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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
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ARCH model
23
ARCH-Modell
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Credit risk
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Messung
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19
Basel Accord
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16
Bank risk
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14
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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
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2
Rösch, Daniel
2
Wied, Dominik
2
Ziggel, Daniel
2
Abduraimova, Kumushoy
1
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1
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1
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1
Bali, Turan G.
1
Banulescu, Georgiana-Denisa
1
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1
Bellini, Fabio
1
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1
Bernard, Carole
1
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1
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1
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Chabot, Ben
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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
17
Operations research
17
Journal of financial econometrics
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Research in international business and finance
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ECONIS (ZBW)
74
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61
Market capitalization and Value-at-Risk
Dias, Alexandra
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5248-5260
Persistent link: https://www.econbiz.de/10010343742
Saved in:
62
Forecasting the return distribution using high-frequency volatility measures
Hua, Jian
;
Manzan, Sebastiano
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4381-4403
Persistent link: https://www.econbiz.de/10010247031
Saved in:
63
Systematic stress tests with entropic plausibility constraints
Breuer, Thomas
;
Csiszár, Imre
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1552-1559
Persistent link: https://www.econbiz.de/10009729051
Saved in:
64
Market crises and Basel capital requirements : could Basel III have been different? ; evidence from Portugal, Ireland, Greece and Spain (PIGS)
Rossignolo, Adrián F.
;
Fethı, Meryem Duygun
;
Shaban, …
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1323-1339
Persistent link: https://www.econbiz.de/10009729116
Saved in:
65
Systemic risk contributions : a credit portfolio approach
Puzanova, Natalia
;
Düllmann, Klaus
- In:
Journal of banking & finance
37
(
2013
)
4
,
pp. 1243-1257
Persistent link: https://www.econbiz.de/10009719795
Saved in:
66
On Haezendonck risk measures
Bellini, Fabio
;
Rosazza Gianin, Emanuela
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 986-994
Persistent link: https://www.econbiz.de/10003733781
Saved in:
67
Do banks overstate their Value-at-Risk?
Pérignon, Christophe
;
Zi Yin Deng
;
Zhi Jun Wang
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 783-794
Persistent link: https://www.econbiz.de/10003702761
Saved in:
68
Cyclicality in catastrophic and operational risk measurements
Allen, Linda
;
Bali, Turan G.
- In:
Journal of banking & finance
31
(
2007
)
4
,
pp. 1191-1235
Persistent link: https://www.econbiz.de/10003459180
Saved in:
69
The limits of diversification when losses may be large
Ibragimov, Rustam
;
Walden, Johan
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2551-2569
Persistent link: https://www.econbiz.de/10003522982
Saved in:
70
On time-scaling of risk and the square-root-of-time rule
Daníelsson, Jón
;
Zigrand, Jean-Pierre
- In:
Journal of banking & finance
30
(
2006
)
10
,
pp. 2701-2713
Persistent link: https://www.econbiz.de/10003376422
Saved in:
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