//--> //--> //--> //-->
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 financial econometrics"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The journal of risk model validation"
~language:"eng"
~subject:"Prognoseverfahren"
~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_exact:"Risk measure"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Risk
Risikomaß
305
Risk measure
305
Theorie
125
Theory
125
Portfolio selection
112
Portfolio-Management
112
Risikomanagement
92
Risk management
92
Risiko
75
Statistical distribution
63
Statistische Verteilung
63
ARCH model
56
ARCH-Modell
56
Estimation
54
Schätzung
54
Volatility
46
Volatilität
46
Forecasting model
43
Measurement
39
Messung
39
Credit risk
36
Kreditrisiko
36
Capital income
35
Kapitaleinkommen
35
Financial crisis
31
Finanzkrise
31
Systemic risk
30
Systemrisiko
28
Basel Accord
27
Basler Akkord
27
Estimation theory
26
Schätztheorie
26
Bank risk
23
Bankrisiko
23
Welt
23
World
23
Ausreißer
22
Outliers
22
more ...
less ...
Online availability
All
Undetermined
83
Free
1
Type of publication
All
Article
112
Type of publication (narrower categories)
All
Article in journal
112
Aufsatz in Zeitschrift
112
Language
All
English
Author
All
Brandtner, Mario
3
Daníelsson, Jón
3
Weiß, Gregor
3
An, Yunbi
2
Armstrong, John
2
Breuer, Thomas
2
Brigo, Damiano
2
Dimitriadis, Timo
2
Hoga, Yannick
2
Lin, Chu-Hsiung
2
McNeil, Alexander J.
2
Peña Sánchez de Rivera, Juan Ignacio
2
Puccetti, Giovanni
2
Rösch, Daniel
2
Wied, Dominik
2
Xiong, Xiong
2
Yang, Bill Huajian
2
Ziggel, Daniel
2
Alles, Lakshman
1
Anand, Abhinav
1
Arrieta, Daniel
1
Banulescu, Georgiana-Denisa
1
Barunik, Jozef
1
Bayer, Sebastian
1
Bee, Marco
1
Bellini, Fabio
1
Berens, Tobias
1
Biljon, L. van
1
Boucher, Christophe
1
Breeden, Joseph L.
1
Brownlees, Christian
1
Buczy´nski, Mateusz
1
Bücher, Axel
1
Cai, Charlie X.
1
Cai, Chunlin
1
Cai, Yuzhi
1
Calderín-Ojeda, Enrique
1
Cesarone, Francesco
1
Chabot, Ben
1
Changchien, Chang-cheng
1
more ...
less ...
Published in...
All
Journal of banking & finance
Journal of financial econometrics
Pacific-Basin finance journal
The journal of risk model validation
Insurance / Mathematics & economics
126
Risks : open access journal
59
European journal of operational research : EJOR
58
Finance research letters
57
International journal of forecasting
49
Journal of risk
37
Quantitative finance
37
Journal of forecasting
33
International review of financial analysis
32
Discussion paper / Tinbergen Institute
28
Economic modelling
27
Energy economics
26
Journal of empirical finance
25
International review of economics & finance : IREF
23
The North American journal of economics and finance : a journal of financial economics studies
23
Applied economics
22
Finance and stochastics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Mathematics of operations research
21
Computational economics
20
Journal of risk and financial management : JRFM
19
Scandinavian actuarial journal
19
International journal of theoretical and applied finance
17
Mathematics and financial economics
17
Operations research
17
Research paper series / Swiss Finance Institute
16
The European journal of finance
16
Journal of economic dynamics & control
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Journal of mathematical finance
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Applied economics letters
13
Journal of econometrics
13
Working papers
13
Astin bulletin : the journal of the International Actuarial Association
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
more ...
less ...
Source
All
ECONIS (ZBW)
112
Showing
1
-
10
of
112
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Regression-based expected shortfall backtesting
Bayer, Sebastian
;
Dimitriadis, Timo
- In:
Journal of financial econometrics
20
(
2022
)
3
,
pp. 437-471
Persistent link: https://www.econbiz.de/10013349110
Saved in:
2
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
3
Forecasting VaRs via hybrid EVT with normal and non-normal filters : a comparative analysis from the Chinese stock market
Tong, Bin
;
Diao, Xundi
;
Li, Xiaoping
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014491148
Saved in:
4
Modeling underwriting risk : a copula regression analysis on U.S. property-casualty insurance byline loss ratios
Tsai, Jeffrey Tzuhao
;
Lo, Chien-Ling
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491177
Saved in:
5
Does systemic risk affect fund managers' tail risk-taking?
Xuan, Quansheng
;
Li, Zhiyong
;
Zhao, Tianyu
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014491185
Saved in:
6
Economic policy uncertainty and capital flows' tail risk in China
Huang, Xiaowei
;
He, Chenyu
;
Zhang, Man
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014575707
Saved in:
7
Quantile spectral beta : a tale of tail risks, investment horizons, and asset prices
Barunik, Jozef
;
Nevrla, Matĕj
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1590-1646
Persistent link: https://www.econbiz.de/10014444704
Saved in:
8
Market maker inventory, bid-ask spreads, and the computation of option implied risk measures
Eraker, Bjørn
;
Osterrieder, Daniela
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1820-1851
Persistent link: https://www.econbiz.de/10014444758
Saved in:
9
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:
10
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:
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...
//-->