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~isPartOf:"Journal of banking & finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Finanzkrise"
~subject:"Kreditrisiko"
~subject:"Prognoseverfahren"
~subject:"World"
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Search: subject_exact:"Risk measure"
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Finanzkrise
Kreditrisiko
Prognoseverfahren
World
Risikomaß
248
Risk measure
248
Portfolio selection
104
Portfolio-Management
104
Theorie
95
Theory
95
Risk management
75
Risikomanagement
74
Risiko
59
Risk
59
Volatility
52
Volatilität
52
ARCH model
48
ARCH-Modell
48
Estimation
45
Schätzung
45
Statistical distribution
39
Statistische Verteilung
39
Capital income
37
Kapitaleinkommen
37
Financial crisis
33
Credit risk
27
Systemic risk
26
Welt
26
Forecasting model
25
Measurement
25
Messung
25
Multivariate Verteilung
25
Multivariate distribution
25
Systemrisiko
24
Bank risk
21
Bankrisiko
21
Basel Accord
20
Basler Akkord
20
Börsenkurs
20
Share price
20
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92
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92
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92
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English
92
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Weiß, Gregor
4
McNeil, Alexander J.
3
Bernard, Carole
2
Fermanian, Jean-David
2
Gordy, Michael B.
2
Gupta, Rangan
2
McAleer, Michael
2
Peña Sánchez de Rivera, Juan Ignacio
2
Pierdzioch, Christian
2
Scaillet, Olivier
2
Wied, Dominik
2
Ziggel, Daniel
2
Abduraimova, Kumushoy
1
Adewuyi, Adeolu O.
1
Ahelegbey, Daniel Felix
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Albulescu, Claudiu Tiberiu
1
Allen, David E.
1
Asai, Manabu
1
Banulescu, Georgiana-Denisa
1
Bao, Ying
1
Barnhill, Theodore M.
1
Beirlant, Jan
1
Berens, Tobias
1
Bostandzic, Denefa
1
Breuer, Thomas
1
Brownlees, Christian
1
Brugal, Ivan
1
Candido, Osvaldo
1
Carey, Mark S.
1
Chabot, Ben
1
Chan, Jennifer So Kuen
1
Chang, Chia-Lin
1
Changqing, Luo
1
Chen, Rongda
1
Chiu, Wan-chien
1
Choe, Geon Ho
1
Choi, So Eun
1
Chou, Ray Yeutien
1
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Published in...
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Journal of banking & finance
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
51
International journal of forecasting
51
Discussion paper / Tinbergen Institute
33
Journal of forecasting
33
Journal of risk
30
International review of financial analysis
29
Risks : open access journal
29
Energy economics
28
The journal of risk model validation
28
Economic modelling
24
Journal of risk management in financial institutions
23
International review of economics & finance : IREF
22
The journal of credit risk : published quarterly by Incisive Media
21
Journal of empirical finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Applied economics
17
Econometric Institute research papers
17
The European journal of finance
17
Computational economics
16
Applied economics letters
15
Journal of economic dynamics & control
15
Journal of international financial markets, institutions & money
15
Journal of risk and financial management : JRFM
15
Research in international business and finance
14
Research paper series / Swiss Finance Institute
14
European journal of operational research : EJOR
13
Journal of financial econometrics
13
Pacific-Basin finance journal
13
Working paper
13
Quantitative finance
12
Insurance / Mathematics & economics
11
Journal of econometrics
10
School of Accounting, Finance and Economics & FEMARC working paper series
10
International journal of theoretical and applied finance
9
Journal of financial stability
9
Working papers
9
Discussion paper / Deutsche Bundesbank
8
Journal of financial services research : JFSR
8
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ECONIS (ZBW)
92
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1
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10
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92
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1
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:
2
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:
3
A study on equity home bias using vine copula approach
Garg, Jyoti
;
Karmakar, Madhusudan
;
Paul, Samit
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014246917
Saved in:
4
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:
5
Forecasting value at risk and expected shortfall using a model with a dynamic omega ratio
Taylor, James W.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463062
Saved in:
6
A new approach to credit ratings
Pertaia, Giorgi
;
Prokhorov, Artem
;
Uryasev, Stan
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
Saved in:
7
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
8
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
9
Machine-learning-enhanced systemic risk measure : a two-step supervised learning approach
Liu, Ruicheng
;
Pun, Chi Seng
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013448776
Saved in:
10
Forecasting risk measures using intraday and overnight information
Santos, Douglas Gomes dos
;
Candido, Osvaldo
;
Tófoli, …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013449240
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