//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Bali, Turan G."
~person:"Härdle, Wolfgang"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risikomaß"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
24
Risk measure
24
Theorie
12
Theory
12
Portfolio selection
10
Portfolio-Management
10
Capital income
9
Kapitaleinkommen
9
Statistical distribution
8
Statistische Verteilung
8
Estimation
7
Schätzung
7
Risiko
6
Risikomanagement
6
Risk
6
Risk management
6
Regression analysis
5
Regressionsanalyse
5
Volatility
5
Volatilität
5
USA
4
United States
4
ARCH model
3
ARCH-Modell
3
Aktienmarkt
3
Business network
3
Downside risk
3
Financial services
3
Finanzdienstleistung
3
Stock market
3
Systemic risk
3
Systemrisiko
3
Time series analysis
3
Unternehmensnetzwerk
3
Value at risk
3
Zeitreihenanalyse
3
Ausreißer
2
Bank risk
2
Bankrisiko
2
Capital market returns
2
more ...
less ...
Online availability
All
Undetermined
10
Free
2
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
24
Arbeitspapier
20
Working Paper
20
Graue Literatur
18
Non-commercial literature
18
Aufsatz im Buch
5
Book section
5
Collection of articles of several authors
2
Sammelwerk
2
Aufsatzsammlung
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
24
Author
All
Bali, Turan G.
Härdle, Wolfgang
Wang, Ruodu
28
Hammoudeh, Shawkat
22
Righi, Marcelo Brutti
21
McAleer, Michael
19
Fabozzi, Frank J.
17
Boonen, Tim J.
15
Mensi, Walid
15
Rosazza Gianin, Emanuela
14
Tiwari, Aviral Kumar
14
Uryasev, Stan
14
Cheung, Ka Chun
13
Janabi, Mazin A. M. al
13
Kang, Sang Hoon
13
Račev, Svetlozar T.
13
Cai, Jun
12
Embrechts, Paul
12
Gerlach, Richard
12
Guillén, Montserrat
12
Mao, Tiantian
12
Rüschendorf, Ludger
12
Tan, Ken Seng
12
Brandtner, Mario
11
Daníelsson, Jón
11
Nadarajah, Saralees
11
Vanduffel, Steven
11
Weiß, Gregor
11
Bernard, Carole
10
Dowd, Kevin
10
Furman, Edward
10
Guégan, Dominique
10
Herrera, Rodrigo
10
Ji, Qiang
10
Karmakar, Madhusudan
10
Müller, Fernanda Maria
10
Peng, Liang
10
Allen, David E.
9
Asimit, Alexandru V.
9
Balbás de la Corte, Alejandro
9
more ...
less ...
Published in...
All
Journal of banking & finance
4
Quantitative finance
3
Journal of econometrics
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Computational economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
Research in international business and finance
1
Review of derivatives research
1
The Singapore economic review
1
The journal of asset management
1
The journal of business : B
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Assessing network risk with FRM : links with pricing kernel volatility and application to cryptocurrencies
Wang, Ruting
;
Potì, Valerio
;
Härdle, Wolfgang
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 975-992
Persistent link: https://www.econbiz.de/10015050808
Saved in:
2
An AI approach to measuring financial risk
Yu, Lining
;
Härdle, Wolfgang
;
Borke, Lukas
;
Benschop, Thijs
- In:
The Singapore economic review
68
(
2023
)
5
,
pp. 1529-1549
Persistent link: https://www.econbiz.de/10014436192
Saved in:
3
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
4
Financial Risk Meter for emerging markets
Ben Amor, Souhir
;
Althof, Michael
;
Härdle, Wolfgang
- In:
Research in international business and finance
60
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013411139
Saved in:
5
TERES : tail event risk expectile shortfall
Mihoci, Andrija
;
Härdle, Wolfgang
;
Chen, Yi-Hsuan
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 449-460
Persistent link: https://www.econbiz.de/10012483833
Saved in:
6
Risk-constrained Kelly portfolios under alpha-stable laws
Wesselhöfft, Niels
;
Härdle, Wolfgang
- In:
Computational economics
55
(
2020
)
3
,
pp. 801-826
Persistent link: https://www.econbiz.de/10012223676
Saved in:
7
Network quantile autoregression
Zhu, Xuening
;
Wang, Weining
;
Wang, Hansheng
;
Härdle, …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
Saved in:
8
Global downside risk and equity returns
Atilgan, Yigit
;
Bali, Turan G.
;
Demirtas, K. Ozgur
; …
- In:
Journal of international money and finance
98
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012140071
Saved in:
9
Common risk factors in the cross-section of corporate bond returns
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 619-642
Persistent link: https://www.econbiz.de/10012133022
Saved in:
10
Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics
Chen, Yi-Hsuan
;
Chiang, Thomas C.
;
Härdle, Wolfgang
- In:
Journal of banking & finance
93
(
2018
),
pp. 21-32
Persistent link: https://www.econbiz.de/10011964613
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->