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~isPartOf:"Journal of econometrics"
~isPartOf:"Research in international business and finance"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stochastic process"
~type_genre:"Article in journal"
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Search: subject_exact:"Risk measure"
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Prognoseverfahren
Risk
Stochastic process
Risikomaß
76
Risk measure
76
Portfolio selection
29
Portfolio-Management
29
Estimation
25
Schätzung
25
Theorie
25
Theory
25
ARCH model
22
ARCH-Modell
22
Capital income
21
Kapitaleinkommen
21
Risk management
21
Risikomanagement
20
Statistical distribution
20
Statistische Verteilung
20
Estimation theory
14
Schätztheorie
14
Risiko
13
Time series analysis
13
Zeitreihenanalyse
13
Volatility
12
Volatilität
12
Systemic risk
11
Systemrisiko
11
Forecasting model
10
Value-at-Risk
10
Ausreißer
9
Correlation
9
Korrelation
9
Outliers
9
Börsenkurs
8
Financial crisis
8
Finanzkrise
8
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8
Stochastischer Prozess
8
Value at risk
8
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Article
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Article in journal
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29
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English
29
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Ahmad, Wasim
1
Al Rababa'a, Abdel Razzaq
1
Alomari, Mohammad
1
Althof, Michael
1
Bandi, Federico M.
1
Bekiros, Stelios
1
Ben Amor, Souhir
1
Bollerslev, Tim
1
Borowska, Agnieszka
1
Calvet, Laurent E.
1
Chan, Thomas W. C.
1
Chang, Chia-Lin
1
Chavez-Demoulin, V.
1
Chen, Rui
1
Chen, Yu
1
Chiang, Thomas C.
1
Choi, Sun-Yong
1
Chu, Amanda M. Y.
1
Czellar, Veronika
1
Daouia, Abdelaati
1
Degiannakis, Stavros
1
Dijk, Herman K. van
1
Doering, Jana
1
Duong, Diep
1
Egorov, Alexej V.
1
Embrechts, Paul
1
Fan, Jianqing
1
Floros, Christos
1
Francq, Christian
1
Ghulam, Yaseen
1
Girard, Stéphane
1
Gozgor, Giray
1
Guidolin, Massimo
1
Hendawi, Raed
1
Hong, Yongmiao
1
Hoogerheide, Lennart
1
Härdle, Wolfgang
1
Jacobs, Michael <Jr.>
1
Jiang, Kunliang
1
Jiménez-Martín, Juan-Ángel
1
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Journal of econometrics
Research in international business and finance
Insurance / Mathematics & economics
133
European journal of operational research : EJOR
74
Risks : open access journal
63
Finance research letters
59
Journal of banking & finance
58
International journal of forecasting
50
Journal of risk
39
Quantitative finance
39
International review of financial analysis
33
Journal of forecasting
33
Energy economics
30
Economic modelling
29
International journal of theoretical and applied finance
26
The North American journal of economics and finance : a journal of financial economics studies
26
Journal of empirical finance
25
Journal of risk and financial management : JRFM
25
Applied economics
24
The journal of risk model validation
24
International review of economics & finance : IREF
23
Computational economics
22
Finance and stochastics
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Mathematics of operations research
21
Operations research
20
Scandinavian actuarial journal
19
Mathematics and financial economics
18
Journal of financial econometrics
17
Journal of mathematical finance
17
Pacific-Basin finance journal
16
The European journal of finance
16
Journal of economic dynamics & control
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Applied economics letters
14
Astin bulletin : the journal of the International Actuarial Association
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of risk management in financial institutions
12
Operations research letters
12
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ECONIS (ZBW)
29
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29
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1
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
2
Financial networks and systemic risk vulnerabilities : a tale of Indian banks
Ahmad, Wasim
;
Tiwari, Shiv Ratan
;
Wadhwani, Akshay
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014434078
Saved in:
3
Diversification benefits of NFTs for conventional asset investors : evidence from CoVaR with higher moments and optimal hedge ratios
Umar, Zaghum
;
Usman, Muhammad
;
Choi, Sun-Yong
;
Rice, John
- In:
Research in international business and finance
65
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014432749
Saved in:
4
Forecasting Value-at-Risk of cryptocurrencies using the time-varying mixture-accelerating generalized autoregressive score model
Jiang, Kunliang
;
Zeng, Linhui
;
Song, Jiashan
;
Liu, Yimeng
- In:
Research in international business and finance
61
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014240057
Saved in:
5
Multiscale relationship between economic policy uncertainty and sectoral returns : implications for portfolio management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
Ur …
- In:
Research in international business and finance
61
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014246854
Saved in:
6
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
7
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
8
Financial Risk Meter for emerging markets
Ben Amor, Souhir
;
Althof, Michael
;
Härdle, Wolfgang
- In:
Research in international business and finance
60
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013411139
Saved in:
9
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
10
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
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