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~isPartOf:"Journal of banking & finance"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The journal of risk model validation"
~language:"eng"
~subject:"Kreditrisiko"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Kreditrisiko
Prognoseverfahren
Risk
Risikomaß
278
Risk measure
278
Theorie
111
Theory
111
Portfolio selection
105
Portfolio-Management
105
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84
Risk management
84
Risiko
69
Statistical distribution
51
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51
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48
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48
Estimation
46
Schätzung
46
Volatility
41
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Credit risk
35
Forecasting model
32
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32
Messung
32
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30
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30
Systemic risk
28
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27
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23
Bankrisiko
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Welt
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World
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Brandtner, Mario
3
Daníelsson, Jón
3
McNeil, Alexander J.
3
Weiß, Gregor
3
An, Yunbi
2
Armstrong, John
2
Breuer, Thomas
2
Brigo, Damiano
2
Fermanian, Jean-David
2
Fischer, Matthias
2
Gordy, Michael B.
2
Lin, Chu-Hsiung
2
Peña Sánchez de Rivera, Juan Ignacio
2
Puccetti, Giovanni
2
Rösch, Daniel
2
Scaillet, Olivier
2
Wied, Dominik
2
Xiong, Xiong
2
Yang, Bill Huajian
2
Ziggel, Daniel
2
Alles, Lakshman
1
Anand, Abhinav
1
Arnsdorf, Matthias
1
Arrieta, Daniel
1
Banulescu, Georgiana-Denisa
1
Barnhill, Theodore M.
1
Bellini, Fabio
1
Berens, Tobias
1
Bernard, Carole
1
Biljon, L. van
1
Boucher, Christophe
1
Breeden, Joseph L.
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1
Cai, Chunlin
1
Calderín-Ojeda, Enrique
1
Carey, Mark S.
1
Cesarone, Francesco
1
Chabot, Ben
1
Changchien, Chang-cheng
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Journal of banking & finance
Pacific-Basin finance journal
The journal of risk model validation
Insurance / Mathematics & economics
130
Risks : open access journal
66
European journal of operational research : EJOR
62
Finance research letters
59
International journal of forecasting
51
Journal of risk
46
Quantitative finance
38
International review of financial analysis
35
Discussion paper / Tinbergen Institute
34
Economic modelling
33
Journal of forecasting
33
Energy economics
27
The North American journal of economics and finance : a journal of financial economics studies
26
International review of economics & finance : IREF
25
Journal of empirical finance
25
Computational economics
23
Applied economics
22
Finance and stochastics
22
International journal of theoretical and applied finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Journal of risk management in financial institutions
22
Mathematics of operations research
22
Journal of risk and financial management : JRFM
21
Research paper series / Swiss Finance Institute
20
The European journal of finance
20
The journal of credit risk : published quarterly by Incisive Media
20
Scandinavian actuarial journal
19
Journal of financial econometrics
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Mathematics and financial economics
17
Operations research
17
Journal of economic dynamics & control
16
Journal of international financial markets, institutions & money
16
Applied economics letters
15
Journal of mathematical finance
15
Journal of econometrics
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
125
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125
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1
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:
2
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:
3
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:
4
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:
5
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
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6
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:
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
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
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