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~accessRights:"restricted"
~language:"eng"
~person:"Embrechts, Paul"
~person:"Ji, Qiang"
~person:"Polanski, Arnold"
~person:"Vries, Casper G. de"
~subject:"Risikomaß"
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Search: subject:"Value at Risk"
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Risikomaß
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19
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8
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7
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7
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Embrechts, Paul
Ji, Qiang
Polanski, Arnold
Vries, Casper G. de
Wang, Ruodu
23
Righi, Marcelo Brutti
18
Hammoudeh, Shawkat
14
Mensi, Walid
14
Boonen, Tim J.
13
Härdle, Wolfgang
12
Kang, Sang Hoon
11
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11
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10
Müller, Fernanda Maria
10
Tan, Ken Seng
10
Brandtner, Mario
9
Gupta, Rangan
9
Jiang, Cuixia
9
Mao, Tiantian
9
Pichler, Alois
9
Rüschendorf, Ludger
9
Xu, Qifa
9
Cheung, Ka Chun
8
Furman, Edward
8
Gerlach, Richard
8
Hoga, Yannick
8
Kumar, Dilip
8
Munari, Cosimo-Andrea
8
Shahzad, Syed Jawad Hussain
8
Vanduffel, Steven
8
Al-Yahyaee, Khamis Hamed
7
Bianchi, Michele Leonardo
7
Kürsten, Wolfgang
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Landsman, Zinoviy
7
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7
Peng, Liang
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Rosazza Gianin, Emanuela
7
Adrian, Tobias
6
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6
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ECONIS (ZBW)
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1
Does systematic tail risk matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
Saved in:
2
Robustness in the optimization of risk measures
Embrechts, Paul
;
Schied, Alexander
;
Wang, Ruodu
- In:
Operations research
70
(
2022
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
Saved in:
3
High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system
Liu, Bing-Yue
;
Fan, Ying
;
Ji, Qiang
;
Hussain, Nazim
- In:
Energy economics
105
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013201958
Saved in:
4
Systemic risk and financial contagion across top global energy companies
Wu, Fei
;
Zhang, Dayong
;
Ji, Qiang
- In:
Energy economics
97
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820838
Saved in:
5
Extreme risk spillover between Chinese and global crude oil futures
Yang, Yuying
;
Ma, Yan-Ran
;
Hu, Min
;
Zhang, Dayong
;
Ji, Qiang
- In:
Finance research letters
40
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012819882
Saved in:
6
Dependence risk analysis in energy, agricultural and precious metals commodities : a pair vine copula approach
Kumar, Satish
;
Tiwari, Aviral Kumar
;
Raheem, I. D.
;
Ji, …
- In:
Applied economics
52
(
2020
)
28
,
pp. 3055-3072
Persistent link: https://www.econbiz.de/10012221480
Saved in:
7
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
8
Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS
Ji, Qiang
;
Liu, Bing-Yue
;
Zhao, Wan-Li
;
Fan, Ying
- In:
International review of financial analysis
68
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012301045
Saved in:
9
Risk dependence of CoVaR and structural change between oil prices and exchange rates : a time-varying copula model
Ji, Qiang
;
Liu, Bing-Yue
;
Fan, Ying
- In:
Energy economics
77
(
2019
),
pp. 80-92
Persistent link: https://www.econbiz.de/10012306349
Saved in:
10
Quantile-based risk sharing
Embrechts, Paul
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Operations research
66
(
2018
)
4
,
pp. 936-949
Persistent link: https://www.econbiz.de/10011916624
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