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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Portfolio-Management"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Portfolio-Management
Prognoseverfahren
Risikomaß
84
Risk measure
84
Volatility
39
Volatilität
39
ARCH model
35
ARCH-Modell
35
Portfolio selection
32
Capital income
29
Kapitaleinkommen
29
Estimation
28
Schätzung
28
Risk management
25
Risikomanagement
24
Theorie
22
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Multivariate Verteilung
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Multivariate distribution
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Kang, Sang Hoon
4
Mensi, Walid
4
Al-Jarrah, Idries Mohammad Wanas
3
Al-Yahyaee, Khamis Hamed
3
Gupta, Rangan
3
Hammoudeh, Shawkat
3
Asai, Manabu
2
Chan, Jennifer So Kuen
2
Fabozzi, Frank J.
2
Kok Haur Ng
2
Mo, Guoli
2
Pierdzioch, Christian
2
Santos, Paulo Araújo
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Tan, Chunzhi
2
Tan, Shay Kee
2
Zhang, Weiguo
2
Abbara, Omar
1
Aknouche, Abdelhakim
1
Al-Hassan, Abdullah
1
Alves, Isabel Fraga
1
Bajo, Emanuele
1
Bao, Ying
1
Barbi, Massimiliano
1
Bouri, Elie
1
Brugal, Ivan
1
Candido, Osvaldo
1
Changqing, Luo
1
Chen, Miao-Ling
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Chen, Rongda
1
Choe, Geon Ho
1
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1
Coakley, Jerry
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Dark, Jonathan Graeme
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Demiralay, Sercan
1
Demirer, Rıza
1
Demmouche, Nacer
1
Dimitrakopoulos, Stefanos
1
Ding, Xiaoyi
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1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The North American journal of economics and finance : a journal of financial economics studies
Insurance / Mathematics & economics
107
Journal of banking & finance
84
European journal of operational research : EJOR
65
Finance research letters
64
Journal of risk
64
Risks : open access journal
59
International journal of forecasting
51
Quantitative finance
47
International review of financial analysis
39
Economic modelling
36
Journal of forecasting
35
Journal of risk and financial management : JRFM
31
Applied economics
28
Journal of empirical finance
28
Computational economics
26
The journal of risk model validation
26
Journal of economic dynamics & control
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
International journal of theoretical and applied finance
23
The European journal of finance
23
Energy economics
22
International review of economics & finance : IREF
22
Research in international business and finance
20
Journal of financial econometrics
19
Finance and stochastics
18
Journal of econometrics
17
Operations research
17
The journal of asset management
16
Applied economics letters
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of international financial markets, institutions & money
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Journal of risk management in financial institutions
14
Scandinavian actuarial journal
13
Journal of mathematical finance
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Pacific-Basin finance journal
12
The journal of credit risk : published quarterly by Incisive Media
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
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ECONIS (ZBW)
45
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1
Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios
Díaz Pérez, Antonio
;
Esparcia, Carlos
;
Huélamo, Diego
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014246895
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
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:
4
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
5
Market risks that change domestic diversification benefits
Sarwar, Ghulam
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014225809
Saved in:
6
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
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
Modelling and forecasting stock volatility and return : a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model
Tan, Shay Kee
;
Chan, Jennifer So Kuen
;
Kok Haur Ng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 437-474
Persistent link: https://www.econbiz.de/10013334835
Saved in:
9
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:
10
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
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