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~isPartOf:"International review of economics & finance : IREF"
~subject:"Kreditrisiko"
~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
Prognoseverfahren
Risk
Risikomaß
35
Risk measure
35
Portfolio selection
15
Portfolio-Management
15
Risiko
14
Risikomanagement
14
Risk management
14
Volatility
13
Volatilität
13
ARCH model
11
ARCH-Modell
11
Financial crisis
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Finanzkrise
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Theorie
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Theory
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Schätzung
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Capital income
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Statistische Verteilung
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Systemic risk
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Welt
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World
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Measurement
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Messung
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Systemrisiko
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Forecasting model
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Spillover effect
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Aktienmarkt
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Börsenkurs
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Multivariate Verteilung
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21
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English
21
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McAleer, Michael
2
Alexeev, Vitali
1
Asai, Manabu
1
Borjigin, Sumuya
1
Bouaddi, Mohammed
1
Caporin, Massimiliano
1
Chan, Jennifer So-Kuen
1
Chang, Carolyn C. W.
1
Chao, Youcong
1
Chen, Guojin
1
Chen, Jiun-Lin
1
Cheng, Nick Ying-pin
1
Chiang, Shu-mei
1
Chávez-Bedoya, Luis
1
D'Addona, Stefano
1
Feng, Jiabao
1
Garcia-Jorcano, Laura
1
Guedes, Pablo Cristini
1
Han, Liyan
1
Ho, Kung-Cheng
1
Jiang, Cuixia
1
Jimenez-Martin, Juan-Angel
1
Karmakar, Madhusudan
1
Khanom, Najrin
1
Kok Haur Ng
1
Larocque, Denis
1
Lee, Shih-Cheng
1
Li, Min-Jian
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Li, Xiaodan
1
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1
Lin, Edward M. H.
1
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1
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1
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1
Liu, Yezheng
1
Müller, Fernanda Maria
1
Normandin, Michel
1
Pérez Amaral, Teodosio
1
Racicot, François-Éric
1
Ragell, Rachel
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International review of economics & finance : IREF
Insurance / Mathematics & economics
130
Journal of banking & finance
78
Risks : open access journal
66
European journal of operational research : EJOR
60
Finance research letters
52
International journal of forecasting
47
Journal of risk
45
Quantitative finance
37
Discussion paper / Tinbergen Institute
34
Journal of forecasting
33
International review of financial analysis
32
Economic modelling
31
Energy economics
27
The journal of risk model validation
27
The North American journal of economics and finance : a journal of financial economics studies
26
Journal of empirical finance
24
Applied economics
22
Finance and stochastics
22
International journal of theoretical and applied finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Journal of risk management in financial institutions
22
Mathematics of operations research
22
Computational economics
21
Journal of risk and financial management : JRFM
21
Research paper series / Swiss Finance Institute
20
The European journal of finance
20
The journal of credit risk : published quarterly by Incisive Media
20
Scandinavian actuarial journal
19
Journal of financial econometrics
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 international financial markets, institutions & money
16
Applied economics letters
15
Journal of economic dynamics & control
15
Journal of mathematical finance
15
Pacific-Basin finance journal
15
Journal of econometrics
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
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ECONIS (ZBW)
21
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Book-to-market equity and asset correlations : an international study
Ho, Kung-Cheng
;
Lee, Shih-Cheng
;
Chen, Jiun-Lin
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 258-274
Persistent link: https://www.econbiz.de/10013343395
Saved in:
7
Estimating tail-risk using semiparametric conditional variance with an application to meme stocks
D'Addona, Stefano
;
Khanom, Najrin
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 241-260
Persistent link: https://www.econbiz.de/10013543110
Saved in:
8
Systemic risk measures and distribution forecasting of macroeconomic shocks
Chen, Guojin
;
Liu, Yanzhen
;
Zhang, Yu
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 178-196
Persistent link: https://www.econbiz.de/10012692464
Saved in:
9
Systemic-systematic risk in financial system : a dynamic ranking based on expectiles
Garcia-Jorcano, Laura
;
Sanchis-Marco, Lidia
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 330-365
Persistent link: https://www.econbiz.de/10012692497
Saved in:
10
Measuring risk spillovers from multiple developed stock markets to China : a vine-copula-GARCH-MIDAS model
Jiang, Cuixia
;
Li, Yuqian
;
Xu, Qifa
;
Liu, Yezheng
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 386-398
Persistent link: https://www.econbiz.de/10012692552
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