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~isPartOf:"Applied economics letters"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Search: subject_exact:"Risk measure"
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Prognoseverfahren
Risk measure
316
Risikomaß
315
Theorie
200
Theory
200
Risk
144
Risiko
143
Portfolio selection
141
Portfolio-Management
141
Risk management
125
Risikomanagement
124
Measurement
114
Messung
114
Statistical distribution
90
Statistische Verteilung
90
Capital income
40
Kapitaleinkommen
40
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39
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39
Multivariate Verteilung
39
Multivariate distribution
39
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36
Schätzung
35
Volatility
35
Volatilität
35
Risikomodell
33
Risk model
33
Ausreißer
32
Outliers
32
Reinsurance
32
Rückversicherung
32
Estimation theory
30
Schätztheorie
30
Value-at-Risk
29
Stochastic process
23
Stochastischer Prozess
23
Forecasting model
21
Probability theory
21
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21
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Article in journal
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English
21
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Gupta, Rangan
2
Pierdzioch, Christian
2
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Almudhaf, Fahad
1
Ardia, David
1
Asai, Manabu
1
Bartels, Mariana
1
Bermúdez, Lluís
1
Brugal, Ivan
1
Candido, Osvaldo
1
Chan, Jennifer So Kuen
1
Choe, Geon Ho
1
Choi, Ji-Eun
1
Choi, So Eun
1
Demirer, Rıza
1
Diao, Xundi
1
Freire, Gustavo
1
Gillas, Konstantinos Gkillas
1
Guillén, Montserrat
1
Hamdi, Atef
1
Henzel, Steffen R.
1
Hoogerheide, Lennart F.
1
Huang, Wei-Qiang
1
Ibrahim Mohamed
1
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1
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1
Kok Haur Ng
1
Lin, Bingxuan
1
Lin, Chen-miao
1
Liu, Peipei
1
Liu, Xing
1
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1
Mayr, Johannes
1
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1
Mo, Guoli
1
Odusami, Babatunde Olatunji
1
Park, Seul-Ki
1
Pitarque, Albert
1
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1
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Applied economics letters
Insurance / Mathematics & economics
The North American journal of economics and finance : a journal of financial economics studies
International journal of forecasting
45
Journal of forecasting
32
Finance research letters
22
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
Journal of financial econometrics
11
Journal of risk
11
The journal of risk model validation
11
Quantitative finance
10
Applied economics
9
Energy economics
9
Computational economics
8
Journal of risk and financial management : JRFM
8
Economic modelling
7
Journal of economic dynamics & control
7
The European journal of finance
7
European journal of operational research : EJOR
6
Journal of econometrics
6
Journal of risk management in financial institutions
6
International review of economics & finance : IREF
5
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
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Annals of financial economics
3
Econometrics : open access journal
3
Economies : open access journal
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of finance & economics : IJFE
3
Journal of applied econometrics
3
Journal of risk : JOR
3
Journal of risk finance : the convergence of financial products and insurance
3
Review of financial economics : RFE
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ECONIS (ZBW)
21
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21
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1
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:
2
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
3
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
4
Forecasting risk measures using intraday and overnight information
Santos, Douglas Gomes dos
;
Candido, Osvaldo
;
Tófoli, …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013449240
Saved in:
5
Joint generalized quantile and conditional tail expectation regression for insurance risk analysis
Guillén, Montserrat
;
Bermúdez, Lluís
;
Pitarque, Albert
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012649203
Saved in:
6
Forecasting the Value-at-Risk of REITs using realized volatility jump models
Odusami, Babatunde Olatunji
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013186421
Saved in:
7
Tail risk and investors' concerns : evidence from Brazil
Freire, Gustavo
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013187641
Saved in:
8
Assessment of time-varying systemic risk in credit default swap indices : simultaneity and contagiousness
Choe, Geon Ho
;
Choi, So Eun
;
Jang, Hyun Jin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
Saved in:
9
Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data
Tan, Shay Kee
;
Kok Haur Ng
;
Chan, Jennifer So Kuen
; …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 537-551
Persistent link: https://www.econbiz.de/10012120126
Saved in:
10
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
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