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~isPartOf:"Agricultural finance review"
~isPartOf:"Journal of risk"
~isPartOf:"Risk management : a journal of risk, crisis and disaster"
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Bayesian Tail Risk Forecasting...
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Risk management
226
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149
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89
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Mußhoff, Oliver
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Turvey, Calum Greig
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Hayes, Dermot James
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Odening, Martin
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Paulson, Nicholas D.
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Katchova, Ani L.
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Lampenius, Niklas
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Agricultural finance review
Journal of risk
Risk management : a journal of risk, crisis and disaster
Journal of banking & finance
351
Insurance / Mathematics & economics
343
SpringerLink / Bücher
312
European journal of operational research : EJOR
299
Risks : open access journal
299
Journal of risk management in financial institutions
297
Finance research letters
292
International journal of production research
256
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218
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198
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187
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181
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177
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161
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142
Springer eBook Collection
142
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123
Managing business risk : a practical guide to protecting your business
123
Applied economics
122
NBER working paper series
121
The North American journal of economics and finance : a journal of financial economics studies
118
Wiley finance series
116
International journal of project management : the journal of The International Project Management Association
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World Bank E-Library Archive
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Management science : journal of the Institute for Operations Research and the Management Sciences
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91
The journal of risk model validation
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1
Mean-variance, mean-VaR, and mean-
CVaR
models for portfolio selection with background risk
Guo, Xu
;
Chan, Raymond H.
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
Risk management : a journal of risk, crisis and disaster
21
(
2019
)
2
,
pp. 73-98
Persistent link: https://www.econbiz.de/10012060286
Saved in:
2
Improved estimation methods for value-at-risk, expected shortfall and risk contributions with high precision
Muromachi, Yukio
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011438902
Saved in:
3
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:
4
Risk measures and the impact of asset price bubbles
Jarrow, Robert A.
;
Silva, Felipe Bastos Gurgel
- In:
Journal of risk
17
(
2014/15
)
3
,
pp. 35-56
Persistent link: https://www.econbiz.de/10011298886
Saved in:
5
Estimation of dynamic VaR using JSU and PIV distributions
Venkataraman, Sree Vinutha
;
Rao, S. V. D. Nageswara
- In:
Risk management : a journal of risk, crisis and disaster
18
(
2016
)
2/3
,
pp. 111-134
Persistent link: https://www.econbiz.de/10011537388
Saved in:
6
Is intraday data useful for forecasting VaR? : the evidence from EUR/PLN exchange rate
Będowska-Sójka, Barbara
- In:
Risk management : a journal of risk, crisis and disaster
20
(
2018
)
4
,
pp. 326-346
Persistent link: https://www.econbiz.de/10011962183
Saved in:
7
Dependent bootstrapping for value-at-risk and expected shortfall
Laker, Ian
;
Huang, Chun-Kai
;
Clark, Allan Ernest
- In:
Risk management : a journal of risk, crisis and disaster
19
(
2017
)
4
,
pp. 301-322
Persistent link: https://www.econbiz.de/10011850004
Saved in:
8
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
9
Applying the Cornish-Fisher expansion to value-at-risk estimation in Islamic banking
Izhar, Hylmun
- In:
Journal of risk
17
(
2014/2015
)
6
,
pp. 51-72
Persistent link: https://www.econbiz.de/10011438927
Saved in:
10
A comparative cross-regime analysis on the performance of
GARCH
-based value-at-risk models : evidence from the Johannesburg stock exchange
Elenjical, Timmy
;
Mwangi, Patrick
;
Panulo, Barry
; …
- In:
Risk management : a journal of risk, crisis and disaster
18
(
2016
)
2/3
,
pp. 89-110
Persistent link: https://www.econbiz.de/10011537385
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