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~isPartOf:"Economic modelling"
~isPartOf:"Journal of banking & finance"
~subject:"Bankrisiko"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Search: subject_exact:"Risk measure"
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Bankrisiko
Forecasting model
Prognoseverfahren
Risk
Risikomaß
252
Risk measure
252
Theorie
120
Theory
120
Portfolio selection
108
Portfolio-Management
108
Risikomanagement
79
Risk management
79
Risiko
65
Statistical distribution
46
Statistische Verteilung
46
ARCH model
44
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44
Estimation
41
Schätzung
41
Volatility
37
Volatilität
37
Financial crisis
34
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34
Systemic risk
29
Credit risk
28
Kreditrisiko
28
Measurement
25
Messung
25
Systemrisiko
25
Basel Accord
23
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23
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22
Value-at-Risk
22
Welt
22
World
22
Capital income
21
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21
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English
97
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Brandtner, Mario
3
Daníelsson, Jón
3
Weiß, Gregor
3
Armstrong, John
2
Breuer, Thomas
2
Brigo, Damiano
2
McNeil, Alexander J.
2
Paterlini, Sandra
2
Peña Sánchez de Rivera, Juan Ignacio
2
Puccetti, Giovanni
2
Rösch, Daniel
2
Wied, Dominik
2
Ziggel, Daniel
2
Abbas, Qaisar
1
Akhter, Selim
1
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1
Allen, Linda
1
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1
An, Yunbi
1
Anand, Abhinav
1
Ayub, Usman
1
Bali, Turan G.
1
Banulescu, Georgiana-Denisa
1
Bellini, Fabio
1
Ben Ameur, Hachmi
1
Berens, Tobias
1
Berger, Theo
1
Boucher, Christophe
1
Braekers, Roel
1
Brechmann, Eike
1
Brownlees, Christian
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Busetti, Fabio
1
Caivano, Michele
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Cao, Yufei
1
Chabot, Ben
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Cheffou, Abdoulkarim Idi
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1
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1
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Economic modelling
Journal of banking & finance
Insurance / Mathematics & economics
130
Risks : open access journal
63
European journal of operational research : EJOR
62
Finance research letters
57
International journal of forecasting
49
Journal of risk
45
Quantitative finance
37
International review of financial analysis
36
Journal of forecasting
33
Discussion paper / Tinbergen Institute
30
The North American journal of economics and finance : a journal of financial economics studies
28
Energy economics
27
Journal of empirical finance
25
International review of economics & finance : IREF
24
The journal of risk model validation
24
Applied economics
23
Computational economics
22
Mathematics of operations research
22
Finance and stochastics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of risk and financial management : JRFM
20
Journal of risk management in financial institutions
20
The journal of operational risk
20
Scandinavian actuarial journal
19
International journal of theoretical and applied finance
18
Pacific-Basin finance journal
18
Research paper series / Swiss Finance Institute
18
The European journal of finance
18
Mathematics and financial economics
17
Operations research
17
Journal of economic dynamics & control
16
Journal of financial econometrics
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Working papers
15
Applied economics letters
14
Journal of econometrics
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Journal of mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
97
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1
The determinants of systemic risk contagion
Sencer Atasoy, Burak
;
Ozkan, Ibrahim
;
Erden, Lütfi
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451156
Saved in:
2
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:
3
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:
4
The case for CASE : estimating heterogeneous systemic effects
Du, Zaichao
;
Escanciano, Juan Carlos
;
Zhu, Guangwei
- In:
Journal of banking & finance
157
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490722
Saved in:
5
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
6
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:
7
Forecasting value at risk and expected shortfall using a model with a dynamic omega ratio
Taylor, James W.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463062
Saved in:
8
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
9
The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio
;
Tang, Qihe
;
Tong, Zhiwei
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
Saved in:
10
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
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