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~accessRights:"restricted"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Working paper"
~subject:"Financial services"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Risk measure"
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Financial services
Prognoseverfahren
Risikomaß
81
Risk measure
81
Theorie
42
Theory
42
Portfolio selection
37
Portfolio-Management
37
Risiko
34
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34
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32
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English
26
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Bernard, Carole
2
Hoga, Yannick
2
McNeil, Alexander J.
2
Abduraimova, Kumushoy
1
An, Yunbi
1
Bee, Marco
1
Breuer, Thomas
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Cui, Xuecan
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
He, Liang
1
Jordan, Alexander I.
1
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1
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1
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1
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1
León Valle, Ángel Manuel
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1
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Merlo, Luca
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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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Journal of banking & finance
Journal of financial econometrics
Working paper
International journal of forecasting
33
Finance research letters
28
Journal of risk
16
Journal of forecasting
13
The journal of risk model validation
13
Computational economics
12
Quantitative finance
11
European journal of operational research : EJOR
10
Journal of empirical finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
Insurance / Mathematics & economics
9
International review of financial analysis
9
Energy economics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Applied economics
7
The European journal of finance
7
Economic modelling
6
Journal of econometrics
6
Applied economics letters
5
Discussion papers / CEPR
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International review of economics & finance : IREF
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Journal of commodity markets
4
Journal of economic dynamics & control
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Pacific-Basin finance journal
4
Research in international business and finance
4
Risk management : a journal of risk, crisis and disaster
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of operational risk
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
BestMasters
3
International journal of finance & economics : IJFE
3
International journal of theoretical and applied finance
3
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of risk : JOR
3
Research paper series / Swiss Finance Institute
3
Review of financial economics : RFE
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ECONIS (ZBW)
26
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1
Impact of systemic risk regulation on optimal policies and asset prices
Bernard, Carole
;
Cui, Xuecan
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491945
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
Encompassing tests for value at risk and expected shortfall multistep forecasts based on inference on the boundary
Dimitriadis, Timo
;
Liu, Xiaochun
;
Schnaitmann, Julie
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 412-444
Persistent link: https://www.econbiz.de/10014314753
Saved in:
4
Measuring systemic risk using multivariate quantile-located ES models
Garcia-Jorcano, Laura
;
Sanchis-Marco, Lidia
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 1-72
Persistent link: https://www.econbiz.de/10013542847
Saved in:
5
Improving value-at-risk prediction under model uncertainty
Peng, Shige
;
Yang, Shuzhen
;
Yao, Jianfeng
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 228-259
Persistent link: https://www.econbiz.de/10013542865
Saved in:
6
Limit theory for forecasts of extreme distortion risk measures and expectiles
Hoga, Yannick
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 18-44
Persistent link: https://www.econbiz.de/10012878185
Saved in:
7
Bayesian semi-parametric realized conditional autoregressive expectile models for tail risk forecasting
Gerlach, Richard
;
Wang, Chao
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 105-138
Persistent link: https://www.econbiz.de/10012878188
Saved in:
8
Forecasting value at risk and expected shortfall using a model with a dynamic omega ratio
Taylor, James W.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463062
Saved in:
9
A new approach to credit ratings
Pertaia, Giorgi
;
Prokhorov, Artem
;
Uryasev, Stan
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
Saved in:
10
Modeling time-varying tail dependence, with application to systemic risk forecasting
Hoga, Yannick
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 1007-1037
Persistent link: https://www.econbiz.de/10013460046
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