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~isPartOf:"Journal of banking & finance"
~subject:"ARCH-Modell"
~subject:"Bankrisiko"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Risk"
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ARCH-Modell
Bankrisiko
Forecasting model
Prognoseverfahren
Risk
Risikomaß
181
Risk measure
181
Theorie
83
Theory
83
Portfolio selection
77
Portfolio-Management
77
Risikomanagement
52
Risk management
52
Risiko
45
Statistical distribution
30
Statistische Verteilung
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Estimation
25
Schätzung
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ARCH model
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Credit risk
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78
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Brandtner, Mario
3
Daníelsson, Jón
3
Weiß, Gregor
3
Armstrong, John
2
Bali, Turan G.
2
Breuer, Thomas
2
Brigo, Damiano
2
Kim, Young Shin
2
McNeil, Alexander J.
2
Paterlini, Sandra
2
Peña Sánchez de Rivera, Juan Ignacio
2
Puccetti, Giovanni
2
Rösch, Daniel
2
Wied, Dominik
2
Ziggel, Daniel
2
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1
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1
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1
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1
Anand, Abhinav
1
Aramonte, Sirio
1
Audrino, Francesco
1
Banulescu, Georgiana-Denisa
1
Barone-Adesi, Giovanni
1
Bellini, Fabio
1
Berens, Tobias
1
Bianchi, Michele Leonardo
1
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1
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1
Brownlees, Christian
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Chabot, Ben
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Journal of banking & finance
Insurance / Mathematics & economics
134
Finance research letters
73
European journal of operational research : EJOR
66
Risks : open access journal
65
Journal of risk
59
International journal of forecasting
52
Energy economics
49
Economic modelling
48
International review of financial analysis
44
The North American journal of economics and finance : a journal of financial economics studies
43
Quantitative finance
42
Journal of empirical finance
41
The journal of risk model validation
36
Discussion paper / Tinbergen Institute
35
Journal of forecasting
35
Applied economics
34
International review of economics & finance : IREF
29
Journal of risk and financial management : JRFM
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Working papers
24
Pacific-Basin finance journal
23
Research paper series / Swiss Finance Institute
23
The European journal of finance
23
Computational economics
22
Journal of econometrics
22
Journal of risk management in financial institutions
22
Mathematics of operations research
22
Finance and stochastics
21
Research in international business and finance
21
International journal of theoretical and applied finance
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Journal of financial econometrics
20
Scandinavian actuarial journal
20
The journal of operational risk
20
Operations research
19
Journal of international financial markets, institutions & money
18
Journal of mathematical finance
18
Journal of economic dynamics & control
17
Mathematics and financial economics
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ECONIS (ZBW)
78
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78
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1
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:
2
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:
3
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
4
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:
5
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
Saved in:
6
The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio
;
Tang, Qihe
;
Tong, Zhiwei
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
Saved in:
7
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
Saved in:
8
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
Saved in:
9
A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks
Kircher, Felix
;
Rösch, Daniel
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013256632
Saved in:
10
Modelling extremal dependence for operational risk by a bipartite graph
Kley, Oliver
;
Klüppelberg, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012495775
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