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Year of publication
Subject
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Risikomaß 8,288 Risk measure 8,286 Theorie 4,851 Theory 4,833 Portfolio-Management 3,249 Portfolio selection 3,248 Risk 3,056 Risiko 3,054 Risikomanagement 2,991 Risk management 2,972 Statistische Verteilung 1,392 Statistical distribution 1,387 Messung 1,361 Measurement 1,348 ARCH-Modell 1,191 ARCH model 1,190 Volatilität 1,156 Volatility 1,155 Estimation 1,135 Schätzung 1,135 Kapitaleinkommen 1,002 Capital income 999 Prognoseverfahren 969 Forecasting model 968 Bankrisiko 929 Bank risk 928 Kreditrisiko 834 Credit risk 830 Schätztheorie 777 Estimation theory 772 Financial crisis 672 Finanzkrise 669 Multivariate Verteilung 649 Multivariate distribution 649 Outliers 610 Ausreißer 606 Welt 592 World 588 Basler Akkord 577 Basel Accord 576
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Online availability
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Free 3,504 Undetermined 3,477 CC license 250
Type of publication
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Article 6,831 Book / Working Paper 3,663 Other 9 Journal 2
Type of publication (narrower categories)
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Article in journal 5,796 Aufsatz in Zeitschrift 5,796 Working Paper 1,425 Graue Literatur 1,379 Non-commercial literature 1,379 Arbeitspapier 1,306 Aufsatz im Buch 497 Book section 497 Hochschulschrift 238 Thesis 180 Collection of articles of several authors 61 Sammelwerk 61 Article 49 Conference paper 39 Konferenzbeitrag 39 Collection of articles written by one author 36 Sammlung 36 Aufsatzsammlung 31 Case study 27 Fallstudie 27 Lehrbuch 22 research-article 22 Textbook 20 Bibliografie enthalten 13 Bibliography included 13 Konferenzschrift 12 Handbook 10 Handbuch 10 Conference proceedings 5 Glossar enthalten 5 Glossary included 5 Ratgeber 5 Systematic review 5 Übersichtsarbeit 5 Amtsdruckschrift 4 Bibliografie 4 Forschungsbericht 4 Government document 4 Conference Paper 3 Festschrift 2
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Language
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English 9,411 Undetermined 606 German 435 Spanish 23 French 18 Italian 8 Polish 5 Portuguese 2 Bulgarian 1 Czech 1 Croatian 1
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Author
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McAleer, Michael 97 Härdle, Wolfgang 57 Wang, Ruodu 54 Allen, David E. 47 Vries, Casper G. de 44 Daníelsson, Jón 39 Fabozzi, Frank J. 39 Lucas, André 36 Pérez Amaral, Teodosio 36 Righi, Marcelo Brutti 33 Powell, Robert 30 Stoja, Evarist 30 Vanduffel, Steven 30 Dowd, Kevin 29 Dhaene, Jan 27 Hammoudeh, Shawkat 27 Račev, Svetlozar T. 27 Rosazza Gianin, Emanuela 27 Schienle, Melanie 27 Weiß, Gregor 27 Al Janabi, Mazin A. M. 26 Cheung, Ka Chun 26 Paolella, Marc S. 25 Peng, Liang 25 Chang, Chia-Lin 24 Einmahl, John H. J. 24 Stoyanov, Stoyan V. 24 Chen Zhou 23 Embrechts, Paul 22 Jiménez-Martín, Juan-Ángel 22 Rüschendorf, Ludger 22 Weigert, Florian 22 Wied, Dominik 22 Caporin, Massimiliano 21 Tiwari, Aviral Kumar 21 Tsanakas, Andreas 21 Zhang, Xin 21 Bernard, Carole 20 Boonen, Tim J. 20 Giot, Pierre 20
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 19 Tilburg University, Center for Economic Research 17 HAL 15 Tinbergen Instituut 13 National Bureau of Economic Research 12 Springer Fachmedien Wiesbaden 11 European Central Bank 10 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 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 4 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 Gottfried Wilhelm Leibniz Universität Hannover 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
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Published in...
All
Insurance / Mathematics & economics 264 Journal of banking & finance 200 Finance research letters 151 European journal of operational research : EJOR 141 Risks : open access journal 139 Journal of risk 132 International review of financial analysis 93 Energy economics 81 Economic modelling 80 Discussion paper / Tinbergen Institute 71 The journal of risk model validation 67 Quantitative finance 66 Journal of empirical finance 64 The North American journal of economics and finance : a journal of financial economics studies 63 Applied economics 62 Journal of econometrics 62 International journal of forecasting 61 The journal of operational risk 61 International journal of theoretical and applied finance 57 Journal of risk and financial management : JRFM 55 Journal of risk management in financial institutions 55 International review of economics & finance : IREF 52 The European journal of finance 51 Journal of forecasting 50 Research in international business and finance 49 Computational economics 45 Management science : journal of the Institute for Operations Research and the Management Sciences 44 Pacific-Basin finance journal 42 Scandinavian actuarial journal 42 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 41 Operations research letters 41 Journal of financial econometrics : official journal of the Society for Financial Econometrics 40 Physica A: Statistical Mechanics and its Applications 40 Working paper 40 Applied economics letters 39 Finance and stochastics 38 Insurance: Mathematics and Economics 38 Research paper series / Swiss Finance Institute 38 Operations research 37 SFB 649 discussion paper 37
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Source
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ECONIS (ZBW) 9,592 RePEc 692 EconStor 175 Other ZBW resources 27 BASE 18 USB Cologne (EcoSocSci) 1
Showing 51 - 60 of 10,505
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Migration to new margin calculation method (JSCC-VaR) in listed financial derivatives : brief overview and impact analysis
Ichiki, Shingo - 2025
Persistent link: https://www.econbiz.de/10015325186
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On the return distributions of a basket of cryptocurrencies and subsequent implications
Börner, Christoph J.; Hoffmann, Ingo; Kürzinger, Lars; … - In: Research in economics 79 (2025) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10015325813
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Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital
Cevik, Emrah Ismail; Kenç, Turalay; Goodell, John W.; … - In: International review of economics & finance : IREF 97 (2025), pp. 1-23
Persistent link: https://www.econbiz.de/10015327028
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Tail risk connectedness between DeFi and Islamic assets and their determinants
Syed Mabruk Billah; Mohammad Enamul Hoque; Hadhri, Sinda; … - In: International review of economics & finance : IREF 97 (2025), pp. 1-29
Persistent link: https://www.econbiz.de/10015327030
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Systemic risk among Chinese oil and petrochemical firms based on dynamic tail risk spillover networks
Chen, Tingqiang; Zheng, Xin; Wang, Lei - 2025
Persistent link: https://www.econbiz.de/10015374485
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Housing boom-bust cycles and asymmetric macroprudential policy
Gatt, William - 2025
Persistent link: https://www.econbiz.de/10015396843
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Quantile VARs and macroeconomic risk forecasting
Surprenant, Stéphane - 2025 - Last updated: January 17, 2025
Recent rises in macroeconomic volatility have prompted the introduction of quantile vector autoregression (QVAR) models to forecast macroeconomic risk. This paper provides an extensive evaluation of the predictive performance of QVAR models in a pseudo-out-of-sample experiment spanning 112...
Persistent link: https://www.econbiz.de/10015187517
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Optimizing sequential decision-making under risk : strategic allocation with switching penalties
Malekipirbazari, Milad - In: European journal of operational research : EJOR 321 (2025) 1, pp. 160-176
Persistent link: https://www.econbiz.de/10015094944
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ESG risk, economic policy uncertainty, and the downside risk : evidence from US firms
Tang, Chia-Hsien; Liu, Hung-Chun; Lee, Yen-Hsien; Hsu, … - 2025
Persistent link: https://www.econbiz.de/10015359780
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Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market
Owusu Amponsah, Dan; Abdullah, Mohammad; Abakah, … - 2025
Persistent link: https://www.econbiz.de/10015359788
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