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~isPartOf:"Insurance: Mathematics and Economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Risikomanagement"
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Search: subject:"Value at Risk"
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Risikomanagement
Risikomaß
72
Risk measure
72
Theorie
26
Theory
26
Estimation
23
Portfolio selection
23
Portfolio-Management
23
Schätzung
23
Statistical distribution
23
Statistische Verteilung
23
Risk
22
Risk management
22
Risiko
21
Value at risk
20
ARCH model
18
ARCH-Modell
18
Capital income
17
Kapitaleinkommen
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Volatility
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Volatilität
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Value-at-Risk
16
Estimation theory
13
Schätztheorie
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Value-at-risk
11
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Prognoseverfahren
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Systemic risk
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China
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22
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Hong, Yongmiao
2
Zhang, Zhengjun
2
Bandi, Federico M.
1
Catania, Leopoldo
1
Chan, Thomas W. C.
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
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1
Hammoudeh, Shawkat
1
Huang, Jinbo
1
Härdle, Wolfgang
1
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1
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Insurance: Mathematics and Economics
Journal of econometrics
Pacific-Basin finance journal
Insurance / Mathematics & economics
94
Journal of banking & finance
52
Risks : open access journal
52
Journal of risk
40
European journal of operational research : EJOR
39
Finance research letters
30
Economic modelling
27
Energy economics
27
The journal of operational risk
27
The journal of risk model validation
23
The North American journal of economics and finance : a journal of financial economics studies
22
International review of financial analysis
20
Journal of risk management in financial institutions
20
Quantitative finance
19
International review of economics & finance : IREF
16
International journal of theoretical and applied finance
15
Applied economics
14
Journal of risk and financial management : JRFM
13
Research paper series / Swiss Finance Institute
13
SpringerLink / Bücher
13
The European journal of finance
13
Discussion paper / Tinbergen Institute
12
Finance and stochastics
12
International journal of forecasting
12
Journal of empirical finance
12
Working papers
11
Computational economics
10
International journal of risk assessment and management : IJRAM
10
Journal of international financial markets, institutions & money
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Astin bulletin : the journal of the International Actuarial Association
9
International journal of finance & economics : IJFE
9
Journal of mathematical finance
9
Research in international business and finance
9
Scandinavian actuarial journal
9
Schriftenreihe Finanzmanagement
9
The journal of credit risk : published quarterly by Incisive Media
9
Applied economics letters
8
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ECONIS (ZBW)
22
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1
Modeling underwriting risk : a copula regression analysis on U.S. property-casualty insurance byline loss ratios
Tsai, Jeffrey Tzuhao
;
Lo, Chien-Ling
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491177
Saved in:
2
Does systemic risk affect fund managers' tail risk-taking?
Xuan, Quansheng
;
Li, Zhiyong
;
Zhao, Tianyu
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014491185
Saved in:
3
Semiparametric modeling of multiple quantiles
Catania, Leopoldo
;
Luati, Alessandra
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014471520
Saved in:
4
Can firms with higher ESG ratings bear higher bank systemic tail risk spillover? : evidence from Chinese A-share market
Ling, Aifan
;
Li, Jinlong
;
Zhang, Yugui
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463311
Saved in:
5
The world price of tail risk
Lee, Kuan-hui
;
Yang, Cheol-Won
- In:
Pacific-Basin finance journal
71
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014513928
Saved in:
6
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
7
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
8
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
9
Increasing the risk management effectiveness from higher accuracy : a novel non-parametric method
Huang, Jinbo
;
Ding, Ashley
;
Li, Yong
;
Lu, Dong
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012491732
Saved in:
10
Sequential forecasting of downside extreme risk during overnight and daytime : evidence from the Chinese Stock Market
Jian, Zhihong
;
Li, Xupei
;
Zhu, Zhican
- In:
Pacific-Basin finance journal
64
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012493928
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