph L.
1
Bruzda, Joanna
1
Cabello, Alejandra
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Journal of international financial markets, institutions & money
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
93
Risks : open access journal
53
Journal of banking & finance
52
Journal of risk
40
European journal of operational research : EJOR
39
Finance research letters
29
Economic modelling
27
Energy economics
27
The journal of operational risk
27
International review of financial analysis
20
Journal of risk management in financial institutions
20
Quantitative finance
19
International review of economics & finance : IREF
16
International journal of theoretical and applied finance
15
Journal of risk and financial management : JRFM
15
Applied economics
14
Discussion paper / Tinbergen Institute
14
International journal of forecasting
13
Research paper series / Swiss Finance Institute
13
SpringerLink / Bücher
13
The European journal of finance
13
Finance and stochastics
12
Journal of econometrics
12
Journal of empirical finance
12
Computational economics
10
International journal of risk assessment and management : IJRAM
10
Research in international business and finance
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
International journal of finance & economics : IJFE
9
Journal of mathematical finance
9
Pacific-Basin finance journal
9
Scandinavian actuarial journal
9
The journal of credit risk : published quarterly by Incisive Media
9
Applied economics letters
8
Astin bulletin : the journal of the International Actuarial Association
8
International journal of production research
8
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ECONIS (ZBW)
68
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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
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
Dai, Yun-Shi
;
Dai, Peng-Fei
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014482970
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
Does systematic tail risk matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
Saved in:
9
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:
10
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
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