//--> //--> //--> //-->
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:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~subject:"Credit risk"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Theory"
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_exact:"Risk measure"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Prognoseverfahren
Risk
Theory
Risikomaß
236
Risk measure
236
Theorie
118
Portfolio selection
96
Portfolio-Management
96
Risikomanagement
64
Risk management
64
Risiko
56
ARCH model
49
ARCH-Modell
49
Statistical distribution
45
Statistische Verteilung
45
Estimation
38
Schätzung
38
Volatility
37
Volatilität
37
Forecasting model
29
Capital income
27
Kapitaleinkommen
27
Financial crisis
24
Finanzkrise
24
Measurement
24
Messung
24
Kreditrisiko
23
Systemic risk
20
Outliers
19
Ausreißer
18
Basel Accord
18
Basler Akkord
18
Value-at-Risk
18
Bank risk
17
Bankrisiko
17
Expected shortfall
17
Systemrisiko
17
Welt
17
World
17
more ...
less ...
Online availability
All
Undetermined
71
Type of publication
All
Article
161
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
162
Aufsatz in Zeitschrift
162
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
162
Author
All
McNeil, Alexander J.
4
Weiß, Gregor
4
Brandtner, Mario
3
Daníelsson, Jón
3
Dias, Alexandra
3
Koedijk, Kees
3
Wied, Dominik
3
Acerbi, Carlo
2
Armstrong, John
2
Berens, Tobias
2
Bernard, Carole
2
Breuer, Thomas
2
Brigo, Damiano
2
Campbell, Rachel
2
Caporin, Massimiliano
2
Chen, Yi-Hsuan
2
Cui, Xueting
2
Dowd, Kevin
2
Fabozzi, Frank J.
2
Fałdziński, Marcin
2
Fermanian, Jean-David
2
Fiszeder, Piotr
2
Frey, Rüdiger
2
Gordy, Michael B.
2
Herrera, Rodrigo
2
Huisman, Ronald
2
León Valle, Ángel Manuel
2
Molnár, Peter
2
Munari, Cosimo-Andrea
2
Petrella, Lea
2
Peña Sánchez de Rivera, Juan Ignacio
2
Prokhorov, Artem
2
Puccetti, Giovanni
2
Račev, Svetlozar T.
2
Rösch, Daniel
2
Rüschendorf, Ludger
2
Scaillet, Olivier
2
Tasche, Dirk
2
Wang, Ruodu
2
Zhu, Shushang
2
more ...
less ...
Institution
All
HFDF <2, 1998, Zürich>
1
Published in...
All
Journal of banking & finance
Journal of empirical finance
Insurance / Mathematics & economics
196
European journal of operational research : EJOR
97
Risks : open access journal
90
Finance research letters
70
Journal of risk
62
International journal of forecasting
53
International review of financial analysis
51
Quantitative finance
49
Economic modelling
48
Discussion paper / Tinbergen Institute
44
The journal of risk model validation
41
International journal of theoretical and applied finance
36
Applied economics
35
Energy economics
35
Journal of forecasting
35
Journal of risk and financial management : JRFM
33
The North American journal of economics and finance : a journal of financial economics studies
32
Finance and stochastics
30
Computational economics
29
The European journal of finance
29
Journal of econometrics
28
Scandinavian actuarial journal
28
International review of economics & finance : IREF
27
Research paper series / Swiss Finance Institute
27
Journal of economic dynamics & control
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
SFB 649 discussion paper
26
Journal of risk management in financial institutions
25
Mathematics and financial economics
25
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
Mathematics of operations research
24
The journal of credit risk : published quarterly by Incisive Media
24
Applied economics letters
23
Journal of international financial markets, institutions & money
22
Operations research
22
Operations research letters
22
Astin bulletin : the journal of the International Actuarial Association
21
Journal of financial econometrics
21
more ...
less ...
Source
All
ECONIS (ZBW)
162
Showing
1
-
10
of
162
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile
Candia Campano, Claudio
;
Herrera, Rodrigo
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014578542
Saved in:
2
Time-varying Z-score measures for bank insolvency risk : best practice
Bouvatier, Vincent
;
Lepetit, Lætitia
;
Rehault, …
- In:
Journal of empirical finance
73
(
2023
),
pp. 170-179
Persistent link: https://www.econbiz.de/10014477006
Saved in:
3
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
4
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
5
The case for CASE : estimating heterogeneous systemic effects
Du, Zaichao
;
Escanciano, Juan Carlos
;
Zhu, Guangwei
- In:
Journal of banking & finance
157
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490722
Saved in:
6
Impact of systemic risk regulation on optimal policies and asset prices
Bernard, Carole
;
Cui, Xuecan
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491945
Saved in:
7
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
8
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:
9
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
10
Forecasting value at risk and expected shortfall using a model with a dynamic omega ratio
Taylor, James W.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463062
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->