//--> //--> //-->
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"
~person:"Du, Zaichao"
~person:"Jobst, Andreas A."
~person:"Weiß, Gregor"
~subject:"Finanzkrise"
~subject:"Prognoseverfahren"
~subject:"Welt"
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
Finanzkrise
Prognoseverfahren
Welt
Risikomaß
7
Risk measure
7
Systemic risk
4
Financial crisis
3
Forecasting model
3
Risikomanagement
3
Risk management
3
Systemrisiko
3
Value-at-Risk
3
ARCH model
2
ARCH-Modell
2
Basel Accord
2
Basler Akkord
2
Liquidity
2
Marginal expected shortfall
2
Multivariate Verteilung
2
Multivariate distribution
2
Statistical distribution
2
Statistische Verteilung
2
Theorie
2
Theory
2
Ansteckungseffekt
1
Ausreißer
1
Backtesting
1
Bank
1
Bank liquidity
1
Bankenkrise
1
Bankenliquidität
1
Banking crisis
1
Banks
1
Börsenkurs
1
Canonical Maximum-Likelihood
1
Commonality
1
Consolidation
1
Contagion effect
1
Copula
1
Estimation
1
Estimation theory
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Du, Zaichao
Jobst, Andreas A.
Weiß, Gregor
McNeil, Alexander J.
2
Peña Sánchez de Rivera, Juan Ignacio
2
Wied, Dominik
2
Ziggel, Daniel
2
Abduraimova, Kumushoy
1
Banulescu, Georgiana-Denisa
1
Beirlant, Jan
1
Berens, Tobias
1
Bernard, Carole
1
Bostandzic, Denefa
1
Breuer, Thomas
1
Brownlees, Christian
1
Carey, Mark S.
1
Chabot, Ben
1
Chiu, Wan-chien
1
Consigli, Giorgio
1
Cui, Xuecan
1
Cui, Xueting
1
Daigler, Robert T.
1
Daníelsson, Jón
1
Dias, Alexandra
1
Dumitrescu, Elena-Ivona
1
Düllmann, Klaus
1
Escanciano, Juan Carlos
1
Farmer, J. Doyne
1
Fethı, Meryem Duygun
1
Flavell, Richard
1
Gagnon, Marie-Hélène
1
Geanakoplos, John
1
Ghysels, Eric
1
Gordy, Michael B.
1
Gravelle, Toni
1
Hewins, Robin David
1
Hrycay, Mark
1
Hua, Jian
1
Jarrow, Robert A.
1
Kiesel, Rüdiger
1
more ...
less ...
Published in...
All
Journal of banking & finance
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
3
Journal of banking and finance
1
Journal of empirical finance
1
Kredit und Kapital
1
Quantitative finance
1
Review of quantitative finance and accounting
1
Staff working papers / Bank of England
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Evaluating Value-at-Risk forecasts : a new set of multivariate backtests
Wied, Dominik
;
Weiß, Gregor
;
Ziggel, Daniel
- In:
Journal of banking & finance
72
(
2016
),
pp. 121-132
Persistent link: https://www.econbiz.de/10011635501
Saved in:
3
Systemic risk and bank consolidation : international evidence
Weiß, Gregor
;
Neumann, Sascha
;
Bostandzic, Denefa
- In:
Journal of banking & finance
40
(
2014
),
pp. 165-181
Persistent link: https://www.econbiz.de/10010402243
Saved in:
4
Measuring systemic risk-adjusted liquidity (SRL) : a model approach
Jobst, Andreas A.
- In:
Journal of banking & finance
45
(
2014
),
pp. 270-287
Persistent link: https://www.econbiz.de/10010467904
Saved in:
5
A new set of improved Value-at-Risk backtests
Ziggel, Daniel
;
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of banking & finance
48
(
2014
),
pp. 29-41
Persistent link: https://www.econbiz.de/10010506942
Saved in:
6
Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas
Weiß, Gregor
;
Supper, Hendrik
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3334-3350
Persistent link: https://www.econbiz.de/10010126429
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->