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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of forecasting"
~subject:"Finanzkrise"
~subject:"Prognoseverfahren"
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Finanzkrise
Prognoseverfahren
Risikomaß
223
Risk measure
223
Theorie
102
Theory
102
Portfolio selection
88
Portfolio-Management
88
Risikomanagement
55
Risk management
55
Risiko
51
Risk
51
Forecasting model
46
Statistical distribution
40
Statistische Verteilung
40
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37
ARCH-Modell
37
Volatility
32
Volatilität
32
Estimation
31
Schätzung
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Messung
26
Capital income
24
Financial crisis
24
Kapitaleinkommen
24
Basel Accord
22
Basler Akkord
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Credit risk
22
Kreditrisiko
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Systemic risk
19
Systemrisiko
17
Welt
17
World
17
Bank risk
15
Bankrisiko
15
Financial services
15
Finanzdienstleistung
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67
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McAleer, Michael
4
Weiß, Gregor
4
Chen, Cathy W. S.
3
Gerlach, Richard
3
Lin, Edward M. H.
3
Da Veiga, Bernardo
2
McNeil, Alexander J.
2
Pérez Amaral, Teodosio
2
Taylor, James W.
2
Wang, Chao
2
Wied, Dominik
2
Ziggel, Daniel
2
Abduraimova, Kumushoy
1
Apergēs, Nikolaos
1
Arteche, Josu
1
Banulescu, Denisa
1
Banulescu, Georgiana-Denisa
1
Bao, Yong
1
Beirlant, Jan
1
Berens, Tobias
1
Berger, Theo
1
Bernard, Carole
1
Bostandzic, Denefa
1
Breuer, Thomas
1
Brownlees, Christian
1
Chabot, Ben
1
Chen, Lu
1
Cheng, Wai-yan
1
Cheng, Yihan
1
Chiu, Wan-chien
1
Chong, James
1
Colletaz, Gilbert
1
Consigli, Giorgio
1
Cui, Xuecan
1
Cui, Xueting
1
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1
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1
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1
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Journal of banking & finance
Journal of forecasting
International journal of forecasting
45
Finance research letters
37
Discussion paper / Tinbergen Institute
26
International review of financial analysis
21
The North American journal of economics and finance : a journal of financial economics studies
21
Economic modelling
18
Risks : open access journal
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of empirical finance
16
Applied economics
15
Journal of risk
15
Econometric Institute research papers
14
International review of economics & finance : IREF
14
Energy economics
13
Journal of economic dynamics & control
13
Journal of risk and financial management : JRFM
13
The journal of risk model validation
13
Applied economics letters
12
The European journal of finance
12
Working paper
12
Journal of financial econometrics
11
Computational economics
10
Journal of international financial markets, institutions & money
10
Journal of risk management in financial institutions
10
Pacific-Basin finance journal
10
Quantitative finance
10
Journal of econometrics
9
Research in international business and finance
9
Working papers
9
European journal of operational research : EJOR
8
Risk management : a journal of risk, crisis and disaster
7
CFS working paper series
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of financial stability
6
Research paper series / Swiss Finance Institute
6
School of Accounting, Finance and Economics & FEMARC working paper series
6
Staff working papers / Bank of England
6
The journal of asset management
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ECONIS (ZBW)
67
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1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
2
Modeling uncertainty in financial tail risk : a forecast combination and weighted quantile approach
Storti, Giuseppe
;
Wang, Chao
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1648-1663
Persistent link: https://www.econbiz.de/10014432743
Saved in:
3
Portfolio optimization based on forecasting models using vine copulas : an empirical assessment for global financial crises
Sahamkhadam, Maziar
;
Stephan, Andreas
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2139-2166
Persistent link: https://www.econbiz.de/10014432866
Saved in:
4
Bootstrap VAR forecasts : the effect of model uncertainties
Fresoli, Diego
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 279-293
Persistent link: https://www.econbiz.de/10012817747
Saved in:
5
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
6
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
7
A comparison of Range Value at Risk (RVaR) forecasting models
Müller, Fernanda Maria
;
Gössling, Thalles Weber
; …
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 509-543
Persistent link: https://www.econbiz.de/10014532345
Saved in:
8
A new model for forecasting VaR and ES using intraday returns aggregation
Song, Shijia
;
Li, Handong
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1039-1054
Persistent link: https://www.econbiz.de/10014338800
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
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
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