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~isPartOf:"Review of quantitative finance and accounting"
~subject:"Kreditrisiko"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Textbook"
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Kreditrisiko
Prognoseverfahren
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19
Risk measure
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ARCH model
6
ARCH-Modell
6
Portfolio selection
6
Portfolio-Management
6
Capital income
5
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Angelidis, Timotheos
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Benos, Alexandros Vassiliou
1
Degiannakis, Stavros
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Feng, Jichuang
1
Grundke, Peter
1
Huang, Yu chuan
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Lee, Cheng F.
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Li, Jianping
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Lin, Bor-jing
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Weiß, Gregor
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Review of quantitative finance and accounting
International journal of forecasting
51
Journal of banking & finance
36
Finance research letters
33
Journal of forecasting
32
The journal of risk model validation
24
Journal of risk
23
Risks : open access journal
23
The journal of credit risk : published quarterly by Incisive Media
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
International review of financial analysis
17
Journal of empirical finance
16
Journal of risk management in financial institutions
16
The North American journal of economics and finance : a journal of financial economics studies
15
Computational economics
13
Economic modelling
13
Journal of financial econometrics
13
Energy economics
12
The European journal of finance
12
European journal of operational research : EJOR
11
Insurance / Mathematics & economics
11
Quantitative finance
11
Journal of risk and financial management : JRFM
10
Applied economics
9
Applied economics letters
9
International review of economics & finance : IREF
9
Journal of economic dynamics & control
9
Journal of international financial markets, institutions & money
9
Journal of financial services research : JFSR
8
International journal of theoretical and applied finance
7
Journal of econometrics
7
International journal of economics and financial issues : IJEFI
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Research in international business and finance
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of financial stability
5
Pacific-Basin finance journal
5
The journal of structured finance
5
International journal of finance & economics : IJFE
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1
Ranking consistency of systemic risk measures : a simulation-based analysis in a banking network model
Grundke, Peter
- In:
Review of quantitative finance and accounting
52
(
2019
)
4
,
pp. 953-990
Persistent link: https://www.econbiz.de/10012172866
Saved in:
2
On the aggregation of credit, market and operational risks
Li, Jianping
;
Zhu, Xiaoqian
;
Lee, Cheng F.
;
Wu, Dengsheng
; …
- In:
Review of quantitative finance and accounting
44
(
2015
)
1
,
pp. 161-189
Persistent link: https://www.econbiz.de/10011327637
Saved in:
3
Copula-GARCH versus dynamic conditional correlation : an empirical study on VaR and ES forecasting accuracy
Weiß, Gregor
- In:
Review of quantitative finance and accounting
41
(
2013
)
2
,
pp. 179-202
Persistent link: https://www.econbiz.de/10009774463
Saved in:
4
A robust VaR model under different time periods and weighting schemes
Angelidis, Timotheos
;
Benos, Alexandros Vassiliou
; …
- In:
Review of quantitative finance and accounting
28
(
2007
)
2
,
pp. 187-201
Persistent link: https://www.econbiz.de/10003492794
Saved in:
5
Value-at-risk analysis for Taiwan stock index futures : fat tails and conditional asymmetries in return innovations
Huang, Yu chuan
;
Lin, Bor-jing
- In:
Review of quantitative finance and accounting
22
(
2004
)
2
,
pp. 79-95
Persistent link: https://www.econbiz.de/10002006136
Saved in:
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