//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~person:"Stoja, Evarist"
~source:"econis"
~subject:"Prognoseverfahren"
~subject:"Risk"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk measure"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Risk
Risiko
3
Risikomanagement
3
Risikomaß
3
Risk management
3
Risk measure
3
Ausreißer
2
Outliers
2
Risikoprämie
2
Risk premium
2
Asset pricing
1
Beta risk
1
Betafaktor
1
CAPM
1
Comoments
1
Estimation
1
Forecasting model
1
Long horizon forecasting
1
Multidimensional risk
1
Multidimensional value at risk
1
Multivariate Analyse
1
Multivariate analysis
1
Portfolio selection
1
Portfolio-Management
1
Schätzung
1
Statistical distribution
1
Statistische Verteilung
1
Systematic risk
1
Systematic tail risk
1
Tail dependence
1
Tail risk
1
Tail risk beta
1
Theorie
1
Theory
1
Two-factor decomposition
1
Value at Risk
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Stoja, Evarist
Wang, Ruodu
18
Righi, Marcelo Brutti
17
Müller, Fernanda Maria
10
Mao, Tiantian
9
Cai, Jun
8
Brandtner, Mario
7
Furman, Edward
7
Gerlach, Richard
7
Gupta, Rangan
7
Pichler, Alois
7
Rosazza Gianin, Emanuela
7
Liu, Haiyan
6
Rüschendorf, Ludger
6
Taylor, James W.
6
Bellini, Fabio
5
Cheung, Ka Chun
5
Feinstein, Zachary
5
Guillén, Montserrat
5
Herrera, Rodrigo
5
Kürsten, Wolfgang
5
Liu, Jia
5
Long, Huaigang
5
Munari, Cosimo-Andrea
5
Peng, Liang
5
Pierdzioch, Christian
5
Rudloff, Birgit
5
Rösch, Daniel
5
Su, Jianxi
5
Vanduffel, Steven
5
Xu, Huifu
5
Asimit, Alexandru V.
4
Boonen, Tim J.
4
Bäuerle, Nicole
4
Centrone, Francesca
4
Chaudhry, Sajid M.
4
Chen, Cathy W. S.
4
Chen, Yanhong
4
Chiang, Thomas C.
4
Denuit, Michel
4
Embrechts, Paul
4
more ...
less ...
Published in...
All
Journal of international financial markets, institutions & money
2
International journal of forecasting
1
Source
All
ECONIS (ZBW)
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Systematic extreme downside risk
Harris, Richard D. F.
;
Nguyen, Linh
;
Stoja, Evarist
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 128-142
Persistent link: https://www.econbiz.de/10012128287
Saved in:
3
Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 958-969
Persistent link: https://www.econbiz.de/10011746932
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->