//--> //--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Agricultural finance review"
~isPartOf:"Journal of risk"
~source:"econis"
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
Bayesian Tail Risk Forecasting...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risk management
69
Risikomanagement
68
Risikomaß
60
Risk measure
60
Portfolio selection
42
Portfolio-Management
42
Theorie
41
Theory
41
Risiko
28
Risk
28
risk management
20
ARCH model
18
ARCH-Modell
18
Credit risk
18
Kreditrisiko
18
Estimation
17
Schätzung
17
Measurement
16
Messung
16
Volatility
16
Volatilität
16
value-at-risk (VaR)
16
Financial services
15
Finanzdienstleistung
15
Forecasting model
15
Prognoseverfahren
15
Estimation theory
13
Schätztheorie
13
Original research
11
Bank risk
10
Bankrisiko
10
Statistical distribution
9
Statistische Verteilung
9
Agrarversicherung
8
Agricultural insurance
8
Basel Accord
8
Basler Akkord
8
expected shortfall (ES)
7
Capital income
6
Kapitaleinkommen
6
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
106
Type of publication (narrower categories)
All
Article in journal
106
Aufsatz in Zeitschrift
106
Conference paper
1
Konferenzbeitrag
1
Language
All
English
106
Author
All
Guillén, Montserrat
2
Martin, R. Douglas
2
Mußhoff, Oliver
2
Righi, Marcelo Brutti
2
Santolino, Miguel
2
Severini, Simone
2
Ziggel, Daniel
2
Aarons, Mark
1
Abergel, Frédéric
1
Adhikari, Sudip
1
Adrian, Tobias
1
Alemany, Ramon
1
Amendola, Alessandra
1
Anderson, David P.
1
Ardia, David
1
Arias-Sema, María A.
1
Arici, G.
1
Arora, Rohit
1
Auer, Benjamin R.
1
Baule, Rainer
1
Belasco, Eric
1
Belhad, Ahmed
1
Belles-Sampera, James
1
Belles-Sampera, Jaume
1
Bellone, Benoit
1
Bender, Micha
1
Berens, Tobias
1
Berger, Theo
1
Bertagna, Andrea
1
Bolancé, Catalina
1
Boonen, Tim J.
1
Boyd, Mark
1
Braun, Valentin
1
Breton, Michèle
1
Brooks, Robert
1
Bryant, Henry L.
1
Buchner, Axel
1
Butler, Andrew
1
Börner, Christoph J.
1
Candila, Vincenzo
1
more ...
less ...
Published in...
All
Agricultural finance review
Journal of risk
SpringerLink / Bücher
310
Finance research letters
263
Insurance / Mathematics & economics
214
European journal of operational research : EJOR
212
International journal of production research
189
Energy economics
142
Springer eBook Collection
140
International journal of production economics
131
International review of financial analysis
128
Journal of banking & finance
122
World Bank E-Library Archive
107
The journal of operational risk
103
The North American journal of economics and finance : a journal of financial economics studies
93
Applied economics
90
Quantitative finance
86
Economic modelling
84
International review of economics & finance : IREF
83
Journal of econometrics
74
Research in international business and finance
73
Management science : journal of the Institute for Operations Research and the Management Sciences
62
Pacific-Basin finance journal
61
Journal of international financial markets, institutions & money
60
Transportation research / E : an international journal
58
International journal of forecasting
52
Applied economics letters
51
Computational economics
51
The journal of risk model validation
49
Discussion paper / Centre for Economic Policy Research
48
Discussion papers / CEPR
48
The European journal of finance
47
Journal of empirical finance
46
Journal of financial econometrics
45
Journal of financial stability
43
Risk management : a journal of risk, crisis and disaster
43
Scandinavian actuarial journal
43
Omega : the international journal of management science
42
Policy research working paper : WPS
40
Economics letters
38
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
38
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
106
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of risk
18
(
2016
)
6
,
pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
Saved in:
2
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
3
Shortfall deviation risk : an alternative for risk measurement
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of risk
19
(
2016
)
2
,
pp. 81-116
Persistent link: https://www.econbiz.de/10013177086
Saved in:
4
Modeling loss given default regressions
Li, Phillip
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Saved in:
5
Body and tail : an automated tail-detecting procedure
Hoffmann, Ingo
;
Börner, Christoph J.
- In:
Journal of risk
23
(
2020/2021
)
2
,
pp. 43-69
Persistent link: https://www.econbiz.de/10012500249
Saved in:
6
Decomposition of portfolio risk into independent factors using an inductive causal search algorithm
Deaton, Brian D.
- In:
Journal of risk
19
(
2016
)
1
,
pp. 43-61
Persistent link: https://www.econbiz.de/10011579769
Saved in:
7
Analytical method for computing stressed value-at-risk with conditional value-at-risk
Hong, KiHoon
- In:
Journal of risk
19
(
2016/2017
)
3
,
pp. 85-106
Persistent link: https://www.econbiz.de/10011689731
Saved in:
8
Risk management and regulation
Adrian, Tobias
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 23-57
Persistent link: https://www.econbiz.de/10011847421
Saved in:
9
How risk managers should fix tracking error volatility and value-at-risk constraints in asset management
Riccetti, Luca
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 79-102
Persistent link: https://www.econbiz.de/10011710254
Saved in:
10
Risk management for private equity funds
Buchner, Axel
- In:
Journal of risk
19
(
2017
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011799119
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->