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~accessRights:"restricted"
~isPartOf:"Journal of banking & finance"
~subject:"Financial services"
~subject:"Prognoseverfahren"
~subject:"Statistischer Test"
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Financial services
Prognoseverfahren
Statistischer Test
Risikomaß
56
Risk measure
56
Portfolio selection
31
Portfolio-Management
31
Theorie
29
Theory
29
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Bernard, Carole
2
McNeil, Alexander J.
2
Abduraimova, Kumushoy
1
An, Yunbi
1
Bonaccolto, Giovanni
1
Breuer, Thomas
1
Brownlees, Christian
1
Caporin, Massimiliano
1
Chabot, Ben
1
Cui, Xuecan
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Gagnon, Marie-Hélène
1
Ghysels, Eric
1
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1
He, Liang
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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
Paterlini, Sandra
1
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1
Petrella, Lea
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Power, Gabriel J.
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Journal of banking & finance
International journal of forecasting
33
Finance research letters
32
Journal of risk
16
Journal of forecasting
14
The journal of risk model validation
14
Journal of financial econometrics
13
Computational economics
12
Quantitative finance
12
European journal of operational research : EJOR
11
Energy economics
10
Journal of empirical finance
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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
Applied economics
8
Journal of econometrics
7
The European journal of finance
7
Economic modelling
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Applied economics letters
5
Discussion papers / CEPR
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International review of economics & finance : IREF
5
Journal of economic dynamics & control
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Risk management : a journal of risk, crisis and disaster
5
The journal of operational risk
5
Journal of commodity markets
4
Pacific-Basin finance journal
4
Research in international business and finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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 risk : JOR
3
Research paper series / Swiss Finance Institute
3
Review of financial economics : RFE
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ECONIS (ZBW)
18
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1
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:
2
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:
3
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:
4
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:
5
Contagion and tail risk in complex financial networks
Abduraimova, Kumushoy
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013530779
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Systematic stress tests on public data
Breuer, Thomas
;
Summer, Martin
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012521044
Saved in:
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