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~isPartOf:"Applied economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Research in international business and finance"
~subject:"Basel Accord"
~subject:"Kapitaleinkommen"
~subject:"Systemrisiko"
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Search: subject:"Expected Shortfall"
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Basel Accord
Kapitaleinkommen
Systemrisiko
Risikomaß
143
Risk measure
143
Theorie
61
Theory
61
ARCH model
57
ARCH-Modell
57
Portfolio selection
55
Portfolio-Management
55
Estimation
41
Schätzung
41
Risk management
36
Risikomanagement
35
Statistical distribution
35
Statistische Verteilung
35
Volatility
34
Volatilität
34
Capital income
33
Risiko
32
Risk
32
Forecasting model
27
Prognoseverfahren
27
Outliers
22
Ausreißer
21
Börsenkurs
19
Share price
19
Multivariate Verteilung
17
Multivariate distribution
17
Time series analysis
17
Zeitreihenanalyse
17
Financial crisis
14
Finanzkrise
14
Hedging
13
Aktienmarkt
12
Stock market
12
Value-at-Risk
12
Virtual currency
12
Virtuelle Währung
12
Correlation
10
Korrelation
10
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Undetermined
34
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Article
41
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41
Aufsatz in Zeitschrift
41
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English
41
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Al Rababa'a, Abdel Razzaq
2
Alomari, Mohammad
2
Long, Huaigang
2
McMillan, David G.
2
Aboura, Sofiane
1
Ahmad, Wasim
1
Allen, David E.
1
Alles, Lakshman
1
Aloui, Riadh
1
Barbi, Massimiliano
1
Bee, Marco
1
Bekiros, Stelios
1
Bi, Jia
1
Boukef Jlassi, Nabila
1
Caliskan, Hande
1
Cevik, Emrah I.
1
Chan, Stephen
1
Changchien, Chang-Cheng
1
Cheng, Wan-hsiu
1
Chevallier, Julien
1
Chiang, Thomas C.
1
Choi, Pilsun
1
Choi, Sun-Yong
1
Chu, Guoqing
1
Chu, Jeffrey
1
Daly, Michael
1
DasGupta, Ranjan
1
De Lira Salvatierra, Irving Arturo
1
Degiannakis, Stavros
1
Derbali, Abdelkader
1
Dibooglu, Sel
1
Ding, Jin
1
Dupuis, Debbie J.
1
Echaust, Krzysztof
1
Engsted, Tom
1
Ergen, Ibrahim
1
Floros, Christos
1
Geman, Hélyette
1
Hallara, Slaheddine
1
Hammoudeh, Shawkat
1
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Applied economics
Journal of empirical finance
Research in international business and finance
Journal of banking & finance
48
Finance research letters
36
International review of financial analysis
34
The North American journal of economics and finance : a journal of financial economics studies
30
Insurance / Mathematics & economics
28
Journal of risk
26
Discussion paper / Tinbergen Institute
21
Econometric Institute research papers
21
Risks : open access journal
21
Economic modelling
18
Energy economics
16
International review of economics & finance : IREF
16
International journal of forecasting
15
Journal of econometrics
15
Journal of risk management in financial institutions
15
Journal of financial stability
14
Journal of international financial markets, institutions & money
14
Pacific-Basin finance journal
14
Working paper
14
Research paper series / Swiss Finance Institute
13
The journal of operational risk
13
The journal of risk model validation
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of forecasting
12
Journal of risk and financial management : JRFM
12
The European journal of finance
12
Journal of financial econometrics
11
Quantitative finance
11
Applied economics letters
10
The journal of credit risk : published quarterly by Incisive Media
10
Working papers
10
Journal of economic dynamics & control
9
SFB 649 discussion paper
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
CFS working paper series
8
European journal of operational research : EJOR
8
International journal of theoretical and applied finance
8
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ECONIS (ZBW)
41
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41
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1
Identifying systemically important financial institutions in Turkey
Caliskan, Hande
;
Cevik, Emrah I.
;
Kirci C̦evik, Nüket
; …
- In:
Research in international business and finance
56
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013267844
Saved in:
2
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
3
Diversification benefits of NFTs for conventional asset investors : evidence from CoVaR with higher moments and optimal hedge ratios
Umar, Zaghum
;
Usman, Muhammad
;
Choi, Sun-Yong
;
Rice, John
- In:
Research in international business and finance
65
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014432749
Saved in:
4
Financial networks and systemic risk vulnerabilities : a tale of Indian banks
Ahmad, Wasim
;
Tiwari, Shiv Ratan
;
Wadhwani, Akshay
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014434078
Saved in:
5
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
6
Is gold still a safe haven for stock markets? : new insights through the tail thickness of portfolio return distributions
Echaust, Krzysztof
;
Just, Małgorzata
- In:
Research in international business and finance
63
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014248962
Saved in:
7
Multiscale relationship between economic policy uncertainty and sectoral returns : implications for portfolio management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
Ur …
- In:
Research in international business and finance
61
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014246854
Saved in:
8
Tail-risk spillovers from China to G7 stock market returns during the COVID-19 outbreak : a market and sectoral analysis
Aloui, Riadh
;
Jabeur, Sami Ben
;
Mefteh-Wali, Salma
- In:
Research in international business and finance
62
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014247870
Saved in:
9
An extreme value analysis of the tail relationships between returns and volumes for high frequency cryptocurrencies
Chan, Stephen
;
Chu, Jeffrey
;
Zhang, Yuanyuan
; …
- In:
Research in international business and finance
59
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013402146
Saved in:
10
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
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