//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of futures markets"
~subject:"Statistical distribution"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Expected tail loss"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Statistical distribution
Risikomaß
253
Risk measure
253
Theorie
117
Theory
117
Portfolio selection
94
Portfolio-Management
94
Risk management
68
Risikomanagement
67
Forecasting model
66
Prognoseverfahren
66
Risk
57
Statistische Verteilung
56
Risiko
55
ARCH model
48
ARCH-Modell
48
Volatility
43
Volatilität
43
Estimation
41
Schätzung
41
Capital income
27
Kapitaleinkommen
27
Credit risk
25
Financial crisis
25
Finanzkrise
25
Kreditrisiko
25
Expected shortfall
23
Measurement
22
Messung
22
Systemic risk
21
Basel Accord
20
Basler Akkord
20
Value-at-Risk
20
Outliers
19
Systemrisiko
19
Ausreißer
18
Bank risk
16
Bankrisiko
16
Multivariate Verteilung
16
Multivariate distribution
16
more ...
less ...
Online availability
All
Undetermined
33
Type of publication
All
Article
56
Type of publication (narrower categories)
All
Article in journal
56
Aufsatz in Zeitschrift
56
Language
All
English
56
Author
All
Taleb, Nassim Nicholas
3
Dias, Alexandra
2
Fuertes, Ana María
2
Paterlini, Sandra
2
Taylor, James W.
2
Weiß, Gregor
2
Adams, Patrick A.
1
Adrian, Tobias
1
Ammann, Manuel
1
Anand, Abhinav
1
Assimakopoulos, V.
1
Bali, Turan G.
1
Bar-Yam, Yaneer
1
Bernard, Carole
1
Bianchi, Michele Leonardo
1
Biffi, Paola
1
Boffelli, Simona
1
Boubaker, Heni
1
Boyarchenko, Nina
1
Brechmann, Eike
1
Candelon, Bertrand
1
Cardós, Manuel
1
Chan, Kam Fong
1
Chen, Cathy W. S.
1
Chen, Qian
1
Chen, Zhi
1
Cirillo, Pasquale
1
Clements, Adam
1
Consigli, Giorgio
1
Czado, Claudia
1
De Luca, Giovanni
1
DiTraglia, Francis J.
1
Dijk, Herman K. van
1
Diks, Cees G. H.
1
Embrechts, Paul
1
Ergün, Tolga A.
1
Fabozzi, Frank J.
1
Faff, Robert W.
1
Fang, Hao
1
Fei, Fei
1
more ...
less ...
Published in...
All
International journal of forecasting
Journal of banking & finance
The journal of futures markets
Insurance / Mathematics & economics
76
Risks : open access journal
24
Discussion paper / Tinbergen Institute
21
The journal of operational risk
20
Journal of risk
18
Economic modelling
16
Finance research letters
16
Applied economics
15
Journal of econometrics
15
Journal of empirical finance
15
International review of financial analysis
13
The journal of risk model validation
13
Journal of financial econometrics
12
Quantitative finance
12
SFB 649 discussion paper
11
Scandinavian actuarial journal
11
European journal of operational research : EJOR
10
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Working papers
10
Astin bulletin : the journal of the International Actuarial Association
9
Computational economics
9
Energy economics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Swiss Finance Institute Research Paper
9
The European journal of finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
International review of economics & finance : IREF
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Pacific-Basin finance journal
8
Research paper series / Swiss Finance Institute
8
Journal of risk management in financial institutions
6
Working papers / TSE : WP
6
ASTIN bulletin : the journal of the International Actuarial Association
5
Applied economics letters
5
International journal of theoretical and applied finance
5
Journal of international financial markets, institutions & money
5
Research in international business and finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
56
Showing
1
-
10
of
56
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio selection under non-gaussianity and systemic risk : a machine learning based forecasting approach
Lin, Weidong
;
Taamouti, Abderrahim
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1179-1188
Persistent link: https://www.econbiz.de/10014547268
Saved in:
2
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
3
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
4
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
5
Commodity tail risks
Ammann, Manuel
;
Mörke, Mathis
;
Prokopczuk, Marcel
; …
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 168-197
Persistent link: https://www.econbiz.de/10014292992
Saved in:
6
What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi
;
Chan, Kam Fong
;
Faff, Robert W.
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013461866
Saved in:
7
Forecasting value at risk and expected shortfall using a model with a dynamic omega ratio
Taylor, James W.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463062
Saved in:
8
The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio
;
Tang, Qihe
;
Tong, Zhiwei
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
Saved in:
9
On single point forecasts for fat-tailed variables
Taleb, Nassim Nicholas
;
Bar-Yam, Yaneer
;
Cirillo, Pasquale
- In:
International journal of forecasting
38
(
2022
)
2
,
pp. 413-422
Persistent link: https://www.econbiz.de/10013348601
Saved in:
10
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->