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~isPartOf:"Journal of banking & finance"
~subject:"Bankrisiko"
~subject:"Finanzkrise"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Bankrisiko
Finanzkrise
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
30
Estimation
25
Schätzung
25
ARCH model
23
ARCH-Modell
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Messung
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19
Basel Accord
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17
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16
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16
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15
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14
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13
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74
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Weiß, Gregor
4
Brandtner, Mario
3
Daníelsson, Jón
3
Armstrong, John
2
Breuer, Thomas
2
Brigo, Damiano
2
Dias, Alexandra
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
Abduraimova, Kumushoy
1
Allen, Linda
1
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1
An, Yunbi
1
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1
Bali, Turan G.
1
Banulescu, Georgiana-Denisa
1
Beirlant, Jan
1
Bellini, Fabio
1
Berens, Tobias
1
Bernard, Carole
1
Bostandzic, Denefa
1
Boucher, Christophe
1
Brechmann, Eike
1
Brownlees, Christian
1
Chabot, Ben
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Chen, Yi-Hsuan
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Claußen, Arndt
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1
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Journal of banking & finance
Insurance / Mathematics & economics
130
Finance research letters
68
Risks : open access journal
64
European journal of operational research : EJOR
62
International journal of forecasting
49
Journal of risk
47
International review of financial analysis
39
Quantitative finance
37
Discussion paper / Tinbergen Institute
36
Economic modelling
36
Journal of forecasting
33
The North American journal of economics and finance : a journal of financial economics studies
33
Energy economics
30
International review of economics & finance : IREF
29
Journal of empirical finance
25
Applied economics
24
The journal of risk model validation
24
Computational economics
23
Journal of risk and financial management : JRFM
22
Journal of risk management in financial institutions
22
Mathematics of operations research
22
Finance and stochastics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
The journal of operational risk
21
Journal of economic dynamics & control
20
The European journal of finance
20
International journal of theoretical and applied finance
19
Journal of international financial markets, institutions & money
19
Pacific-Basin finance journal
19
Research paper series / Swiss Finance Institute
19
Scandinavian actuarial journal
19
Applied economics letters
17
Journal of econometrics
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Mathematics and financial economics
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Operations research
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Journal of financial econometrics
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ECONIS (ZBW)
74
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51
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:
52
Model uncertainty and VaR aggregation
Embrechts, Paul
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2750-2764
Persistent link: https://www.econbiz.de/10009776377
Saved in:
53
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:
54
A leverage ratio rule for capital adequacy
Jarrow, Robert A.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 973-976
Persistent link: https://www.econbiz.de/10009708725
Saved in:
55
On the role of the estimation error in prediction of expected shortfall
Lönnbark, Carl
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 847-853
Persistent link: https://www.econbiz.de/10009708735
Saved in:
56
Systemic risk measures : the simpler the better?
Rodríguez-Moreno, María
;
Peña Sánchez de Rivera, …
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 1817-1831
Persistent link: https://www.econbiz.de/10009741912
Saved in:
57
Rewards for downside risk in Aisan markets
Alles, Lakshman
;
Murray, Louis
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2501-2509
Persistent link: https://www.econbiz.de/10009760610
Saved in:
58
Measuring systemic importance of financial institutions : an extreme value theory approach
Gravelle, Toni
;
Li, Fuchun
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2196-2209
Persistent link: https://www.econbiz.de/10009760707
Saved in:
59
Multidimensional risk and risk dependence
Polanski, Arnold
;
Stoja, Evarist
;
Zhang, Ren
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3286-3294
Persistent link: https://www.econbiz.de/10009782155
Saved in:
60
Conditional Value-at-Risk, spectral risk measures and (non-)diversification in portfolio selection problems : a comparison with mean-variance analysis
Brandtner, Mario
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5526-5537
Persistent link: https://www.econbiz.de/10010343658
Saved in:
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