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Search: subject:"tail"
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Risikomaß
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McAleer, Michael
99
Wang, Ruodu
47
Allen, David E.
45
Härdle, Wolfgang
44
Vries, Casper G. de
39
Stoja, Evarist
38
Daníelsson, Jón
36
Fabozzi, Frank J.
32
Hammoudeh, Shawkat
32
Pérez Amaral, Teodosio
32
Dowd, Kevin
30
Lucas, André
28
Vanduffel, Steven
28
Polanski, Arnold
27
Chang, Chia-Lin
26
Dhaene, Jan
26
Powell, Robert
26
Schienle, Melanie
26
Righi, Marcelo Brutti
25
Rosazza Gianin, Emanuela
24
Caporin, Massimiliano
23
Stoyanov, Stoyan V.
23
Cheung, Ka Chun
22
Embrechts, Paul
22
Jiménez-Martín, Juan-Ángel
22
Paolella, Marc S.
22
Peng, Liang
22
Račev, Svetlozar T.
22
Rüschendorf, Ludger
22
Weigert, Florian
22
Weiß, Gregor
22
Wied, Dominik
22
Schaumburg, Julia
21
Tiwari, Aviral Kumar
21
Bernard, Carole
20
Giot, Pierre
20
Huschens, Stefan
20
Dionne, Georges
19
Kratz, Marie
19
Brandtner, Mario
18
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
19
Tilburg University, Center for Economic Research
17
HAL
15
National Bureau of Economic Research
14
Tinbergen Instituut
13
Springer Fachmedien Wiesbaden
11
Tinbergen Institute
8
C.E.P.R. Discussion Papers
7
EconWPA
7
Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
7
Basel Committee on Banking Supervision
6
de Nederlandsche Bank
6
Erasmus University Rotterdam, Econometric Institute
5
European Central Bank
5
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
5
London School of Economics (LSE)
5
NET Institute
5
Deutsche Bundesbank
4
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
4
Faculty of Economics, University of Cambridge
4
School of Finance, Universität St. Gallen
4
Society for Computational Economics - SCE
4
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
University of Canterbury / Dept. of Economics and Finance
4
Université Paris-Dauphine (Paris IX)
4
Agricultural and Applied Economics Association - AAEA
3
Banque de France
3
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
3
Cowles Foundation for Research in Economics, Yale University
3
Department of Econometrics and Business Statistics, Monash Business School
3
Department of Economics and Business, Universitat Pompeu Fabra
3
Department of Economics, University of California-San Diego (UCSD)
3
Dipartimento di Economia, Università Ca' Foscari Venezia
3
Friedrich-Schiller-Universität Jena
3
Geary Institute, University College Dublin
3
Institut ekonomických studií, Univerzita Karlova v Praze
3
Pensions Institute
3
Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance
3
Springer-Verlag GmbH
3
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All
Insurance / Mathematics & economics
235
Journal of banking & finance
195
Finance research letters
138
Journal of risk
129
Risks : open access journal
125
European journal of operational research : EJOR
123
International review of financial analysis
92
Energy economics
85
Economic modelling
80
The North American journal of economics and finance : a journal of financial economics studies
75
Discussion paper / Tinbergen Institute
72
The journal of risk model validation
67
International journal of forecasting
64
Journal of empirical finance
62
Quantitative finance
61
Applied economics
58
Journal of econometrics
56
Journal of risk and financial management : JRFM
53
Journal of risk management in financial institutions
53
The journal of operational risk
48
International journal of theoretical and applied finance
47
International review of economics & finance : IREF
47
Research in international business and finance
46
The European journal of finance
45
Computational economics
42
Journal of forecasting
42
Pacific-Basin finance journal
41
Physica A: Statistical Mechanics and its Applications
40
Insurance: Mathematics and Economics
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Journal of international financial markets, institutions & money
38
SFB 649 discussion paper
38
Journal of economic dynamics & control
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Operations research letters
36
Applied economics letters
35
Research paper series / Swiss Finance Institute
35
Management science : journal of the Institute for Operations Research and the Management Sciences
34
Working papers
34
Scandinavian actuarial journal
32
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Source
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ECONIS (ZBW)
8,635
RePEc
692
EconStor
164
Other ZBW resources
23
BASE
18
USB Cologne (EcoSocSci)
1
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91
Capital requirement modeling for market and non-life premium risk in a dynamic insurance portfolio
Cotticelli, Stefano
;
Savelli, Nino
- In:
Annals of actuarial science : publ. by the Institute of …
18
(
2024
)
1
,
pp. 205-236
Persistent link: https://www.econbiz.de/10014519979
Saved in:
92
Testing the correct specification of a system of spatial dependence models for stock returns
Kutzker, Tim
;
Wied, Dominik
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2083-2103
Persistent link: https://www.econbiz.de/10014520115
Saved in:
93
CAViaR model selection via adaptive lasso
Cai, Zongwu
;
Fang, Ying
;
Tian, Dingshi
-
2024
Persistent link: https://www.econbiz.de/10014521035
Saved in:
94
A functional-coefficient VAR model for dynamic quantiles and its application to constructing nonparametric financial network
Cai, Zongwu
;
Liu, Xiyuan
;
Su, Liangjun
-
2024
Persistent link: https://www.econbiz.de/10014521096
Saved in:
95
Extreme value inference for general heterogeneous data
He, Yi
;
Einmahl, John H. J.
-
2024
Persistent link: https://www.econbiz.de/10014528470
Saved in:
96
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
97
Forecasting VaR and ES by using deep quantile regression, GANs-based scenario generation, and heterogeneous market hypothesis
Wang, Jianzhou
;
Wang, Shuai
;
Lv, Mengzheng
;
Jiang, He
- In:
Financial innovation : FIN
10
(
2024
),
pp. 1-35
and employs generative adversarial networks to generate future
tail
risk scenarios. In addition to the typical properties …
Persistent link: https://www.econbiz.de/10014530222
Saved in:
98
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
99
Addressing the economic and demographic complexity via a neural network approach : risk measures for reverse mortgages
Di Lorenzo, Emilia
;
Piscopo, Gabriella
;
Sibillo, Marilena
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014442633
Saved in:
100
Evaluation of strategy portfolios
Wang, Anlan
;
Kresta, Aleš
;
Tichý, Tomáš
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014636777
Saved in:
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