//--> //--> //--> //-->
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
~isPartOf:"Applied economics"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Credit risk"
~subject:"Multivariate Verteilung"
~subject:"Prognoseverfahren"
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
Credit risk
Multivariate Verteilung
Prognoseverfahren
Risk measure
211
Risikomaß
210
Theorie
137
Theory
137
Portfolio selection
102
Portfolio-Management
102
Risiko
85
Risk
85
Risikomanagement
68
Risk management
68
Measurement
48
Messung
48
Stochastic process
44
Stochastischer Prozess
44
Mathematical programming
33
Mathematische Optimierung
33
Statistical distribution
31
Statistische Verteilung
31
ARCH model
25
ARCH-Modell
25
Estimation
24
Schätzung
24
Volatility
24
Volatilität
24
Multivariate distribution
18
Forecasting model
16
Risikoaversion
15
Risk aversion
15
Ausreißer
14
Capital income
14
Kapitaleinkommen
14
Outliers
14
Estimation theory
13
Kreditrisiko
13
Schätztheorie
13
Experiment
12
Financial crisis
12
more ...
less ...
Online availability
All
Undetermined
33
Type of publication
All
Article
41
Type of publication (narrower categories)
All
Article in journal
41
Aufsatz in Zeitschrift
41
Language
All
English
41
Author
All
Blazsek, Szabolcs
3
Allen, David E.
2
Hammoudeh, Shawkat
2
Hernandez, Jose Arreola
2
Monteros, Luis Antonio
2
Rutkowski, Marek
2
Singh, Abhay Kumar
2
Tiwari, Aviral Kumar
2
Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Al-Yahyaee, Khamis Hamed
1
Amini, Hamed
1
Barbi, Massimiliano
1
Benth, Fred Espen
1
Chang, Matthew C.
1
Charfeddine, Lanouar
1
Choudhry, Taufiq
1
Cont, Rama
1
Cover, James Peery
1
DasGupta, Ranjan
1
Diao, Xundi
1
Dimitrov, Stanko
1
Drenovak, Mikica
1
Durand, Cyril
1
Díaz Hernández, Adán
1
Ergen, Ibrahim
1
Gabrysch, Janet
1
Gabrysch, Sandra
1
Geman, Hélyette
1
Goodwin, Barry K.
1
Gouriéroux, Christian
1
He, Yingchen
1
Ho, Han-Chiang
1
Huang, Alex
1
Huang, Zhenzhen
1
Hung, Jui-Cheng
1
Hurlin, Christophe
1
Irresberger, Felix
1
Ivanković, Miloš
1
Janabi, Mazin A. M. al
1
more ...
less ...
Published in...
All
Applied economics
European journal of operational research : EJOR
International journal of theoretical and applied finance
International journal of forecasting
53
Journal of banking & finance
46
Finance research letters
39
Risks : open access journal
33
Journal of forecasting
32
Insurance / Mathematics & economics
31
Journal of risk
27
The North American journal of economics and finance : a journal of financial economics studies
26
The journal of risk model validation
25
Discussion paper / Tinbergen Institute
24
Energy economics
24
International review of financial analysis
24
Economic modelling
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
The journal of credit risk : published quarterly by Incisive Media
19
Journal of empirical finance
18
Journal of risk and financial management : JRFM
17
Computational economics
16
Journal of risk management in financial institutions
16
The European journal of finance
16
SFB 649 discussion paper
15
Quantitative finance
14
Econometric Institute research papers
13
International review of economics & finance : IREF
13
Journal of financial econometrics
13
Journal of international financial markets, institutions & money
12
Applied economics letters
11
Research paper series / Swiss Finance Institute
11
Working paper
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of economic dynamics & control
9
Pacific-Basin finance journal
9
School of Accounting, Finance and Economics & FEMARC working paper series
9
Journal of financial services research : JFSR
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Discussion paper / Deutsche Bundesbank
7
Journal of econometrics
7
more ...
less ...
Source
All
ECONIS (ZBW)
41
Showing
1
-
10
of
41
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
Saved in:
2
Modelling credit card exposure at default using vine copula quantile regression
Wattanawongwan, Suttisak
;
Mues, Christophe
;
Okhrati, Ramin
- In:
European journal of operational research : EJOR
311
(
2023
)
1
,
pp. 387-399
Persistent link: https://www.econbiz.de/10014336533
Saved in:
3
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
4
Copula-based Black-Litterman portfolio optimization
Sahamkhadam, Maziar
;
Stephan, Andreas
;
Östermark, Ralf
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10013262000
Saved in:
5
Modelling dependence and systemic risk between oil prices and BSE sectoral indices using stochastic copula and CoVar, ΔCoVar and MES approaches
Tiwari, Aviral Kumar
;
Pathak, Rajesh
;
DasGupta, Ranjan
; …
- In:
Applied economics
53
(
2021
)
58
,
pp. 6770-6788
Persistent link: https://www.econbiz.de/10012697968
Saved in:
6
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
7
Flexible modelling of multivariate risks in pricing margin protection insurance : modelling portfolio risks with mixtures of mixtures
Moosavian, Seyyed Ali Zeytoon Nejad
;
Goodwin, Barry K.
- In:
Applied economics
53
(
2021
)
4
,
pp. 411-440
Persistent link: https://www.econbiz.de/10012416054
Saved in:
8
Bayesian Value-at-Risk backtesting : the case of annuity pricing
Leung, Melvern
;
Li, Youwei
;
Pantelous, Athanasios A.
; …
- In:
European journal of operational research : EJOR
293
(
2021
)
2
,
pp. 786-801
Persistent link: https://www.econbiz.de/10012513273
Saved in:
9
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
10
Measuring systemic risk with a dynamic copula-based approach
Jang, Hyun Jin
;
Pan, Xiao
;
Park, Sumin
- In:
Applied economics
53
(
2021
)
50
,
pp. 5843-5863
Persistent link: https://www.econbiz.de/10012627102
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->