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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Studies in economics and finance"
~subject:"Risk measure"
~type:"article"
~type_genre:"Conference paper"
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Search: subject_exact:"Estimation"
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Risk measure
Estimation
487
Schätzung
485
Capital income
153
Kapitaleinkommen
153
Theorie
127
Theory
127
Börsenkurs
113
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113
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97
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Alles, Lakshman
1
Bonaccolto, Giovanni
1
Brownlees, Christian
1
Caporin, Massimiliano
1
Chabot, Ben
1
Chen, Yi-Hsuan
1
Chiang, Thomas C.
1
Düllmann, Klaus
1
Ergün, Tolga A.
1
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1
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1
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1
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1
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1
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1
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1
Hua, Jian
1
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1
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1
Kratz, Marie
1
Kumar, Dilip
1
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1
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1
León Valle, Ángel Manuel
1
Li, Qingyuan
1
Li, Si
1
Li, Xu
1
Li, Yi
1
Lok, Yen H.
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1
Merlo, Luca
1
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1
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1
Mulinacci, Sabrina
1
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Journal of banking & finance
Studies in economics and finance
Journal of risk
23
Finance research letters
22
The North American journal of economics and finance : a journal of financial economics studies
20
Applied economics
18
Economic modelling
16
Energy economics
16
International journal of forecasting
16
International review of financial analysis
16
Journal of econometrics
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of empirical finance
13
The journal of risk model validation
13
Insurance / Mathematics & economics
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Quantitative finance
11
Risks : open access journal
11
Research in international business and finance
10
International review of economics & finance : IREF
9
Journal of risk and financial management : JRFM
9
Journal of financial econometrics
8
Pacific-Basin finance journal
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Economics letters
7
Computational economics
6
Journal of economic dynamics & control
6
Journal of forecasting
6
Journal of international financial markets, institutions & money
6
Journal of mathematical finance
6
International journal of finance & economics : IJFE
5
Journal of risk : JOR
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Applied economics letters
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International journal of economics and finance
4
Journal of international money and finance
4
Journal of investment management : JOIM
4
Risk management : a journal of risk, crisis and disaster
4
ASTIN bulletin : the journal of the International Actuarial Association
3
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ECONIS (ZBW)
29
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1
Time-varying dependence and currency tail risk during the Covid-19 pandemic
Gobbi, Fabio
;
Mulinacci, Sabrina
- In:
Studies in economics and finance
40
(
2023
)
5
,
pp. 839-858
Persistent link: https://www.econbiz.de/10014467159
Saved in:
2
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
3
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
Saved in:
4
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
Saved in:
5
Downside risk and the performance of volatility-managed portfolios
Wang, Feifei
;
Yan, Xuemin Sterling
- In:
Journal of banking & finance
131
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013365948
Saved in:
6
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
Saved in:
7
Modeling asset returns under time-varying semi-nonparametric distributions
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012520880
Saved in:
8
Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications
Ruenzi, Stefan
;
Ungeheuer, Michael
;
Weigert, Florian
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012489163
Saved in:
9
Decomposing and backtesting a flexible specification for CoVaR
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Paterlini, …
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012224757
Saved in:
10
National elections and tail risk : international evidence
Li, Qingyuan
;
Li, Si
;
Li, Xu
- In:
Journal of banking & finance
88
(
2018
),
pp. 113-128
Persistent link: https://www.econbiz.de/10011962591
Saved in:
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