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~isPartOf:"Agricultural finance review"
~isPartOf:"Journal of risk"
~source:"econis"
~subject:"Multivariate Verteilung"
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Bayesian Tail Risk Forecasting...
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Multivariate Verteilung
Risk management
152
Risikomanagement
151
Risikomaß
133
Risk measure
133
Portfolio selection
75
Portfolio-Management
75
Theorie
58
Theory
58
Risiko
48
Risk
48
Agrarversicherung
33
Agricultural insurance
33
Credit risk
31
Kreditrisiko
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Estimation
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Schätzung
30
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27
United States
27
Measurement
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Messung
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24
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risk management
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Estimation theory
21
Schätztheorie
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Volatility
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Volatilität
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Financial services
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Finanzdienstleistung
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Statistical distribution
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Statistische Verteilung
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Forecasting model
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Prognoseverfahren
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value-at-risk (VaR)
18
Agriculture
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Bank risk
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Landwirtschaft
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Larsen, Ryan
2
Berger, Theo
1
Boeve, Rolf
1
Braun, Valentin
1
Chang, Meng-Shiuh
1
D'Antoni, Jeremy M.
1
Detre, Joshua Dean
1
Feng, Xiaoguang
1
Ghorbel, Ahmed
1
Goodwin, Barry K.
1
Hackethal, Andreas
1
Hayes, Dermot James
1
Hesse, Frederik
1
Hofer, Markus
1
Hungerford, Ashley Elaine
1
Jiang, Cuixia
1
Klinefelter, Danny
1
Kolman, Marek
1
Leatham, David J.
1
Li, Handong
1
Li, Yuqian
1
Liu, Xiaohang
1
Maciag, Jakob
1
Missong, Martin
1
Mjelde, James W.
1
Pfingsten, Andreas
1
Sukcharoen, Kunlapath
1
Trabelsi, Abdelwahed
1
Weiß, Gregor
1
Wolfley, Jared
1
Wu, Jun
1
Xu, Jing
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Agricultural finance review
Journal of risk
Insurance / Mathematics & economics
30
Energy economics
17
International review of financial analysis
15
Journal of banking & finance
15
The North American journal of economics and finance : a journal of financial economics studies
15
Applied economics
14
Economic modelling
13
Journal of risk and financial management : JRFM
13
Risks : open access journal
12
SFB 649 discussion paper
10
Finance research letters
9
The European journal of finance
9
Computational economics
7
European journal of operational research : EJOR
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Pacific-Basin finance journal
5
Quantitative finance
5
Review of quantitative finance and accounting
5
Astin bulletin : the journal of the International Actuarial Association
4
Economics letters
4
International Journal of Financial Studies : open access journal
4
International journal of forecasting
4
International review of economics & finance : IREF
4
Journal of empirical finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of international financial markets, institutions & money
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied economics letters
3
Discussion paper
3
Finance and stochastics
3
Financial innovation : FIN
3
International journal of theoretical and applied finance
3
Journal of forecasting
3
Journal of mathematical finance
3
Journal of risk management in financial institutions
3
Quantitative finance and economics
3
Reihe Quantitative Ökonomie : Ökon
3
Research in international business and finance
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ECONIS (ZBW)
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1
Copulas and portfolio strategies : an applied risk management perspective
Berger, Theo
;
Missong, Martin
- In:
Journal of risk
17
(
2014/15
)
2
,
pp. 51-91
Persistent link: https://www.econbiz.de/10010476248
Saved in:
2
Portfolio risk forecasting
Braun, Valentin
;
Hackethal, Andreas
- In:
Journal of risk
16
(
2013/2014
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10013262566
Saved in:
3
Diversifying systemic risk in agriculture
Feng, Xiaoguang
;
Hayes, Dermot James
- In:
Agricultural finance review
76
(
2016
)
4
,
pp. 512-531
Persistent link: https://www.econbiz.de/10011699128
Saved in:
4
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
5
Measure of financial risk using conditional extreme value copulas with EVT margins
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Journal of risk
11
(
2008/09
)
4
,
pp. 51-85
Persistent link: https://www.econbiz.de/10003881605
Saved in:
6
Are agribusiness stocks an investor safe haven?
D'Antoni, Jeremy M.
;
Detre, Joshua Dean
- In:
Agricultural finance review
74
(
2014
)
4
,
pp. 522-538
Persistent link: https://www.econbiz.de/10011305888
Saved in:
7
Geographical diversification in wheat farming : a copula-based
CVaR
framework
Larsen, Ryan
;
Leatham, David J.
;
Sukcharoen, Kunlapath
- In:
Agricultural finance review
75
(
2015
)
3
,
pp. 368-384
Persistent link: https://www.econbiz.de/10011341937
Saved in:
8
A one-factor copula-based model for credit portfolios
Kolman, Marek
- In:
Journal of risk
17
(
2014/15
)
2
,
pp. 93-132
Persistent link: https://www.econbiz.de/10010476247
Saved in:
9
Reinvestigating international crude oil market risk spillovers
Jiang, Cuixia
;
Li, Yuqian
;
Xu, Qifa
;
Wu, Jun
- In:
Journal of risk
24
(
2021
)
1
,
pp. 25-52
Persistent link: https://www.econbiz.de/10012816795
Saved in:
10
Systemic risk of the Chinese stock market based on the mobility measures of the marginal expected shortfall
Liu, Xiaohang
;
Li, Handong
- In:
Journal of risk
24
(
2021
)
1
,
pp. 53-77
Persistent link: https://www.econbiz.de/10012816812
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