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~isPartOf:"Finance research letters"
~subject:"Risikomanagement"
~subject:"Volatilität"
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Risikomanagement
Volatilität
Risikomaß
110
Risk measure
110
Portfolio selection
45
Portfolio-Management
45
Risiko
41
Risk
41
Theorie
36
Theory
36
Volatility
33
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30
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30
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Systemrisiko
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Virtuelle Währung
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Value-at-risk
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English
55
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Chi, Xie
2
Haugom, Erik
2
Lönnbark, Carl
2
Tang, Yusui
2
Wang, Gang-Jin
2
Zhong, Juandan
2
Ahn, Jungkyu
1
Ahn, Yongkil
1
Ardakani, Omid M.
1
Ardia, David
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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1
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1
Chen, Qihao
1
Chen, Yu
1
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1
Cho, Yongbok
1
Cifter, Atilla
1
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1
Dingec, Kemal Dincer
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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1
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Finance research letters
Insurance / Mathematics & economics
95
Journal of banking & finance
70
Risks : open access journal
57
Journal of risk
52
Energy economics
51
The North American journal of economics and finance : a journal of financial economics studies
48
European journal of operational research : EJOR
41
Economic modelling
39
International review of financial analysis
34
The journal of risk model validation
33
Journal of empirical finance
29
International journal of forecasting
28
Journal of risk and financial management : JRFM
28
Applied economics
27
The journal of operational risk
27
International review of economics & finance : IREF
26
Quantitative finance
24
Journal of risk management in financial institutions
21
Discussion paper / Tinbergen Institute
20
International journal of theoretical and applied finance
20
Computational economics
19
Journal of econometrics
19
Journal of international financial markets, institutions & money
18
The European journal of finance
18
Research paper series / Swiss Finance Institute
16
SpringerLink / Bücher
16
Journal of mathematical finance
15
Pacific-Basin finance journal
15
Econometric Institute research papers
14
Working paper
14
Journal of forecasting
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Finance and stochastics
12
Journal of financial econometrics
12
Research in international business and finance
12
Working papers
12
International journal of risk assessment and management : IJRAM
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Applied economics letters
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ECONIS (ZBW)
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1
Tail risk spillovers among Chinese stock market sectors
Ouyang, Minhua
;
Xiao, Hailian
- In:
Finance research letters
62
(
2024
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014531159
Saved in:
2
Risk quantification and validation for green energy markets : new insight from a credibility theory approach
Syuhada, Khreshna
;
Hakim, Arief
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014530904
Saved in:
3
Worst-case higher moment risk measure : addressing distributional shifts and procyclicality
Castro Iragorri, Carlos Alberto
;
Gómez, Fabio
; …
- In:
Finance research letters
65
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014564284
Saved in:
4
The spillover effects of U.S. uncertainties on the systemic tail risk of Chinese enterprises
Liu, Liping
;
Xu, Jietian
;
Li, Jixin
- In:
Finance research letters
64
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014531740
Saved in:
5
The Piggy Bank Index : an intuitive risk measure to assess liquidity and capital adequacy in banks
González, Oliver
;
Keddad, Benjamin
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490272
Saved in:
6
How useful are energy-related uncertainty for oil price volatility forecasting?
Zhang, Xiaoyun
;
Guo, Qiang
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490433
Saved in:
7
Risk contagion of NFT : a time-frequency risk spillover perspective in the Carbon-NFT-Stock system
Liu, Jiatong
;
Zhu, You
;
Wang, Gang-Jin
;
Chi, Xie
;
Wang, …
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445243
Saved in:
8
Sample frequency robustness and accuracy in forecasting
Value-at-Risk
for Brent Crude Oil futures
Ewald, Christian
;
Hadina, Jelena
;
Haugom, Erik
;
Lien, …
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014582226
Saved in:
9
Coherent measure of portfolio risk
Ardakani, Omid M.
- In:
Finance research letters
57
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014525068
Saved in:
10
Tail risk of international equity market and oil volatility
Zhong, Juandan
;
Cao, Wenhan
;
Tang, Yusui
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014582165
Saved in:
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