//--> //--> //--> //-->
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:"Pacific-Basin finance journal"
~isPartOf:"The journal of risk model validation"
~language:"eng"
~subject:"Prognoseverfahren"
~subject:"Risk"
~type:"article"
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
277
Risk measure
277
Theorie
111
Theory
111
Portfolio selection
105
Portfolio-Management
105
Risikomanagement
84
Risk management
84
Risiko
69
Statistical distribution
51
Statistische Verteilung
51
ARCH model
48
ARCH-Modell
48
Estimation
46
Schätzung
46
Volatility
41
Volatilität
41
Credit risk
35
Kreditrisiko
35
Forecasting model
32
Measurement
32
Messung
32
Financial crisis
30
Finanzkrise
30
Systemic risk
28
Capital income
27
Kapitaleinkommen
27
Basel Accord
26
Basler Akkord
26
Systemrisiko
26
Bank risk
23
Bankrisiko
23
Welt
22
World
22
Estimation theory
19
Expected shortfall
19
Financial services
19
Finanzdienstleistung
19
more ...
less ...
Online availability
All
Undetermined
68
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
96
Aufsatz in Zeitschrift
96
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
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
Bellini, Fabio
1
Berens, Tobias
1
Biljon, L. van
1
Boucher, Christophe
1
Breeden, Joseph L.
1
Brownlees, Christian
1
Buczy´nski, Mateusz
1
Cai, Chunlin
1
Calderín-Ojeda, Enrique
1
Cesarone, Francesco
1
Chabot, Ben
1
Changchien, Chang-cheng
1
Chen, Fen-ying
1
Chen, Hsien-ming
1
Chen, Lifang
1
Chen, Lu
1
Chen, Yi-Hsuan
1
Chiang, Thomas C.
1
Chiu, Wan-chien
1
Chlebus, Marcin
1
more ...
less ...
Published in...
All
Journal of banking & finance
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
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
Journal of financial econometrics
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
Astin bulletin : the journal of the International Actuarial Association
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of risk management in financial institutions
12
Journal of international financial markets, institutions & money
10
Research in international business and finance
10
more ...
less ...
Source
All
ECONIS (ZBW)
96
Showing
1
-
10
of
96
Sort
relevance
articles prioritized
date (newest first)
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
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:
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
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
Saved in:
10
The world price of tail risk
Lee, Kuan-hui
;
Yang, Cheol-Won
- In:
Pacific-Basin finance journal
71
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014513928
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...
//-->