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~isPartOf:"Applied economics letters"
~isPartOf:"Energy economics"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Risk measure"
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Prognoseverfahren
Risk measure
337
Risikomaß
336
Theorie
166
Theory
166
Portfolio selection
139
Portfolio-Management
139
Risk
122
Risiko
120
Risikomanagement
103
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103
Volatility
73
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73
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63
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54
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49
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39
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Multivariate Verteilung
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51
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Gupta, Rangan
3
Herrera, Rodrigo
2
Ke, Rui
2
Lee, Yong Woong
2
Lönnbark, Carl
2
Pierdzioch, Christian
2
Salisu, Afees A.
2
Yan, Xing
2
Acereda, Beatriz
1
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1
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1
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1
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1
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Applied economics letters
Energy economics
European journal of operational research : EJOR
Finance research letters
Journal of economic dynamics & control
International journal of forecasting
45
Journal of forecasting
32
Discussion paper / Tinbergen Institute
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of banking & finance
14
Journal of empirical finance
14
Risks : open access journal
14
International review of financial analysis
13
Econometric Institute research papers
11
Journal of financial econometrics
11
Journal of risk
11
The North American journal of economics and finance : a journal of financial economics studies
11
The journal of risk model validation
11
Quantitative finance
10
Applied economics
9
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8
Journal of risk and financial management : JRFM
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Journal of econometrics
6
Journal of risk management in financial institutions
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International review of economics & finance : IREF
5
Research paper series / Swiss Finance Institute
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Discussion papers / CEPR
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of commodity markets
4
Pacific-Basin finance journal
4
Research in international business and finance
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SFB 649 discussion paper
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Annals of financial economics
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ECONIS (ZBW)
51
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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
How useful are energy-related uncertainty for oil price volatility forecasting?
Zhang, Xiaoyun
;
Guo, Qiang
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490433
Saved in:
3
Forecasting and backtesting systemic risk in the cryptocurrency market
Fang, Sheng
;
Cao, Guangxi
;
Egan, Paul
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472755
Saved in:
4
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
5
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
6
Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo
;
Poon, Aubrey
;
Rossini, Luca
;
Zhu, Dan
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
Saved in:
7
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
8
Tail risk forecasting of realized volatility CAViaR models
Chen, Cathy W. S.
;
Hsu, Hsiao-Yun
;
Watanabe, Toshiaki
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014304842
Saved in:
9
Quantile prediction for Bitcoin returns using financial assets' realized measures
Kawakami, Tabito
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473030
Saved in:
10
Forecasting tail risk for Bitcoin : a dynamic peak over threshold approach
Ke, Rui
;
Yang, Luyao
;
Tan, Changchun
- In:
Finance research letters
49
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013478773
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