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~isPartOf:"Journal of banking & finance"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The journal of risk model validation"
~language:"eng"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Theorie"
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Prognoseverfahren
Risk
Theorie
Risikomaß
270
Risk measure
270
Theory
108
Portfolio selection
104
Portfolio-Management
104
Risikomanagement
81
Risk management
81
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67
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50
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50
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45
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45
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44
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44
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39
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30
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English
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Brandtner, Mario
3
Daníelsson, Jón
3
Dias, Alexandra
3
Weiß, Gregor
3
Xiong, Xiong
3
Acerbi, Carlo
2
An, Yunbi
2
Armstrong, John
2
Bernard, Carole
2
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2
Breuer, Thomas
2
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2
Campbell, Rachel
2
Cui, Xueting
2
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2
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2
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2
Lin, Chu-Hsiung
2
McNeil, Alexander J.
2
Mitic, Peter
2
Peña Sánchez de Rivera, Juan Ignacio
2
Puccetti, Giovanni
2
Qin, Xiao
2
Rösch, Daniel
2
Tasche, Dirk
2
Wang, Ruodu
2
Wied, Dominik
2
Yang, Bill Huajian
2
Zhu, Shushang
2
Ziggel, Daniel
2
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1
Alcock, Jamie
1
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1
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1
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1
Anand, Abhinav
1
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1
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1
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Journal of banking & finance
Pacific-Basin finance journal
The journal of risk model validation
Insurance / Mathematics & economics
196
European journal of operational research : EJOR
93
Risks : open access journal
87
Finance research letters
64
Journal of risk
55
International journal of forecasting
48
International review of financial analysis
46
Quantitative finance
46
Economic modelling
44
Discussion paper / Tinbergen Institute
43
Journal of empirical finance
42
Applied economics
35
Journal of forecasting
35
Energy economics
34
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
Journal of econometrics
28
Scandinavian actuarial journal
28
The European journal of finance
28
Computational economics
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Research paper series / Swiss Finance Institute
26
Journal of economic dynamics & control
25
Mathematics and financial economics
25
SFB 649 discussion paper
25
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
Mathematics of operations research
24
International review of economics & finance : IREF
22
Operations research
22
Operations research letters
22
The journal of credit risk : published quarterly by Incisive Media
22
Applied economics letters
21
Astin bulletin : the journal of the International Actuarial Association
21
Journal of financial econometrics
21
Journal of risk management in financial institutions
21
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
163
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1
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10
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163
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date (oldest first)
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
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
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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