//--> //--> //--> //-->
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 review of economics & finance : IREF"
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:"Expected Shortfall"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
40
Risk measure
40
Risiko
17
Risk
17
Portfolio selection
16
Portfolio-Management
16
Risikomanagement
16
Risk management
16
Volatility
14
Volatilität
14
ARCH model
12
ARCH-Modell
12
Financial crisis
11
Finanzkrise
11
Theorie
11
Theory
11
Estimation
9
Schätzung
9
Welt
9
World
9
Capital income
8
Kapitaleinkommen
8
Statistical distribution
8
Statistische Verteilung
8
Forecasting model
7
Measurement
7
Messung
7
Prognoseverfahren
7
Spillover effect
7
Spillover-Effekt
7
Systemic risk
7
Systemrisiko
6
VAR model
6
VAR-Modell
6
Aktienmarkt
5
Stock market
5
Value-at-Risk
5
Börsenkurs
4
Financial market
4
Finanzmarkt
4
more ...
less ...
Online availability
All
Undetermined
31
Free
2
Type of publication
All
Article
40
Type of publication (narrower categories)
All
Article in journal
40
Aufsatz in Zeitschrift
40
Language
All
English
40
Author
All
Garcia-Jorcano, Laura
2
Kang, Sang Hoon
2
McAleer, Michael
2
Sanchis-Marco, Lidia
2
Al-Yahyaee, Khamis Hamed
1
Alam, Md Rafayet
1
Alexeev, Vitali
1
Arguedas-Sanz, Raquel
1
Asai, Manabu
1
Boako, Gideon
1
Borjigin, Sumuya
1
Bouaddi, Mohammed
1
Byström, Hans N. E.
1
Caporin, Massimiliano
1
Chan, Jennifer So-Kuen
1
Chang, Carolyn C. W.
1
Chao, Youcong
1
Chen, Guojin
1
Chen, Jiun-Lin
1
Chen, Peimin
1
Chen, Wang
1
Chen, Wei
1
Chen, Yi-Hsuan
1
Cheng, Nick Ying-pin
1
Chi, Xie
1
Chiang, Shu-mei
1
Chiu, Chien-Liang
1
Chávez-Bedoya, Luis
1
D'Addona, Stefano
1
Drakos, Anastassios A.
1
Feng, Jiabao
1
Gong, Xiao-Li
1
Guedes, Pablo Cristini
1
Han, Liyan
1
Hanif, Waqas
1
Hernandez, Jose Arreola
1
Hkiri, Besma
1
Ho, Kung-Cheng
1
Hu, Shichao
1
Huang, Liqing
1
more ...
less ...
Published in...
All
International review of economics & finance : IREF
Insurance / Mathematics & economics
218
Journal of banking & finance
181
Journal of risk
123
European journal of operational research : EJOR
114
Finance research letters
110
Risks : open access journal
108
Energy economics
74
International review of financial analysis
74
Economic modelling
73
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Quantitative finance
57
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
Journal of risk management in financial institutions
47
The journal of operational risk
47
International journal of theoretical and applied finance
46
Journal of forecasting
42
Journal of econometrics
41
Computational economics
40
The European journal of finance
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
Research paper series / Swiss Finance Institute
35
Journal of economic dynamics & control
34
SFB 649 discussion paper
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Working papers
32
Scandinavian actuarial journal
31
Working paper
31
Finance and stochastics
30
Pacific-Basin finance journal
30
Econometric Institute research papers
29
Journal of financial econometrics
28
Management science : journal of the Institute for Operations Research and the Management Sciences
28
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Interdependence and spillovers between big oil companies and regional and global energy equity markets
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Kang, Sang Hoon
; …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 451-469
Persistent link: https://www.econbiz.de/10014534922
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Do green financial markets offset the risk of cryptocurrencies and carbon markets?
Siddique, Md Abubakar
;
Nobanee, Haitham
;
Sitara Karim
; …
- In:
International review of economics & finance : IREF
86
(
2023
),
pp. 822-833
Persistent link: https://www.econbiz.de/10014434775
Saved in:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->