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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Research in international business and finance"
~subject:"Basel Accord"
~subject:"Kapitaleinkommen"
~subject:"Systemrisiko"
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Search: subject:"Expected Shortfall"
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Basel Accord
Kapitaleinkommen
Systemrisiko
Risikomaß
136
Risk measure
136
Theorie
65
Theory
65
Portfolio selection
57
Portfolio-Management
57
ARCH model
39
ARCH-Modell
39
Risk management
37
Risikomanagement
36
Risiko
33
Risk
33
Estimation
26
Schätzung
26
Capital income
25
Statistical distribution
25
Statistische Verteilung
25
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Volatilität
25
Forecasting model
18
Prognoseverfahren
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Measurement
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Messung
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Stochastic process
14
Stochastischer Prozess
14
Time series analysis
14
Zeitreihenanalyse
14
Börsenkurs
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Outliers
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Share price
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Value-at-Risk
13
Ausreißer
12
Systemic risk
11
Estimation theory
10
Schätztheorie
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Bank risk
9
Bankrisiko
9
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9
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36
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36
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36
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English
36
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Al Rababa'a, Abdel Razzaq
2
Alomari, Mohammad
2
McMillan, David G.
2
Rutkowski, Marek
2
Aboura, Sofiane
1
Ahmad, Wasim
1
Aloui, Riadh
1
Amini, Hamed
1
Ané, Thierry
1
Bee, Marco
1
Bekiros, Stelios
1
Bi, Jia
1
Boukef Jlassi, Nabila
1
Caliskan, Hande
1
Cevik, Emrah I.
1
Chan, Stephen
1
Changchien, Chang-Cheng
1
Cheng, Wan-hsiu
1
Chevallier, Julien
1
Chiang, Thomas C.
1
Choi, Pilsun
1
Choi, Sun-Yong
1
Chu, Jeffrey
1
Cont, Rama
1
De Lira Salvatierra, Irving Arturo
1
Degiannakis, Stavros
1
Derbali, Abdelkader
1
Dibooglu, Sel
1
Dupuis, Debbie J.
1
Durand, Cyril
1
Echaust, Krzysztof
1
Engsted, Tom
1
Floros, Christos
1
Gouriéroux, Christian
1
Hallara, Slaheddine
1
Hendawi, Raed
1
Huang, Yilong
1
Hung, Jui-cheng
1
Jabeur, Sami Ben
1
Jacobs, Michael <Jr.>
1
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International journal of theoretical and applied finance
Journal of empirical finance
Research in international business and finance
Journal of banking & finance
48
Finance research letters
36
International review of financial analysis
34
The North American journal of economics and finance : a journal of financial economics studies
30
Insurance / Mathematics & economics
28
Journal of risk
26
Discussion paper / Tinbergen Institute
21
Econometric Institute research papers
21
Risks : open access journal
21
Economic modelling
18
Energy economics
16
International review of economics & finance : IREF
16
International journal of forecasting
15
Journal of econometrics
15
Journal of risk management in financial institutions
15
Journal of financial stability
14
Journal of international financial markets, institutions & money
14
Pacific-Basin finance journal
14
Working paper
14
Applied economics
13
Research paper series / Swiss Finance Institute
13
The journal of operational risk
13
The journal of risk model validation
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of forecasting
12
Journal of risk and financial management : JRFM
12
The European journal of finance
12
Journal of financial econometrics
11
Quantitative finance
11
Applied economics letters
10
The journal of credit risk : published quarterly by Incisive Media
10
Working papers
10
Journal of economic dynamics & control
9
SFB 649 discussion paper
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
CFS working paper series
8
European journal of operational research : EJOR
8
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ECONIS (ZBW)
36
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1
Identifying systemically important financial institutions in Turkey
Caliskan, Hande
;
Cevik, Emrah I.
;
Kirci C̦evik, Nüket
; …
- In:
Research in international business and finance
56
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013267844
Saved in:
2
Diversification benefits of NFTs for conventional asset investors : evidence from CoVaR with higher moments and optimal hedge ratios
Umar, Zaghum
;
Usman, Muhammad
;
Choi, Sun-Yong
;
Rice, John
- In:
Research in international business and finance
65
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014432749
Saved in:
3
Financial networks and systemic risk vulnerabilities : a tale of Indian banks
Ahmad, Wasim
;
Tiwari, Shiv Ratan
;
Wadhwani, Akshay
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014434078
Saved in:
4
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
5
Is gold still a safe haven for stock markets? : new insights through the tail thickness of portfolio return distributions
Echaust, Krzysztof
;
Just, Małgorzata
- In:
Research in international business and finance
63
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014248962
Saved in:
6
Multiscale relationship between economic policy uncertainty and sectoral returns : implications for portfolio management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
Ur …
- In:
Research in international business and finance
61
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014246854
Saved in:
7
Tail-risk spillovers from China to G7 stock market returns during the COVID-19 outbreak : a market and sectoral analysis
Aloui, Riadh
;
Jabeur, Sami Ben
;
Mefteh-Wali, Salma
- In:
Research in international business and finance
62
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014247870
Saved in:
8
An extreme value analysis of the tail relationships between returns and volumes for high frequency cryptocurrencies
Chan, Stephen
;
Chu, Jeffrey
;
Zhang, Yuanyuan
; …
- In:
Research in international business and finance
59
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013402146
Saved in:
9
Nonlinear tail dependence in cryptocurrency-stock market returns : the role of Bitcoin futures
Lahiani, Amine
;
Jeribi, Ahmed
;
Boukef Jlassi, Nabila
- In:
Research in international business and finance
56
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013266088
Saved in:
10
Value at risk and returns of cryptocurrencies before and after the crash : long-run relations and fractional cointegration
Tan, Zhengxun
;
Huang, Yilong
;
Xiao, Binuo
- In:
Research in international business and finance
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013266119
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