//--> //--> //--> //-->
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 financial analysis"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of risk model validation"
~language:"eng"
~subject:"Estimation theory"
~subject:"Kreditrisiko"
~subject:"Risk"
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:"Value at Risk"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Kreditrisiko
Risk
Risikomaß
166
Risk measure
166
Theorie
75
Theory
75
Portfolio selection
61
Portfolio-Management
61
Risikomanagement
46
Risk management
46
Risiko
45
ARCH model
34
ARCH-Modell
34
Volatility
34
Volatilität
34
Estimation
29
Forecasting model
29
Measurement
29
Messung
29
Prognoseverfahren
29
Schätzung
29
Statistical distribution
28
Statistische Verteilung
28
Capital income
24
Kapitaleinkommen
24
Aktienmarkt
17
Stock market
17
Credit risk
15
Value-at-risk
15
Systemic risk
14
Systemrisiko
14
Welt
13
World
13
value-at-risk (VaR)
13
Ausreißer
12
Basel Accord
12
Basler Akkord
12
Financial crisis
12
Finanzkrise
12
more ...
less ...
Online availability
All
Undetermined
46
Type of publication
All
Article
67
Type of publication (narrower categories)
All
Article in journal
67
Aufsatz in Zeitschrift
67
Language
All
English
Author
All
Chlebus, Marcin
2
Fischer, Matthias
2
Westgaard, Sjur
2
Ahelegbey, Daniel Felix
1
Alexander, Carol
1
Arai, Takuji
1
Arhus, Gisle Hoel
1
Arnsdorf, Matthias
1
Arrieta, Daniel
1
Biljon, L. van
1
Bredin, Donal
1
Buczy´nski, Mateusz
1
Buczyński, Mateusz
1
Butt, Hilal Anwar
1
Cai, Chunlin
1
Calderín-Ojeda, Enrique
1
Cambou, Mathieu
1
Cascos, Ignacio
1
Cerreia-Vioglio, Simone
1
Chen, Jiun-Lin
1
Chen, Zhihua
1
Chávez-Bedoya, Luis
1
Cincinelli, Peter
1
Cong, Chang
1
Conlon, Thomas
1
Cui, Kaijie
1
Curcic, Nikola
1
Dai, Zhifeng
1
Denis, Laurent
1
Di, Zengru
1
Dimitrakopoulos, Dimitris N.
1
Dobrynskaja, V. V.
1
Du, Zunwei
1
Fan, Ying
1
Fang, Tingwei
1
Fałdziński, Marcin
1
Fei, Glenn
1
Fernández, Begoña
1
Filipović, Damir
1
Frittelli, Marco
1
more ...
less ...
Published in...
All
International review of financial analysis
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of risk model validation
Insurance / Mathematics & economics
140
Journal of banking & finance
70
European journal of operational research : EJOR
63
Risks : open access journal
61
Journal of risk
52
Finance research letters
50
Quantitative finance
33
Economic modelling
27
Discussion paper / Tinbergen Institute
26
International journal of theoretical and applied finance
24
Mathematics of operations research
22
The North American journal of economics and finance : a journal of financial economics studies
22
Energy economics
21
Finance and stochastics
21
Journal of risk management in financial institutions
21
Journal of econometrics
20
Scandinavian actuarial journal
20
The journal of credit risk : published quarterly by Incisive Media
20
International review of economics & finance : IREF
19
Operations research
19
Computational economics
18
Journal of risk and financial management : JRFM
18
Applied economics
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Journal of mathematical finance
17
Mathematics and financial economics
17
Research paper series / Swiss Finance Institute
17
International journal of forecasting
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The European journal of finance
15
Journal of empirical finance
14
Journal of international financial markets, institutions & money
14
Pacific-Basin finance journal
14
Journal of financial econometrics
13
Astin bulletin : the journal of the International Actuarial Association
12
Journal of economic dynamics & control
11
more ...
less ...
Source
All
ECONIS (ZBW)
67
Showing
1
-
10
of
67
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Does systemic risk in the fund markets predict future economic downturns?
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
International review of financial analysis
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014492409
Saved in:
2
Is downside risk priced in cryptocurrency market?
Dobrynskaja, V. V.
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446931
Saved in:
3
When one domino falls, others follow : a machine learning analysis of extreme risk spillovers in developed stock markets
Sitara Karim
;
Muhammad Shafiullah
;
Naeem, Muhammad Abubakr
- In:
International review of financial analysis
93
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543472
Saved in:
4
Nonlinear behavior of tail risk resonance and early warning : insight from global energy stock markets
Xie, Qichang
;
Fang, Tingwei
;
Rong, Xueyun
;
Xu, Xin
- In:
International review of financial analysis
93
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014543522
Saved in:
5
From BASEL III to BASEL IV and beyond : expected shortfall and expectile risk measures
Zaevski, Tsvetelin S.
;
Nedeltchev, Dragomir C.
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460567
Saved in:
6
The importance of window size : a study on the required window size for optimal-quality market risk models
Buczyński, Mateusz
;
Chlebus, Marcin
- In:
The journal of risk model validation
16
(
2022
)
1
,
pp. 77-97
Persistent link: https://www.econbiz.de/10014540551
Saved in:
7
Where is the distribution tail threshold? : a tale on tail and copulas in financial risk measurement
González Sánchez, Mariano
;
Nave Pineda, Juan M.
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248319
Saved in:
8
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
9
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
Saved in:
10
The validation of different systemic risk measurement models
Wang, Hu
;
Jiang, Shuyang
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 83-97
Persistent link: https://www.econbiz.de/10014485771
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->