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~isPartOf:"Journal of banking & finance"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Volatility"
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Forecasting model
Prognoseverfahren
Risk
Volatility
Risikomaß
181
Risk measure
181
Theorie
83
Theory
83
Portfolio selection
77
Portfolio-Management
77
Risikomanagement
52
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52
Risiko
45
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25
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English
69
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Brandtner, Mario
3
Daníelsson, Jón
3
Weiß, Gregor
3
Armstrong, John
2
Breuer, Thomas
2
Brigo, Damiano
2
McNeil, Alexander J.
2
Peña Sánchez de Rivera, Juan Ignacio
2
Puccetti, Giovanni
2
Rösch, Daniel
2
Wied, Dominik
2
Ziggel, Daniel
2
Alles, Lakshman
1
An, Yunbi
1
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1
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1
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1
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1
Bedendo, Mascia
1
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1
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1
Boucher, Christophe
1
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1
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1
Chan, Kam Fong
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of banking & finance
Insurance / Mathematics & economics
127
Finance research letters
67
Risks : open access journal
62
European journal of operational research : EJOR
60
International journal of forecasting
52
Energy economics
48
Journal of risk
45
The North American journal of economics and finance : a journal of financial economics studies
42
International review of financial analysis
38
Quantitative finance
38
Economic modelling
36
Journal of forecasting
35
Discussion paper / Tinbergen Institute
31
Journal of empirical finance
31
The journal of risk model validation
31
International review of economics & finance : IREF
29
Applied economics
28
Journal of risk and financial management : JRFM
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Computational economics
22
International journal of theoretical and applied finance
22
Finance and stochastics
21
Mathematics of operations research
21
Journal of mathematical finance
20
The European journal of finance
20
Pacific-Basin finance journal
19
Scandinavian actuarial journal
19
Journal of financial econometrics
18
Research paper series / Swiss Finance Institute
18
Working papers
18
Econometric Institute research papers
17
Journal of econometrics
17
Journal of economic dynamics & control
17
Mathematics and financial economics
17
Operations research
17
Working paper
17
Journal of international financial markets, institutions & money
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Applied economics letters
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ECONIS (ZBW)
69
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41
Systemic risk and asymmetric responses in the financial industry
López-Espinosa, Germán
;
Moreno, Antonio
;
Rubia, Antonio
; …
- In:
Journal of banking & finance
58
(
2015
),
pp. 471-485
Persistent link: https://www.econbiz.de/10011544046
Saved in:
42
Is volatility clustering of asset returns asymmetric?
Ning, Cathy Q.
;
Xu, Dinghai
;
Wirjanto, Tony S.
- In:
Journal of banking & finance
52
(
2015
),
pp. 62-76
Persistent link: https://www.econbiz.de/10011377303
Saved in:
43
Industry characteristics and financial risk contagion
Chiu, Wan-chien
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
Journal of banking & finance
50
(
2015
),
pp. 411-427
Persistent link: https://www.econbiz.de/10010509513
Saved in:
44
Which are the SIFIs? : a component expected shortfall approach to systemic risk
Banulescu, Georgiana-Denisa
;
Dumitrescu, Elena-Ivona
- In:
Journal of banking & finance
50
(
2015
),
pp. 575-588
Persistent link: https://www.econbiz.de/10010510183
Saved in:
45
Semiparametric estimation of multi-asset portfolio tail risk
Dias, Alexandra
- In:
Journal of banking & finance
49
(
2014
),
pp. 398-408
Persistent link: https://www.econbiz.de/10010508674
Saved in:
46
Unexpected tails in risk measurement : some international evidence
Tolikas, Konstantinos
- In:
Journal of banking & finance
40
(
2014
),
pp. 476-493
Persistent link: https://www.econbiz.de/10010404698
Saved in:
47
Risk models-at-risk
Boucher, Christophe
;
Daníelsson, Jón
;
Kouontchou, …
- In:
Journal of banking & finance
44
(
2014
),
pp. 72-92
Persistent link: https://www.econbiz.de/10010410376
Saved in:
48
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:
49
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:
50
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:
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