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subject:"Risk Management"
subject:"Volatility"
~isPartOf:"CFS Working Paper Series"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The journal of risk model validation"
~subject:"Risk measure"
~subject:"Statistische Verteilung"
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Risk Management
Volatility
Risk measure
Statistische Verteilung
Risk management
77
Risikomanagement
75
Risikomaß
33
Theorie
22
Theory
22
Credit risk
21
Kreditrisiko
21
Portfolio selection
19
Portfolio-Management
19
Risiko
19
Risk
19
Bank risk
17
Bankrisiko
17
Financial services
14
Finanzdienstleistung
14
Statistical distribution
12
Basel Accord
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Basler Akkord
11
ARCH model
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ARCH-Modell
10
Modellierung
9
Scientific modelling
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Bank
8
Financial crisis
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Forecasting model
7
Prognoseverfahren
7
Volatilität
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Welt
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World
7
backtesting
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Ausreißer
6
Bankenaufsicht
6
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Estimation
6
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6
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Article
36
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36
Aufsatz in Zeitschrift
36
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English
37
Undetermined
3
Author
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Bloxham, Nicholas
2
Mitic, Peter
2
Mittnik, Stefan
2
Paolella, Marc S.
2
Stoja, Evarist
2
Abad, Pilar
1
Arnsdorf, Matthias
1
Arrieta, Daniel
1
Bee, Marco
1
Bekiros, Stelios D.
1
BenSaïda, Ahmed
1
Benito Muela, Sonia
1
Bhatti, Muhammad Ishaq
1
Biljon, L. van
1
Breeden, Joseph L.
1
Cai, Chunlin
1
Caporin, Massimiliano
1
Chen, Wei
1
Cooper, James
1
Dai, Peng-Fei
1
Dai, Yun-Shi
1
Dobrinov, Nikolay
1
Erdman, Donald
1
Fałdziński, Marcin
1
Fischer, Matthias
1
Georgiopoulos, Nick
1
Georgoutsos, Demetris A.
1
Gjølberg, Ole
1
Gonpot, Preethee Nunkoo
1
Ha Tran Manh
1
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1
Harris, Richard D. F.
1
Hassani, Bertrand
1
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1
Jacobs, Michael <Jr.>
1
Koeppl, Thorsten V.
1
Kontaxis, Grigorios
1
Koubaa, Yosra
1
Kräussl, Roman
1
Lee, Seungho
1
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Center for Financial Studies
4
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CFS Working Paper Series
Journal of international financial markets, institutions & money
The journal of risk model validation
Insurance / Mathematics & economics
100
Risks : open access journal
65
Journal of banking & finance
55
European journal of operational research : EJOR
48
Journal of risk
43
Finance research letters
39
Energy economics
34
The journal of operational risk
33
Economic modelling
28
MPRA Paper
28
International review of financial analysis
27
The North American journal of economics and finance : a journal of financial economics studies
27
Journal of risk management in financial institutions
24
Quantitative finance
21
Discussion paper / Tinbergen Institute
20
International review of economics & finance : IREF
18
Journal of risk and financial management : JRFM
18
Applied economics
17
International journal of theoretical and applied finance
17
Springer eBook Collection
17
Journal of econometrics
16
The European journal of finance
16
International journal of economics and financial issues : IJEFI
15
SpringerLink / Bücher
14
International journal of forecasting
13
Managing and Measuring Risk:Emerging Global Standards and Regulations After the Financial Crisis
13
Research paper series / Swiss Finance Institute
13
Finance and stochastics
12
International journal of risk assessment and management : IJRAM
12
Journal of empirical finance
12
Journal of financial econometrics
12
Research in international business and finance
12
Working papers
12
Computational economics
11
International journal of finance & economics : IJFE
11
Pacific-Basin finance journal
11
Scandinavian actuarial journal
11
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ECONIS (ZBW)
36
RePEc
4
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Quantifying model selection risk in macroeconomic sensitivity models
Breeden, Joseph L.
;
Dobrinov, Nikolay
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 55-71
Persistent link: https://www.econbiz.de/10014540599
Saved in:
7
Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio
Jacobs, Michael <Jr.>
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 73-111
Persistent link: https://www.econbiz.de/10014540601
Saved in:
8
Model risk qualification based on relative entropy
Arrieta, Daniel
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014540603
Saved in:
9
Evaluation of backtesting techniques on risk models with different horizons
Kontaxis, Grigorios
;
Tsolas, Ioannis E.
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 29-50
Persistent link: https://www.econbiz.de/10013173367
Saved in:
10
Incremental value-at-risk
Mitic, Peter
;
Cooper, James
;
Bloxham, Nicholas
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 65-101
Persistent link: https://www.econbiz.de/10014335925
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