//--> //--> //--> //-->
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:"Econometric Institute research papers"
~isPartOf:"Economic modelling"
~subject:"Aktienmarkt"
~subject:"Portfolio-Management"
~subject:"Statistische Verteilung"
~subject:"Welt"
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:"Expected tail loss"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Aktienmarkt
Portfolio-Management
Statistische Verteilung
Welt
Risikomaß
100
Risk measure
100
Portfolio selection
44
Theorie
41
Theory
41
Risikomanagement
30
Risk management
30
ARCH model
29
ARCH-Modell
29
Volatility
27
Volatilität
27
Estimation
22
Schätzung
22
Basel Accord
20
Basler Akkord
20
Risiko
20
Risk
20
Statistical distribution
20
Financial crisis
19
Finanzkrise
19
Forecasting model
18
Prognoseverfahren
18
World
16
Spillover effect
13
Spillover-Effekt
13
Ausreißer
11
Capital income
11
Kapitaleinkommen
11
Outliers
11
Stock market
11
Bank risk
10
Bankrisiko
10
Multivariate Verteilung
10
Multivariate distribution
10
Systemic risk
10
Value at risk
9
more ...
less ...
Online availability
All
Undetermined
32
Free
18
Type of publication
All
Article
52
Book / Working Paper
18
Type of publication (narrower categories)
All
Article in journal
52
Aufsatz in Zeitschrift
52
Arbeitspapier
18
Graue Literatur
18
Non-commercial literature
18
Working Paper
18
Language
All
English
70
Author
All
McAleer, Michael
16
Pérez Amaral, Teodosio
6
Jiménez-Martín, Juan-Ángel
5
Chang, Chia-Lin
4
Hammoudeh, Shawkat
3
Allen, David E.
2
Asai, Manabu
2
Bi̇rbi̇l, Ş. İlker
2
Frenk, Johannes G.
2
Gatfaoui, Hayette
2
Gerlach, Richard
2
Jiang, Cuixia
2
Kaynar, Bahar
2
Su, Xiaoshan
2
Tansuchat, Roengchai
2
Xu, Qifa
2
Yu, Keming
2
Abbas, Qaisar
1
Akhter, Selim
1
Ali Shah, Syed Zulfiqar
1
Aloui, Chaker
1
Andrieş, Alin Marius
1
Ayub, Usman
1
Bai, Manying
1
Barbagli, Matteo
1
Ben Abdelaziz, Fouad
1
Ben Ameur, Hachmi
1
Berger, Theo
1
Bin, Liu
1
Braekers, Roel
1
Candelon, Bertrand
1
Cao, Yufei
1
Caporin, Massimiliano
1
Changqing, Luo
1
Cheffou, Abdoulkarim Idi
1
Chen, Cathy W. S.
1
Chen, Fen-ying
1
Chen, Lu
1
Chen, Rongda
1
Chen, Xiangjin B.
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Economic modelling
Insurance / Mathematics & economics
146
Journal of banking & finance
102
Journal of risk
71
Finance research letters
66
European journal of operational research : EJOR
63
Risks : open access journal
63
International review of financial analysis
59
The North American journal of economics and finance : a journal of financial economics studies
45
Quantitative finance
42
Discussion paper / Tinbergen Institute
40
Energy economics
40
Applied economics
35
International journal of forecasting
33
Journal of risk and financial management : JRFM
33
The journal of risk model validation
32
International review of economics & finance : IREF
31
Journal of empirical finance
31
The European journal of finance
28
Computational economics
26
International journal of theoretical and applied finance
24
Journal of economic dynamics & control
23
Research paper series / Swiss Finance Institute
23
The journal of operational risk
23
Journal of econometrics
22
Journal of risk management in financial institutions
22
Research in international business and finance
22
Journal of international financial markets, institutions & money
21
Pacific-Basin finance journal
21
Scandinavian actuarial journal
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Journal of forecasting
19
Working papers
19
Applied economics letters
18
Finance and stochastics
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Working paper
17
Journal of mathematical finance
16
Operations research
16
more ...
less ...
Source
All
ECONIS (ZBW)
70
Showing
1
-
10
of
70
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
What drives the tail risk effect in the Chinese stock market?
Sun, Kaisi
;
Wang, Hui
;
Zhu, Yifeng
- In:
Economic modelling
132
(
2024
)
Persistent link: https://www.econbiz.de/10014547938
Saved in:
2
Robust portfolio selection with subjective risk aversion under dependence uncertainty
Su, Xiaoshan
;
Li, Yuhan
- In:
Economic modelling
132
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014547968
Saved in:
3
Accounting for PD-LGD dependency : a tractable extension to the Basel ASRF framework
Barbagli, Matteo
;
Vrins, Frédéric
- In:
Economic modelling
125
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463531
Saved in:
4
Portfolio optimization in the presence of tail correlation
Ben Abdelaziz, Fouad
;
Chibane, Messaoud
- In:
Economic modelling
122
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014388707
Saved in:
5
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
6
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
Naimoli, Antonio
;
Gerlach, Richard
;
Storti, Giuseppe
- In:
Economic modelling
107
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367470
Saved in:
7
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
8
Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?
Jiang, Kunliang
;
Ye, Wuyi
- In:
Economic modelling
117
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014229176
Saved in:
9
Robust portfolio selection with regime switching and asymmetric dependence
Su, Xiaoshan
;
Bai, Manying
;
Han, Yingwei
- In:
Economic modelling
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012795788
Saved in:
10
Mixed data sampling expectile regression with applications to measuring financial risk
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Yu, Keming
- In:
Economic modelling
91
(
2020
),
pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->