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type_genre:"Hochschulschrift"
~isPartOf:"Journal of risk"
~subject:"Forecasting model"
~subject:"Multivariate Verteilung"
~type_genre:"Article in journal"
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Search: subject_exact:"Risk management"
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Forecasting model
Multivariate Verteilung
Risikomanagement
76
Risk management
76
Portfolio selection
40
Portfolio-Management
40
Risikomaß
40
Risk measure
40
Theorie
32
Theory
32
risk management
23
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value-at-risk (VaR)
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Abad, Pilar
1
Benito Muela, Sonia
1
Berger, Theo
1
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1
Braun, Valentin
1
Chang, Meng-Shiuh
1
Charoenwong, Ben
1
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1
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1
Tanoue, Yuta
1
Weiß, Gregor
1
Xu, Jing
1
Yamashita, Satoshi
1
Yuan, Jing
1
Zhang, Xiaofei
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Journal of risk
Insurance / Mathematics & economics
25
Risks : open access journal
16
Energy economics
15
International journal of forecasting
15
European journal of operational research : EJOR
14
Journal of risk management in financial institutions
14
Journal of banking & finance
12
Journal of risk and financial management : JRFM
12
International review of financial analysis
9
Economic modelling
7
Finance research letters
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Quantitative finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of risk model validation
7
Applied economics
6
International journal of finance & economics : IJFE
6
Agricultural finance review
5
International review of economics & finance : IREF
5
Journal of financial econometrics
5
Journal of forecasting
5
Pacific-Basin finance journal
5
Astin bulletin : the journal of the International Actuarial Association
4
Journal of econometrics
4
Risiko-Manager
4
The European journal of finance
4
Applied economics letters
3
Computers & operations research : and their applications to problems of world concern ; an international journal
3
Finance and stochastics
3
International journal of financial engineering and risk management
3
International journal of production economics
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International journal of theoretical and applied finance
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Investment management and financial innovations
3
Research in international business and finance
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Review of quantitative finance and accounting
3
The journal of futures markets
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Annals of financial economics
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ECONIS (ZBW)
12
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1
Modeling loss given default regressions
Li, Phillip
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Saved in:
2
Loss given default estimation : a two-stage model with classification tree-based boosting and support vector logistic regression
Tanoue, Yuta
;
Yamashita, Satoshi
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 19-37
Persistent link: https://www.econbiz.de/10012059863
Saved in:
3
Could holding multiple safe havens improve diversification in a portfolio? : the extended skew-t vine copula approach
Chang, Meng-Shiuh
;
Yuan, Jing
;
Xu, Jing
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 61-91
Persistent link: https://www.econbiz.de/10012059925
Saved in:
4
Forecasting corporate defaults in the German stock market
Mertens, Richard Lennart
;
Poddig, Thorsten
;
Fieberg, …
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 29-54
Persistent link: https://www.econbiz.de/10011962407
Saved in:
5
Does higher-frequency data always help to predict longer-horizon volatility?
Charoenwong, Ben
;
Feng, Guanhao
- In:
Journal of risk
19
(
2017
)
5
,
pp. 55-75
Persistent link: https://www.econbiz.de/10011747111
Saved in:
6
How risk managers should fix tracking error volatility and value-at-risk constraints in asset management
Riccetti, Luca
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 79-102
Persistent link: https://www.econbiz.de/10011710254
Saved in:
7
Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis
Abad, Pilar
;
Benito Muela, Sonia
;
López-Martín, Carmen
; …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011598265
Saved in:
8
Path-consistent wrong-way risk : a structural model approach
Hofer, Markus
- In:
Journal of risk
19
(
2016
)
1
,
pp. 25-42
Persistent link: https://www.econbiz.de/10011579756
Saved in:
9
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
10
Copulas and portfolio strategies : an applied risk management perspective
Berger, Theo
;
Missong, Martin
- In:
Journal of risk
17
(
2014/15
)
2
,
pp. 51-91
Persistent link: https://www.econbiz.de/10010476248
Saved in:
1
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