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~isPartOf:"Economic modelling"
~isPartOf:"Journal of risk"
~subject:"Multivariate Verteilung"
~subject:"Prognoseverfahren"
~subject:"Risikomaß"
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Multivariate Verteilung
Prognoseverfahren
Risikomaß
Risk measure
194
Portfolio selection
88
Portfolio-Management
88
Theorie
78
Theory
78
Risikomanagement
67
Risk management
67
Risiko
47
Risk
47
ARCH model
44
ARCH-Modell
44
Estimation
39
Schätzung
39
Statistical distribution
34
Statistische Verteilung
34
Volatility
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Volatilität
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Measurement
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Messung
29
Estimation theory
22
Schätztheorie
22
Forecasting model
19
Credit risk
18
Kreditrisiko
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value-at-risk (VaR)
18
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Basel Accord
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Basler Akkord
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Financial crisis
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Finanzkrise
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Multivariate distribution
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Berger, Theo
4
Jiang, Cuixia
3
Uryasev, Stan
3
Xu, Qifa
3
Yu, Keming
3
Araichi, Sawssen
2
Ardia, David
2
Auer, Benjamin R.
2
Belkacem, Lotfi
2
Boudt, Kris
2
Gatfaoui, Hayette
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Ghorbel, Ahmed
2
Joëts, Marc
2
Lampenius, Niklas
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Martin, R. Douglas
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2
Peretti, Christian de
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Righi, Marcelo Brutti
2
Su, Jung-bin
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Su, Xiaoshan
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Tokpavi, Sessi
2
Trabelsi, Abdelwahed
2
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2
Abad, Pilar
1
Abbas, Qaisar
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Adrian, Tobias
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Alemany, Ramon
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Economic modelling
Journal of risk
Insurance / Mathematics & economics
217
Journal of banking & finance
181
European journal of operational research : EJOR
114
Finance research letters
110
Risks : open access journal
108
Energy economics
74
International review of financial analysis
74
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Quantitative finance
57
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
International journal of theoretical and applied finance
47
Journal of risk management in financial institutions
47
The journal of operational risk
47
Journal of forecasting
42
Journal of econometrics
41
Computational economics
40
International review of economics & finance : IREF
40
The European journal of finance
38
Research in international business and finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Working papers
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Scandinavian actuarial journal
31
Finance and stochastics
30
Pacific-Basin finance journal
30
Working paper
30
Econometric Institute research papers
29
Journal of financial econometrics
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ECONIS (ZBW)
194
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21
Modeling maxima with a regime-switching Fréchet model
Tan, Keqi
;
Chen, Yu
;
Chen, Pengzhan
- In:
Journal of risk
25
(
2022
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10014342458
Saved in:
22
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
- In:
Journal of risk
25
(
2022
)
2
,
pp. 75-105
Persistent link: https://www.econbiz.de/10014342468
Saved in:
23
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:
24
Reinvestigating international crude oil market risk spillovers
Jiang, Cuixia
;
Li, Yuqian
;
Xu, Qifa
;
Wu, Jun
- In:
Journal of risk
24
(
2021
)
1
,
pp. 25-52
Persistent link: https://www.econbiz.de/10012816795
Saved in:
25
Systemic risk of the Chinese stock market based on the mobility measures of the marginal expected shortfall
Liu, Xiaohang
;
Li, Handong
- In:
Journal of risk
24
(
2021
)
1
,
pp. 53-77
Persistent link: https://www.econbiz.de/10012816812
Saved in:
26
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
27
A numerical approach to the risk capital allocation problem
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Journal of risk
23
(
2021
)
5
,
pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
Saved in:
28
Covariance estimation for risk-based portfolio optimization : an integrated approach
Butler, Andrew
;
Kwon, Roy H.
- In:
Journal of risk
24
(
2021
)
2
,
pp. 11-41
Persistent link: https://www.econbiz.de/10013284828
Saved in:
29
Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of risk
24
(
2021
)
2
,
pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
Saved in:
30
The response of hedge fund tail risk to macroeconomic shocks : a nonlinear VAR approach
Gregoriou, Greg N.
;
Racicot, François-Éric
;
Théoret, …
- In:
Economic modelling
94
(
2021
),
pp. 843-872
Persistent link: https://www.econbiz.de/10012695357
Saved in:
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