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~isPartOf:"Finance research letters"
~isPartOf:"Scandinavian actuarial journal"
~isPartOf:"The journal of risk model validation"
~subject:"Multivariate Verteilung"
~subject:"Prognoseverfahren"
~subject:"Risikomaß"
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Search: subject_exact:"Risk measure"
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Multivariate Verteilung
Prognoseverfahren
Risikomaß
Risk measure
192
Theorie
82
Theory
82
Portfolio selection
72
Portfolio-Management
72
Risiko
66
Risk
66
Risikomanagement
60
Risk management
60
ARCH model
42
ARCH-Modell
42
Volatility
40
Volatilität
40
Statistical distribution
38
Statistische Verteilung
38
Measurement
37
Messung
37
Forecasting model
36
Estimation
33
Schätzung
33
Capital income
24
Kapitaleinkommen
24
Estimation theory
22
Schätztheorie
22
Systemic risk
19
Systemrisiko
19
Credit risk
18
Kreditrisiko
18
Financial crisis
17
Finanzkrise
17
Ausreißer
14
Outliers
14
Virtual currency
14
Virtuelle Währung
14
value-at-risk (VaR)
13
Basel Accord
12
Basler Akkord
12
China
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1
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192
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Cheung, Ka Chun
4
Westgaard, Sjur
4
Boonen, Tim J.
3
Colucci, Stefano
3
Righi, Marcelo Brutti
3
Bloxham, Nicholas
2
Chen, Fen-ying
2
Chen, Wei
2
Chi, Xie
2
Chlebus, Marcin
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Dhaene, Jan
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Erdman, Donald
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Fischer, Matthias
2
Gonpot, Preethee Nunkoo
2
Gupta, Rangan
2
Huang, Zhuo
2
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2
Liang, Fang
2
Long, Huaigang
2
Lönnbark, Carl
2
Mao, Tiantian
2
Mitic, Peter
2
Nguyen, Duc Khuong
2
Peng, Liang
2
Pierdzioch, Christian
2
Skoglund, Jimmy
2
Tan, Ken Seng
2
Vanduffel, Steven
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Wang, Gang-Jin
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1
Acereda, Beatriz
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Akhtaruzzaman, Md.
1
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1
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Finance research letters
Scandinavian actuarial journal
The journal of risk model validation
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
123
European journal of operational research : EJOR
110
Risks : open access journal
106
International review of financial analysis
74
Economic modelling
71
Energy economics
71
The North American journal of economics and finance : a journal of financial economics studies
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Journal of empirical finance
54
Quantitative finance
54
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
39
The European journal of finance
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
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
Finance and stochastics
30
Econometric Institute research papers
29
Pacific-Basin finance journal
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Operations research letters
28
Working paper
28
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ECONIS (ZBW)
192
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21
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Malek, Jiri
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
;
Quang …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014472966
Saved in:
22
Integrating ESG risks into value-at-risk
Capelli, Paolo
;
Ielasi, Federica
;
Russo, Angeloantonio
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473247
Saved in:
23
Subjectivity in conventional tail measures : an exploratory model with "risks & biases"
Majumder, Debasish
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014473436
Saved in:
24
Portfolio optimization : a multi-period model with dynamic risk preference and minimum lots of transaction
Liu, Yiying
;
Zhou, Yongbin
;
Niu, Juanjuan
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473466
Saved in:
25
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:
26
Uncertainty in systemic risks rankings : Bayesian and frequentist analysis
Goldman, Elena
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473601
Saved in:
27
Network effects on risk co-movements : a network quantile autoregression-based analysis
Chen, Yu
;
Gao, Yu
;
Shu, Lei
;
Zhu, Xiaonan
- In:
Finance research letters
56
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014473650
Saved in:
28
FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie
;
Kamal, Elham
;
Kinateder, Harald
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
Saved in:
29
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:
30
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
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