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~isPartOf:"Journal of risk"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Multivariate Verteilung"
~subject:"Prognoseverfahren"
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Multivariate Verteilung
Prognoseverfahren
Risikomaß
190
Risk measure
190
Portfolio selection
84
Portfolio-Management
84
Risk management
63
Risikomanagement
62
Theorie
53
Theory
53
ARCH model
48
ARCH-Modell
48
Volatility
45
Volatilität
45
Estimation
43
Schätzung
43
Risiko
41
Risk
41
Capital income
32
Kapitaleinkommen
32
Measurement
29
Messung
29
Statistical distribution
27
Statistische Verteilung
27
Estimation theory
26
Schätztheorie
26
Forecasting model
23
Multivariate distribution
21
Börsenkurs
18
Share price
18
value-at-risk (VaR)
18
Credit risk
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Kreditrisiko
17
Spillover effect
17
Spillover-Effekt
17
Bank risk
16
Bankrisiko
16
Financial crisis
16
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16
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English
41
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Gupta, Rangan
3
Jiang, Cuixia
2
Pierdzioch, Christian
2
Xu, Qifa
2
Ziggel, Daniel
2
Abad, Pilar
1
Adewuyi, Adeolu O.
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Albulescu, Claudiu Tiberiu
1
Amendola, Alessandra
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Arora, Rohit
1
Asai, Manabu
1
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1
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1
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1
Boeve, Rolf
1
Braun, Valentin
1
Brugal, Ivan
1
Candido, Osvaldo
1
Candila, Vincenzo
1
Chan, Jennifer So Kuen
1
Changqing, Luo
1
Chen, Rongda
1
Choe, Geon Ho
1
Choi, So Eun
1
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1
Cuñado Eizaguirre, Juncal
1
Demirer, Rıza
1
Ding, Xiaoyi
1
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1
Freire, Gustavo
1
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1
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1
Gillas, Konstantinos Gkillas
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González López-Valcárcel, Beatriz
1
Guo, Fei
1
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Journal of risk
The North American journal of economics and finance : a journal of financial economics studies
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
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 econometrics
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)
41
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1
GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets
Yao, Can-Zhong
;
Li, Min-Jian
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483642
Saved in:
2
A study on equity home bias using vine copula approach
Garg, Jyoti
;
Karmakar, Madhusudan
;
Paul, Samit
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014246917
Saved in:
3
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:
4
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:
5
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
6
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
7
Forecasting risk measures using intraday and overnight information
Santos, Douglas Gomes dos
;
Candido, Osvaldo
;
Tófoli, …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013449240
Saved in:
8
Risk spillover analysis of China's financial sectors based on a new GARCH Copula quantile regression model
Tian, Maoxi
;
Guo, Fei
;
Niu, Rong
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014225784
Saved in:
9
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:
10
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
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