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~isPartOf:"International review of economics & finance : IREF"
~subject:"Kreditrisiko"
~subject:"Multivariate Verteilung"
~subject:"Prognoseverfahren"
~subject:"Risk"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Search: subject_exact:"Risk measure"
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Kreditrisiko
Multivariate Verteilung
Prognoseverfahren
Risk
Risikomaß
40
Risk measure
40
Risiko
17
Portfolio selection
16
Portfolio-Management
16
Risikomanagement
16
Risk management
16
Volatility
14
Volatilität
14
ARCH model
12
ARCH-Modell
12
Financial crisis
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Finanzkrise
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Theorie
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Theory
11
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Welt
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Forecasting model
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Measurement
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Messung
7
Spillover effect
7
Spillover-Effekt
7
Systemic risk
7
Systemrisiko
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VAR model
6
VAR-Modell
6
Aktienmarkt
5
Stock market
5
Value-at-Risk
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Börsenkurs
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Financial market
4
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Article
27
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Arbeitspapier
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27
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English
27
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Garcia-Jorcano, Laura
2
McAleer, Michael
2
Sanchis-Marco, Lidia
2
Alam, Md Rafayet
1
Alexeev, Vitali
1
Asai, Manabu
1
Borjigin, Sumuya
1
Bouaddi, Mohammed
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1
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1
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1
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1
Chávez-Bedoya, Luis
1
D'Addona, Stefano
1
Feng, Jiabao
1
Guedes, Pablo Cristini
1
Han, Liyan
1
Ho, Kung-Cheng
1
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1
Jimenez-Martin, Juan-Angel
1
Karmakar, Madhusudan
1
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Kok Haur Ng
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1
Li, Xiaodan
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1
Liu, Hung-Chun
1
Liu, Peng
1
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International review of economics & finance : IREF
Insurance / Mathematics & economics
143
Journal of banking & finance
87
Risks : open access journal
75
European journal of operational research : EJOR
64
Finance research letters
59
International journal of forecasting
53
Journal of risk
50
International review of financial analysis
41
Economic modelling
40
Quantitative finance
40
Energy economics
38
Discussion paper / Tinbergen Institute
34
The North American journal of economics and finance : a journal of financial economics studies
34
Journal of forecasting
33
The journal of risk model validation
32
Applied economics
31
Journal of empirical finance
27
Journal of risk and financial management : JRFM
27
Computational economics
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
The European journal of finance
24
Finance and stochastics
23
International journal of theoretical and applied finance
22
Journal of risk management in financial institutions
22
Mathematics of operations research
22
Pacific-Basin finance journal
20
Research paper series / Swiss Finance Institute
20
Scandinavian actuarial journal
20
The journal of credit risk : published quarterly by Incisive Media
20
Journal of international financial markets, institutions & money
19
SFB 649 discussion paper
19
Journal of financial econometrics
18
Applied economics letters
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Mathematics and financial economics
17
Operations research
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of economic dynamics & control
16
Journal of mathematical finance
15
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ECONIS (ZBW)
27
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1
Forecasting the effect of extreme sea-level rise on financial market risk
Garcia-Jorcano, Laura
;
Sanchis-Marco, Lidia
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014535506
Saved in:
2
Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets : comparing the impacts of three Stock Connect programs
Yao, Yinhong
;
Li, Jingyu
;
Chen, Wei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1217-1233
Persistent link: https://www.econbiz.de/10014446620
Saved in:
3
COVID-19 uncertainty index in Japan : newspaper-based measures and economic activities
Morita, Hiroshi
;
Ono, Taiki
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 390-403
Persistent link: https://www.econbiz.de/10014535355
Saved in:
4
Volatility forecasts by clustering$applications for VaR estimation
Wang, Zijin
;
Chen, Peimin
;
Liu, Peng
;
Wu, Chunchi
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014582647
Saved in:
5
Global uncertainty and the spillover of tail risk between green and Islamic markets : a time-frequency domain approach with portfolio implications
Syed Mabruk Billah
;
Alam, Md Rafayet
;
Mohammad Enamul Hoque
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1416-1433
Persistent link: https://www.econbiz.de/10014535109
Saved in:
6
Downside and upside risk spillovers between financial industry and real economy based on linear and nonlinear networks
Xiang, Youtao
;
Borjigin, Sumuya
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 1337-1374
Persistent link: https://www.econbiz.de/10014475128
Saved in:
7
How does bubble risk propagate among financial assets? : a perspective from the BSADF-vine copula model
Yao, Can-Zhong
;
Li, Min-Jian
;
Xu, Xin
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 347-364
Persistent link: https://www.econbiz.de/10014475372
Saved in:
8
Financial distress and jump tail risk : evidence from China's listed companies
Liu, Xiaoqun
;
Zhang, Yuchen
;
Tian, Mengqiao
;
Chao, Youcong
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 316-336
Persistent link: https://www.econbiz.de/10014427889
Saved in:
9
Risk measure index tracking model
Sant'Anna, Leonardo Riegel
;
Righi, Marcelo Brutti
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
Saved in:
10
Orthogonal portfolios to assess estimation risk
Chávez-Bedoya, Luis
;
Rosales, Francisco
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 906-937
Persistent link: https://www.econbiz.de/10013342794
Saved in:
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