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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Theory"
~type_genre:"Article in journal"
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Prognoseverfahren
Risk
Theory
Risikomaß
236
Risk measure
236
Theorie
118
Portfolio selection
96
Portfolio-Management
96
Risikomanagement
64
Risk management
64
Risiko
56
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49
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Measurement
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Weiß, Gregor
4
Brandtner, Mario
3
Daníelsson, Jón
3
Dias, Alexandra
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Koedijk, Kees
3
McNeil, Alexander J.
3
Wied, Dominik
3
Acerbi, Carlo
2
Armstrong, John
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Berens, Tobias
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2
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2
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Chen, Yi-Hsuan
2
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2
Dowd, Kevin
2
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2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Herrera, Rodrigo
2
Huisman, Ronald
2
León Valle, Ángel Manuel
2
Molnár, Peter
2
Petrella, Lea
2
Peña Sánchez de Rivera, Juan Ignacio
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Prokhorov, Artem
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Račev, Svetlozar T.
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2
Zhu, Shushang
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Ziggel, Daniel
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Ñíguez, Trino-Manuel
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1
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1
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HFDF <2, 1998, Zürich>
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Journal of banking & finance
Journal of empirical finance
Insurance / Mathematics & economics
196
European journal of operational research : EJOR
95
Risks : open access journal
88
Finance research letters
74
Journal of risk
57
International journal of forecasting
52
Quantitative finance
52
International review of financial analysis
49
Economic modelling
46
The journal of risk model validation
37
Energy economics
36
Applied economics
35
Journal of forecasting
35
International journal of theoretical and applied finance
33
Journal of risk and financial management : JRFM
33
Finance and stochastics
30
The North American journal of economics and finance : a journal of financial economics studies
30
Computational economics
28
Journal of econometrics
28
Scandinavian actuarial journal
28
The European journal of finance
28
International review of economics & finance : IREF
26
Journal of economic dynamics & control
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Mathematics and financial economics
25
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
Mathematics of operations research
24
Operations research
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Journal of financial econometrics
22
Operations research letters
22
The journal of credit risk : published quarterly by Incisive Media
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Applied economics letters
21
Astin bulletin : the journal of the International Actuarial Association
21
Journal of risk management in financial institutions
21
Journal of international financial markets, institutions & money
20
Journal of mathematical finance
20
The journal of operational risk
20
Pacific-Basin finance journal
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ECONIS (ZBW)
155
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Adjusted expected shortfall
Burzoni, Matteo
;
Munari, Cosimo-Andrea
;
Wang, Ruodu
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013399973
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