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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of risk"
~subject:"Multivariate Verteilung"
~subject:"Prognoseverfahren"
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Multivariate Verteilung
Prognoseverfahren
Risikomaß
147
Risk measure
147
Portfolio selection
62
Portfolio-Management
62
Theorie
53
Theory
53
Risikomanagement
43
Risk management
43
Risiko
36
Risk
36
Estimation
35
Schätzung
35
Estimation theory
31
Schätztheorie
31
Measurement
29
Messung
29
ARCH model
26
ARCH-Modell
26
Statistical distribution
26
Statistische Verteilung
26
value-at-risk (VaR)
17
Capital income
16
Kapitaleinkommen
16
Volatility
16
Volatilität
16
Forecasting model
15
Ausreißer
13
Credit risk
13
Kreditrisiko
13
Multivariate distribution
13
Outliers
13
Basel Accord
12
Basler Akkord
12
Bank risk
11
Bankrisiko
11
Financial services
11
Finanzdienstleistung
11
risk management
11
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Article
26
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26
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26
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English
26
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Ziggel, Daniel
2
Abad, Pilar
1
Amendola, Alessandra
1
Arora, Rohit
1
Benito Muela, Sonia
1
Berens, Tobias
1
Berger, Theo
1
Boeve, Rolf
1
Bormann, Carsten
1
Braun, Valentin
1
Candila, Vincenzo
1
Chan, Nancy Y. C.
1
Chen, Cathy W. S.
1
Cotter, John
1
Davison, Anthony C.
1
Gaigall, Daniel
1
Gerlach, Richard H.
1
Ghorbel, Ahmed
1
Giacomini, Enzo
1
Giacomini, Raffaella
1
Hackethal, Andreas
1
Hanly, Jim
1
He, Yi
1
Hesse, Frederik
1
Hou, Yanxi
1
Härdle, Wolfgang
1
Jiang, Cuixia
1
Kolman, Marek
1
Komunjer, Ivana
1
Li, Handong
1
Li, Phillip
1
Li, Yuqian
1
Liu, Xiaohang
1
Loiza-Maya, Ruben
1
López-Martín, Carmen
1
Löser, Robert
1
Maciag, Jakob
1
Martin, R. Douglas
1
Missong, Martin
1
Moldenhauer, Felix
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of risk
International journal of forecasting
48
Journal of forecasting
32
Finance research letters
28
Energy economics
24
Insurance / Mathematics & economics
24
Journal of banking & finance
24
Risks : open access journal
24
The North American journal of economics and finance : a journal of financial economics studies
23
International review of financial analysis
21
Applied economics
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Discussion paper / Tinbergen Institute
17
Journal of risk and financial management : JRFM
17
Journal of empirical finance
16
Economic modelling
15
SFB 649 discussion paper
14
Quantitative finance
13
Computational economics
12
Journal of financial econometrics
12
The journal of risk model validation
12
Econometric Institute research papers
11
European journal of operational research : EJOR
11
Applied economics letters
10
The European journal of finance
10
International review of economics & finance : IREF
9
Pacific-Basin finance journal
9
Working paper
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Journal of economic dynamics & control
7
Journal of risk management in financial institutions
7
Working papers
7
CFS working paper series
6
Journal of econometrics
6
Journal of international financial markets, institutions & money
6
Research in international business and finance
6
Financial innovation : FIN
5
International journal of finance & economics : IJFE
5
Journal of mathematical finance
5
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ECONIS (ZBW)
26
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1
Tail risk inference via expectiles in heavy-tailed time series
Davison, Anthony C.
;
Padoan, Simone A.
;
Stupfler, Gilles
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 876-889
Persistent link: https://www.econbiz.de/10014448453
Saved in:
2
Allocating and forecasting changes in risk
Gaigall, Daniel
- In:
Journal of risk
25
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014283880
Saved in:
3
Reinvestigating international crude oil market risk spillovers
Jiang, Cuixia
;
Li, Yuqian
;
Xu, Qifa
;
Wu, Jun
- In:
Journal of risk
24
(
2021
)
1
,
pp. 25-52
Persistent link: https://www.econbiz.de/10012816795
Saved in:
4
Systemic risk of the Chinese stock market based on the mobility measures of the marginal expected shortfall
Liu, Xiaohang
;
Li, Handong
- In:
Journal of risk
24
(
2021
)
1
,
pp. 53-77
Persistent link: https://www.econbiz.de/10012816812
Saved in:
5
Detecting structural differences in tail dependence of financial time series
Bormann, Carsten
;
Schienle, Melanie
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 380-392
Persistent link: https://www.econbiz.de/10012262482
Saved in:
6
Real-time macroeconomic forecasting with a heteroscedastic inversion copula
Loiza-Maya, Ruben
;
Smith, Michael S.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 470-486
Persistent link: https://www.econbiz.de/10012262488
Saved in:
7
Modeling loss given default regressions
Li, Phillip
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Saved in:
8
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
9
New backtests for unconditional coverage of expected shortfall
Löser, Robert
;
Wied, Dominik
;
Ziggel, Daniel
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 39-59
Persistent link: https://www.econbiz.de/10012059868
Saved in:
10
Forecasting value at risk and expected shortfall using a semiparametric approach based on the asymmetric laplace distribution
Taylor, James W.
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 121-133
Persistent link: https://www.econbiz.de/10012176554
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