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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Multivariate Verteilung"
~type_genre:"Article in journal"
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Multivariate Verteilung
Risikomaß
67
Risk measure
67
Volatility
31
Volatilität
31
Portfolio selection
27
Portfolio-Management
27
ARCH model
25
ARCH-Modell
25
Risk management
23
Risikomanagement
22
Capital income
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Kapitaleinkommen
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Estimation
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Schätzung
20
Multivariate distribution
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Risiko
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Risk
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Aktienmarkt
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Börsenkurs
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Theorie
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Adewuyi, Adeolu O.
1
Albulescu, Claudiu Tiberiu
1
Changqing, Luo
1
Chen, Rongda
1
Choe, Geon Ho
1
Choi, So Eun
1
Cuñado Eizaguirre, Juncal
1
Ding, Xiaoyi
1
Garg, Jyoti
1
González López-Valcárcel, Beatriz
1
Guo, Fei
1
Gupta, Rangan
1
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1
Ji, Qiang
1
Jiang, Cuixia
1
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1
Karmakar, Madhusudan
1
Li, Min-Jian
1
Lin, Saiyan
1
Liu, Bing-Yue
1
Liu, Lan
1
Liu, Xing
1
Lv, Zhihong
1
Mo, Guoli
1
Niu, Rong
1
Paul, Samit
1
Pérez Rodríguez, Jorge V.
1
Qian, Huanhuan
1
Quatto, Piero
1
Reboredo, Juan Carlos
1
Tan, Chunzhi
1
Tian, Maoxi
1
Tiwari, Aviral Kumar
1
Tong, Yongbo
1
Ugolini, Andrea
1
Vacca, Gianmarco
1
Wang, Da
1
Warshaw, Evan
1
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1
Xu, Qifa
1
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The North American journal of economics and finance : a journal of financial economics studies
Insurance / Mathematics & economics
22
Energy economics
15
Applied economics
12
Journal of banking & finance
11
Risks : open access journal
11
Economic modelling
10
Journal of risk and financial management : JRFM
10
International review of financial analysis
9
Journal of risk
7
Computational economics
6
Finance research letters
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
European journal of operational research : EJOR
5
Pacific-Basin finance journal
5
The European journal of finance
5
International Journal of Financial Studies : open access journal
4
International journal of forecasting
4
International review of economics & finance : IREF
4
Journal of international financial markets, institutions & money
4
Quantitative finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Agricultural finance review
3
Applied economics letters
3
Economics letters
3
Financial innovation : FIN
3
Journal of empirical finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of forecasting
3
Journal of mathematical finance
3
Quantitative finance and economics
3
Review of quantitative finance and accounting
3
Risk management : a journal of risk, crisis and disaster
3
Astin bulletin : the journal of the International Actuarial Association
2
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
2
Computers & operations research : and their applications to problems of world concern ; an international journal
2
Finance and stochastics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of finance & economics : IJFE
2
International journal of risk assessment and management : IJRAM
2
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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
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:
4
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:
5
Multiscale financial risk contagion between international stock markets : evidence from EMD-Copula-CoVaR analysis
Changqing, Luo
;
Liu, Lan
;
Wang, Da
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013187623
Saved in:
6
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
Quatto, Piero
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013187663
Saved in:
7
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
8
A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection
Jiang, Cuixia
;
Ding, Xiaoyi
;
Xu, Qifa
;
Tong, Yongbo
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012659611
Saved in:
9
Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies
Tiwari, Aviral Kumar
;
Adewuyi, Adeolu O.
;
Albulescu, …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012659682
Saved in:
10
Assessment of time-varying systemic risk in credit default swap indices : simultaneity and contagiousness
Choe, Geon Ho
;
Choi, So Eun
;
Jang, Hyun Jin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
Saved in:
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