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~isPartOf:"Applied economics"
~subject:"Bank risk"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Risk measure"
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Bank risk
Prognoseverfahren
Risikomaß
53
Risk measure
53
Theorie
23
Theory
23
ARCH model
20
ARCH-Modell
20
Portfolio selection
20
Portfolio-Management
20
Estimation
18
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18
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15
Risk
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extreme value theory
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11
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Blazsek, Szabolcs
3
Monteros, Luis Antonio
2
Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Al-Yahyaee, Khamis Hamed
1
Chang, Matthew C.
1
Charfeddine, Lanouar
1
Cover, James Peery
1
Diao, Xundi
1
Hammoudeh, Shawkat
1
He, Yingchen
1
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1
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1
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1
Hung, Jui-Cheng
1
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1
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1
Liu, Su-Ping
1
Mensi, Walid
1
Pan, Xiao
1
Park, Sumin
1
Qin, Xiao
1
Silva, André Luiz Carvalhal da
1
Su, Jung-bin
1
Wang, Yi-Hsien
1
Zeuli, Marcelo
1
Zhou, Chunyang
1
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Applied economics
International journal of forecasting
49
Journal of forecasting
32
Finance research letters
31
Journal of banking & finance
28
Risks : open access journal
25
Journal of risk
22
International review of financial analysis
20
Journal of empirical finance
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
The North American journal of economics and finance : a journal of financial economics studies
17
The journal of operational risk
17
The journal of risk model validation
17
Journal of risk management in financial institutions
15
Economic modelling
14
Computational economics
13
European journal of operational research : EJOR
11
Journal of economic dynamics & control
11
Journal of financial econometrics
11
Journal of financial stability
11
Energy economics
10
Journal of risk and financial management : JRFM
10
Quantitative finance
10
The European journal of finance
10
Applied economics letters
9
Insurance / Mathematics & economics
8
International review of economics & finance : IREF
8
Pacific-Basin finance journal
8
Research in international business and finance
8
Journal of econometrics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of international financial markets, institutions & money
5
Review of quantitative finance and accounting
5
Risk management : a journal of risk, crisis and disaster
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Financial innovation : FIN
4
Finanzmarkt und Portfolio-Management
4
International journal of finance & economics : IJFE
4
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ECONIS (ZBW)
11
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1
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:
2
The impact of liquidity on portfolio value-at-risk forecasts
Hung, Jui-Cheng
;
Su, Jung-bin
;
Chang, Matthew C.
;
Wang, …
- In:
Applied economics
52
(
2020
)
3
,
pp. 242-259
Persistent link: https://www.econbiz.de/10012197387
Saved in:
3
Tail dependence risk exposure and diversification potential of Islamic and conventional banks
Hernandez, Jose Arreola
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Applied economics
51
(
2019
)
44
,
pp. 4856-4869
Persistent link: https://www.econbiz.de/10012197121
Saved in:
4
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Saved in:
5
Backtesting Basel III : evaluating the market risk of past crises through the current regulation
Zeuli, Marcelo
;
Silva, André Luiz Carvalhal da
- In:
Applied economics
50
(
2018
)
59
,
pp. 6382-6396
Persistent link: https://www.econbiz.de/10012063432
Saved in:
6
Long range dependence in an emerging stock market's sectors : volatility modelling and VaR forecasting
Abuzayed, Bana
;
Al-Fayoumi, Nedal
;
Charfeddine, Lanouar
- In:
Applied economics
50
(
2018
)
23
,
pp. 2569-2599
Persistent link: https://www.econbiz.de/10011850296
Saved in:
7
Event-study analysis by using dynamic conditional score models
Blazsek, Szabolcs
;
Monteros, Luis Antonio
- In:
Applied economics
49
(
2017
)
45
,
pp. 4530-4541
Persistent link: https://www.econbiz.de/10011844230
Saved in:
8
Dynamic conditional score models of degrees of freedom : filtering with score-driven heavy tails
Blazsek, Szabolcs
;
Monteros, Luis Antonio
- In:
Applied economics
49
(
2017
)
53
,
pp. 5426-5440
Persistent link: https://www.econbiz.de/10011845187
Saved in:
9
Estimating multi-period value at risk of oil futures prices
Zhou, Chunyang
;
Qin, Xiao
;
Diao, Xundi
;
He, Yingchen
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 2994-3004
Persistent link: https://www.econbiz.de/10011615344
Saved in:
10
Do market prices aggregate information about macroeconomic uncertainty (or risk)?
Cover, James Peery
;
Lee, Hye-Jin
- In:
Applied economics
47
(
2015
)
40/42
,
pp. 4511-4534
Persistent link: https://www.econbiz.de/10011295329
Saved in:
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