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subject:"Risikomaß"
~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"
~subject:"Volatility"
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Risikomaß
Finanzdienstleistung
Volatility
Risk management
126
Risikomanagement
124
Risk measure
58
Portfolio selection
44
Portfolio-Management
44
Theorie
39
Theory
39
Risk
36
Risiko
35
Credit risk
23
Kreditrisiko
23
Hedging
22
ARCH model
21
ARCH-Modell
21
Volatilität
19
Bank risk
18
Bankrisiko
18
Financial services
14
Statistical distribution
14
Statistische Verteilung
14
Estimation
13
Schätzung
13
Financial crisis
12
Finanzkrise
12
risk management
12
Capital income
11
Kapitaleinkommen
11
Basel Accord
10
Basler Akkord
10
Modellierung
10
Scientific modelling
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Spillover effect
10
Spillover-Effekt
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Welt
10
World
10
Forecasting model
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Option pricing theory
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59
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English
70
French
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Caporin, Massimiliano
4
Hammoudeh, Shawkat
4
McAleer, Michael
4
Billio, Monica
3
Frattarolo, Lorenzo
3
Jimenez-Martin, Juan-Angel
3
Kang, Sang Hoon
3
Mensi, Walid
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
Jacobs, Michael <Jr.>
2
Mitic, Peter
2
Pérez Amaral, Teodosio
2
Santos, Paulo Araújo
2
Ur Rehman, Mobeen
2
Abad, Pilar
1
Adewuyi, Adeolu O.
1
Afonso, António
1
Al-Hassan, Abdullah
1
Al-Maadid, Alanoud
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
Barbi, Massimiliano
1
Barro, Diana
1
Barziy, Illya
1
Bee, Marco
1
Benavides, Guillermo
1
Benito Muela, Sonia
1
Biljon, L. van
1
Bouri, Elie
1
Breeden, Joseph L.
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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
97
Risks : open access journal
90
Journal of risk management in financial institutions
89
Journal of banking & finance
77
The journal of operational risk
75
European journal of operational research : EJOR
57
Journal of risk
52
Finance research letters
51
Journal of risk and financial management : JRFM
40
International review of financial analysis
36
Energy economics
34
Economic modelling
31
Quantitative finance
29
International journal of theoretical and applied finance
25
SpringerLink / Bücher
22
Discussion paper / Tinbergen Institute
21
International review of economics & finance : IREF
21
Applied economics
20
International journal of risk assessment and management : IJRAM
17
Research paper series / Swiss Finance Institute
17
The European journal of finance
17
Wiley finance series
17
International journal of economics and financial issues : IJEFI
16
International journal of forecasting
15
NBER working paper series
15
Research in international business and finance
15
The journal of credit risk : published quarterly by Incisive Media
15
International journal of finance & economics : IJFE
14
Journal of econometrics
14
Journal of international financial markets, institutions & money
14
Journal of securities operations & custody
14
Pacific-Basin finance journal
14
Finance and stochastics
13
Journal of empirical finance
13
Journal of financial stability
13
Applied economics letters
12
Computational economics
12
Journal of financial econometrics
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ECONIS (ZBW)
71
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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
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:
7
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:
8
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:
9
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
Saved in:
10
A new automated model validation tool for financial institutions
Fan, Lingling
;
Schneider, Alex
;
Joumaa, Mazin
- In:
The journal of risk model validation
17
(
2023
)
3
,
pp. 59-85
Persistent link: https://www.econbiz.de/10014485777
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