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~isPartOf:"Finance research letters"
~isPartOf:"Scandinavian actuarial journal"
~subject:"Multivariate Verteilung"
~subject:"Prognoseverfahren"
~subject:"Risikomaß"
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Multivariate Verteilung
Prognoseverfahren
Risikomaß
Risk measure
124
Theorie
57
Theory
57
Risiko
55
Risk
55
Portfolio selection
52
Portfolio-Management
52
Risikomanagement
36
Risk management
36
Volatility
28
Volatilität
28
Measurement
26
Messung
26
ARCH model
24
ARCH-Modell
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Statistical distribution
24
Statistische Verteilung
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Forecasting model
22
Capital income
21
Kapitaleinkommen
21
Estimation
20
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16
Systemrisiko
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Financial crisis
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Virtual currency
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Estimation theory
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Schätztheorie
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Spillover effect
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Spillover-Effekt
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Ausreißer
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Outliers
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China
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English
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Cheung, Ka Chun
4
Boonen, Tim J.
3
Chi, Xie
2
Dhaene, Jan
2
Gupta, Rangan
2
Huang, Zhuo
2
Liang, Fang
2
Long, Huaigang
2
Lönnbark, Carl
2
Mao, Tiantian
2
Nguyen, Duc Khuong
2
Peng, Liang
2
Pierdzioch, Christian
2
Righi, Marcelo Brutti
2
Tan, Ken Seng
2
Vanduffel, Steven
2
Wang, Gang-Jin
2
Wu, Xin
2
Xu, Qiuhua
2
Zhang, Yiying
2
Zhu, Yanjian
2
Acereda, Beatriz
1
Ahn, Jae Youn
1
Akhtaruzzaman, Md.
1
Alonso, Irma
1
Ardakani, Omid M.
1
Ardia, David
1
Aw, Grace
1
Aydin, Nezir
1
Bakoush, Mohamed
1
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1
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1
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1
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1
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1
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1
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Finance research letters
Scandinavian actuarial journal
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
121
European journal of operational research : EJOR
110
Risks : open access journal
106
Economic modelling
69
Energy economics
69
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
67
Discussion paper / Tinbergen Institute
62
The journal of risk model validation
60
International journal of forecasting
55
Journal of empirical finance
54
Applied economics
53
Journal of risk and financial management : JRFM
52
Quantitative finance
51
International journal of theoretical and applied finance
47
Journal of risk management in financial institutions
47
The journal of operational risk
45
Journal of forecasting
42
Journal of econometrics
41
Computational economics
38
The European journal of finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
International review of economics & finance : IREF
35
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Journal of economic dynamics & control
33
Journal of international financial markets, institutions & money
32
Working papers
32
Applied economics letters
31
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
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ECONIS (ZBW)
124
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71
Interest rate swaps clearing and systemic risk
Bakoush, Mohamed
;
Gerding, Enrico H.
;
Wolfe, Simon
- In:
Finance research letters
33
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012430949
Saved in:
72
Optimal asset allocation for participating contracts under the VaR and PI constraint
Dong, Yinghui
;
Wu, Sang
;
Lv, Wenxin
;
Wang, Guojing
- In:
Scandinavian actuarial journal
2020
(
2020
)
2
,
pp. 84-109
Persistent link: https://www.econbiz.de/10012195023
Saved in:
73
Forecasting realized gold volatility : is there a role of geopolitical risks?
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Finance research letters
35
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012438328
Saved in:
74
Measuring systemic risk contribution : the leave-one-out z-score method
Li, Xiping
;
Tripe, David
;
Malone, Chris B.
;
Smith, David
- In:
Finance research letters
36
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012483393
Saved in:
75
How effective is the tail mean-variance model in the fund of fund selection? : an empirical study using various risk measures
Wang, Qiyu
;
Huang, Wenli
;
Wu, Xin
;
Zhang, Chao
- In:
Finance research letters
29
(
2019
),
pp. 239-244
Persistent link: https://www.econbiz.de/10012418788
Saved in:
76
Regime changes in Bitcoin GARCH volatility dynamics
Ardia, David
;
Bluteau, Keven
;
Rüede, Maxime
- In:
Finance research letters
29
(
2019
),
pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
Saved in:
77
Optimization of multi-period portfolio model after fitting best distribution
Kamali, Rezvan
;
Mahmoodi, Safieh
;
Jahandideh, Mohammad-Taghi
- In:
Finance research letters
30
(
2019
),
pp. 44-50
Persistent link: https://www.econbiz.de/10012420187
Saved in:
78
Tail risk and the consumption CAPM
Kwon, Ji Ho
- In:
Finance research letters
30
(
2019
),
pp. 69-75
Persistent link: https://www.econbiz.de/10012420224
Saved in:
79
Bitcoin returns and risk : a general GARCH and GAS analysis
Troster, Victor
;
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
; …
- In:
Finance research letters
30
(
2019
),
pp. 187-193
Persistent link: https://www.econbiz.de/10012420417
Saved in:
80
Assessing tail risk for nonlinear dependence of MSCI sector indices : a copula three-stage approach
De Luca, Giovanni
;
Guégan, Dominique
;
Rivieccio, Giorgia
- In:
Finance research letters
30
(
2019
),
pp. 327-333
Persistent link: https://www.econbiz.de/10012420870
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