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~isPartOf:"Journal of econometrics"
~subject:"Aufsatzsammlung"
~subject:"Risk measure"
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Search: subject_exact:"Risikomanagement"
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Aufsatzsammlung
Risk measure
Risikomanagement
14
Risk management
14
Risikomaß
9
Portfolio selection
7
Portfolio-Management
7
Theorie
7
Theory
7
Risiko
5
Risk
5
Statistical distribution
4
Statistische Verteilung
4
Forecasting model
3
Prognoseverfahren
3
Value at risk
3
ARCH model
2
ARCH-Modell
2
Ausreißer
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CAPM
2
Capital income
2
Correlation
2
Estimation
2
Estimation theory
2
Financial services
2
Finanzdienstleistung
2
Kapitaleinkommen
2
Korrelation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Schätztheorie
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2
Statistical method
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Statistische Methode
2
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9
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English
9
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Zhang, Zhengjun
2
Bandi, Federico M.
1
Catania, Leopoldo
1
Chan, Thomas W. C.
1
Chang, Chia-Lin
1
Chen, Rong
1
Chen, Rui
1
Chen, Yu
1
Chu, Amanda M. Y.
1
Daouia, Abdelaati
1
Girard, Stéphane
1
Härdle, Wolfgang
1
Jiménez-Martín, Juan-Ángel
1
Luati, Alessandra
1
Maasoumi, Esfandiar
1
Patton, Andrew J.
1
Pérez Amaral, Teodosio
1
Renò, Roberto
1
So, Mike Ka-pui
1
Stupfler, Gilles
1
Wang, Weining
1
Wang, Zhicheng
1
Yu, Lining
1
Zhao, Zifeng
1
Ziegel, Johanna F.
1
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Journal of econometrics
Insurance / Mathematics & economics
65
European journal of operational research : EJOR
31
Finance research letters
26
Journal of banking & finance
25
Journal of risk
25
Energy economics
23
The journal of operational risk
18
Quantitative finance
17
Economic modelling
16
The North American journal of economics and finance : a journal of financial economics studies
16
The journal of risk model validation
15
International review of financial analysis
13
Applied economics
12
International review of economics & finance : IREF
12
SpringerLink / Bücher
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Pacific-Basin finance journal
9
International journal of forecasting
8
International journal of theoretical and applied finance
8
Scandinavian actuarial journal
8
Computational economics
7
Journal of empirical finance
7
Journal of financial econometrics
7
Journal of international financial markets, institutions & money
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Research in international business and finance
7
The European journal of finance
7
Astin bulletin : the journal of the International Actuarial Association
6
Journal of mathematical finance
6
Operations research
6
Risks : open access journal
6
Springer eBook Collection
6
Finance and stochastics
5
International journal of finance & economics : IJFE
5
International journal of production research
5
Operations research letters
5
The journal of credit risk : published quarterly by Incisive Media
5
Applied economics letters
4
International journal of financial engineering
4
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ECONIS (ZBW)
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1
Semiparametric modeling of multiple quantiles
Catania, Leopoldo
;
Luati, Alessandra
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014471520
Saved in:
2
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
3
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
4
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
5
Mark to market value at risk
Chen, Yu
;
Wang, Zhicheng
;
Zhang, Zhengjun
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 299-321
Persistent link: https://www.econbiz.de/10012145015
Saved in:
6
Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Patton, Andrew J.
;
Ziegel, Johanna F.
;
Chen, Rui
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
Saved in:
7
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
8
TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang
;
Wang, Weining
;
Yu, Lining
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
Saved in:
9
A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
Saved in:
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