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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of risk"
~subject:"Multivariate Verteilung"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Risk measure"
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Multivariate Verteilung
Prognoseverfahren
Risikomaß
164
Risk measure
164
Portfolio selection
70
Portfolio-Management
70
Theorie
62
Theory
62
Risikomanagement
52
Risk management
52
Estimation
38
Schätzung
38
ARCH model
34
ARCH-Modell
34
Risiko
34
Risk
34
Estimation theory
33
Schätztheorie
33
Statistical distribution
33
Statistische Verteilung
33
Measurement
28
Messung
28
Volatility
22
Volatilität
22
Capital income
20
Kapitaleinkommen
20
Forecasting model
18
value-at-risk (VaR)
18
Basel Accord
14
Basler Akkord
14
Ausreißer
13
Credit risk
13
Financial services
13
Finanzdienstleistung
13
Kreditrisiko
13
Outliers
13
Time series analysis
12
Zeitreihenanalyse
12
Bank risk
11
Bankrisiko
11
risk management
11
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24
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24
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English
24
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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
Borowska, Agnieszka
1
Braun, Valentin
1
Candila, Vincenzo
1
Chen, Rui
1
Cotter, John
1
Dijk, Herman K. van
1
Dionne, Georges
1
Duong, Diep
1
Egorov, Alexej V.
1
Fan, Jianqing
1
Francq, Christian
1
Gaigall, Daniel
1
Ghorbel, Ahmed
1
Hackethal, Andreas
1
Hanly, Jim
1
Hassani, Samir Saissi
1
Hesse, Frederik
1
Hong, Yongmiao
1
Hoogerheide, Lennart
1
Jiang, Cuixia
1
Ke, Yuan
1
Kolman, Marek
1
Koopman, Siem Jan
1
Li, Haitao
1
Li, Handong
1
Li, Phillip
1
Li, Yuqian
1
Liao, Yuan
1
Liu, Xiaohang
1
López-Martín, Carmen
1
Löser, Robert
1
Maciag, Jakob
1
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Journal of econometrics
Journal of risk
International journal of forecasting
52
Finance research letters
33
Journal of forecasting
32
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
22
Applied economics
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Discussion paper / Tinbergen Institute
17
Journal of empirical finance
17
Journal of risk and financial management : JRFM
17
Economic modelling
16
The journal of risk model validation
15
Computational economics
14
SFB 649 discussion paper
14
Quantitative finance
13
Journal of financial econometrics
12
Econometric Institute research papers
11
European journal of operational research : EJOR
11
International review of economics & finance : IREF
11
The European journal of finance
11
Applied economics letters
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Pacific-Basin finance journal
9
Working paper
9
Journal of economic dynamics & control
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Journal of risk management in financial institutions
7
Working papers
7
CFS working paper series
6
Financial innovation : FIN
6
Journal of international financial markets, institutions & money
6
Research in international business and finance
6
Discussion papers / CEPR
5
International journal of finance & economics : IJFE
5
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ECONIS (ZBW)
24
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1
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:
2
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014546368
Saved in:
3
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
4
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:
5
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:
6
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
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
Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Patton, Andrew J.
;
Ziegel, Johanna F.
;
Chen, Rui
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
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