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~isPartOf:"Journal of banking & finance"
~subject:"Finanzkrise"
~subject:"Forecasting model"
~subject:"Kreditrisiko"
~subject:"Prognoseverfahren"
~subject:"World"
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Finanzkrise
Forecasting model
Kreditrisiko
Prognoseverfahren
World
Risikomaß
181
Risk measure
181
Theorie
83
Theory
83
Portfolio selection
77
Portfolio-Management
77
Risikomanagement
52
Risk management
52
Risiko
45
Risk
45
Statistical distribution
30
Statistische Verteilung
30
Estimation
25
Schätzung
25
ARCH model
23
ARCH-Modell
23
Credit risk
22
Financial crisis
22
Measurement
21
Messung
21
Volatility
21
Volatilität
21
Systemic risk
19
Basel Accord
18
Basler Akkord
18
Systemrisiko
17
Capital income
16
Kapitaleinkommen
16
Bank risk
15
Bankrisiko
15
Financial services
14
Finanzdienstleistung
14
Welt
14
Expected shortfall
13
Value-at-Risk
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English
62
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Weiß, Gregor
4
McNeil, Alexander J.
3
Bernard, Carole
2
Fermanian, Jean-David
2
Gordy, Michael B.
2
Peña Sánchez de Rivera, Juan Ignacio
2
Scaillet, Olivier
2
Wied, Dominik
2
Ziggel, Daniel
2
Abduraimova, Kumushoy
1
Banulescu, Georgiana-Denisa
1
Barnhill, Theodore M.
1
Beirlant, Jan
1
Berens, Tobias
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
Dietsch, Michel
1
Du, Zaichao
1
Dumitrescu, Elena-Ivona
1
Düllmann, Klaus
1
Ebnöther, Silvan
1
Escanciano, Juan Carlos
1
Farmer, J. Doyne
1
Fethı, Meryem Duygun
1
Flavell, Richard
1
Frey, Rüdiger
1
Gagnon, Marie-Hélène
1
García-Céspedes, Rubén
1
Geanakoplos, John
1
Ghysels, Eric
1
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Journal of banking & finance
International journal of forecasting
47
Finance research letters
44
Discussion paper / Tinbergen Institute
33
Journal of forecasting
33
The North American journal of economics and finance : a journal of financial economics studies
30
Journal of risk
29
Risks : open access journal
29
International review of financial analysis
28
Energy economics
27
The journal of risk model validation
25
Economic modelling
24
Journal of risk management in financial institutions
23
The journal of credit risk : published quarterly by Incisive Media
21
International review of economics & finance : IREF
19
Journal of empirical finance
19
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
Journal of international financial markets, institutions & money
15
Journal of risk and financial management : JRFM
15
Applied economics letters
14
Computational economics
14
Journal of economic dynamics & control
14
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
Working paper
13
Pacific-Basin finance journal
12
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
Working papers
9
Discussion paper / Deutsche Bundesbank
8
Journal of financial services research : JFSR
8
Journal of financial stability
8
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ECONIS (ZBW)
62
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62
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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
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:
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
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:
6
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:
7
Contagion and tail risk in complex financial networks
Abduraimova, Kumushoy
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013530779
Saved in:
8
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:
9
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:
10
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
Saved in:
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