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~language:"eng"
~person:"McAleer, Michael"
~person:"Serletis, Apostolos"
~person:"Wang, Ruodu"
~subject:"Risikomaß"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Übersichtsarbeit"
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Risikomaß
Stochastischer Prozess
Theorie
194
Theory
194
Volatility
103
Volatilität
103
Estimation
88
Schätzung
87
ARCH model
76
ARCH-Modell
76
USA
72
United States
72
Time series analysis
57
Zeitreihenanalyse
57
Risk measure
47
Risk
46
Risiko
45
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44
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44
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44
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44
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40
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40
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120
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110
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108
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108
Aufsatz in Zeitschrift
80
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2
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McAleer, Michael
Serletis, Apostolos
Wang, Ruodu
Escudero, Laureano F.
40
Fabozzi, Frank J.
37
Escobar, Marcos
34
Siu, Tak Kuen
31
Račev, Svetlozar T.
27
Gendreau, Michel
26
Madan, Dilip B.
25
Asai, Manabu
24
Carr, Peter
24
Hainaut, Donatien
24
Phillips, Peter C. B.
24
Elliott, Robert J.
23
Hammoudeh, Shawkat
23
Wong, Wing Keung
23
Shapiro, Alexander
22
Wong, Hoi Ying
22
Benth, Fred Espen
21
Cui, Zhenyu
21
Kim, Young Shin
21
Righi, Marcelo Brutti
21
Wallace, Stein W.
21
Todorov, Viktor
19
Tsionas, Efthymios G.
19
Yu, Jun
19
Chen, Zhiping
18
Tauchen, George Eugene
18
Wang, Xingchun
18
Zagst, Rudi
18
Bayraktar, Erhan
17
Boonen, Tim J.
17
Rossi, Roberto
17
Cai, Jun
16
Gupta, Rangan
16
Maggioni, Francesca
16
Takahashi, Akihiko
16
Tarim, S. Armagan
16
Tiwari, Aviral Kumar
16
Chan, Joshua
15
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Journal of econometrics
8
Econometric reviews
7
Insurance / Mathematics & economics
7
Finance and stochastics
4
Journal of forecasting
4
Journal of risk and financial management : JRFM
4
Risks : open access journal
4
Econometrics : open access journal
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Mathematics of operations research
3
Operations research
3
Energy economics
2
International review of economics & finance : IREF
2
Journal of banking & finance
2
Journal of economic surveys
2
Managerial finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The econometrics journal
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Astin bulletin : the journal of the International Actuarial Association
1
Economic modelling
1
Economics letters
1
Finance research letters
1
International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of mathematical economics
1
Journal of time series econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
North American actuarial journal
1
Operations research letters
1
Pacific-Basin finance journal
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Manchester School of Economic and Social Studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
80
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1
Risk concentration and the mean-expected shortfall criterion
Han, Xia
;
Wang, Bin
;
Wang, Ruodu
;
Wu, Qinyu
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 819-846
Persistent link: https://www.econbiz.de/10014565286
Saved in:
2
Diversification quotients based on VaR and ES
Han, Xia
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
Saved in:
3
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
4
Adjusted expected shortfall
Burzoni, Matteo
;
Munari, Cosimo-Andrea
;
Wang, Ruodu
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013399973
Saved in:
5
Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory
Mao, Tiantian
;
Wang, Ruodu
- In:
Journal of mathematical economics
103
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014230385
Saved in:
6
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
7
Ordering and inequalities for mixtures on risk aggregation
Chen, Yuyu
;
Liu, Peng
;
Liu, Yang
;
Wang, Ruodu
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 421-451
Persistent link: https://www.econbiz.de/10012815980
Saved in:
8
Parametric measures of variability induced by risk measures
Bellini, Fabio
;
Fadina, Tolulope
;
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 270-284
Persistent link: https://www.econbiz.de/10013380547
Saved in:
9
Risk aggregation under dependence uncertainty and an order constraint
Chen, Yuyu
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
Saved in:
10
Risk measures induced by efficient insurance contracts
Wang, Qiuqi
;
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 56-65
Persistent link: https://www.econbiz.de/10013198326
Saved in:
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