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~isPartOf:"Journal of risk"
~subject:"Estimation theory"
~subject:"Multivariate Verteilung"
~subject:"Prognoseverfahren"
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Estimation theory
Multivariate Verteilung
Prognoseverfahren
Risikomaß
123
Risk measure
123
Portfolio selection
57
Portfolio-Management
57
Theorie
41
Theory
41
Risikomanagement
40
Risk management
40
Risiko
27
Risk
27
Measurement
25
Messung
25
ARCH model
23
ARCH-Modell
23
Estimation
23
Schätzung
23
Schätztheorie
21
Statistical distribution
18
Statistische Verteilung
18
value-at-risk (VaR)
18
Volatility
14
Volatilität
14
Basel Accord
12
Basler Akkord
12
Credit risk
12
Forecasting model
12
Kreditrisiko
12
Capital income
11
Kapitaleinkommen
11
risk management
11
Bank risk
10
Bankrisiko
10
Financial services
10
Finanzdienstleistung
10
expected shortfall (ES)
10
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8
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36
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English
36
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Martin, R. Douglas
2
Ziggel, Daniel
2
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1
Ally, Abdallah K.
1
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1
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1
Arias-Sema, María A.
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1
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Journal of risk
International journal of forecasting
52
Insurance / Mathematics & economics
44
Finance research letters
38
Journal of forecasting
34
Journal of banking & finance
30
Risks : open access journal
28
The North American journal of economics and finance : a journal of financial economics studies
28
Energy economics
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
The journal of risk model validation
25
International review of financial analysis
22
Applied economics
21
Discussion paper / Tinbergen Institute
21
Journal of risk and financial management : JRFM
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Computational economics
18
Journal of empirical finance
18
Journal of financial econometrics
18
Economic modelling
17
Quantitative finance
17
SFB 649 discussion paper
17
Journal of econometrics
16
European journal of operational research : EJOR
14
The European journal of finance
12
Applied economics letters
11
Econometric Institute research papers
11
International review of economics & finance : IREF
11
Journal of economic dynamics & control
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Working papers
10
Journal of risk management in financial institutions
9
Pacific-Basin finance journal
9
Working paper
9
Journal of mathematical finance
8
International journal of theoretical and applied finance
7
Research in international business and finance
7
Review of quantitative finance and accounting
7
The journal of operational risk
7
CFS working paper series
6
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ECONIS (ZBW)
36
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36
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1
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:
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
Nonparametric estimation of systemic risk via conditional value-at-risk
Belhad, Ahmed
;
Lauria, Davide
;
Trindade, A. Alexandre
- In:
Journal of risk
25
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013549675
Saved in:
4
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
- In:
Journal of risk
25
(
2022
)
2
,
pp. 75-105
Persistent link: https://www.econbiz.de/10014342468
Saved in:
5
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:
6
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:
7
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
8
Covariance estimation for risk-based portfolio optimization : an integrated approach
Butler, Andrew
;
Kwon, Roy H.
- In:
Journal of risk
24
(
2021
)
2
,
pp. 11-41
Persistent link: https://www.econbiz.de/10013284828
Saved in:
9
Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of risk
24
(
2021
)
2
,
pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
Saved in:
10
Risk measures : a generalization from the univariate to the matrix-variate
Arias-Sema, María A.
;
Caro-Lopera, Francisco J.
; …
- In:
Journal of risk
23
(
2021
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012593431
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