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~isPartOf:"Agricultural finance review"
~isPartOf:"Journal of risk"
~source:"econis"
~subject:"Statistische Verteilung"
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Bayesian Tail Risk Forecasting...
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Statistische Verteilung
Risk management
152
Risikomanagement
151
Risikomaß
133
Risk measure
133
Portfolio selection
75
Portfolio-Management
75
Theorie
58
Theory
58
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Risk
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Agrarversicherung
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Agricultural insurance
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Messung
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risk management
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Estimation theory
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Schätztheorie
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Volatility
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Volatilität
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Prognoseverfahren
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value-at-risk (VaR)
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Agriculture
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Landwirtschaft
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Marumo, Kohei
2
Abad, Pilar
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Arunachalam, Viswanathan
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Belhad, Ahmed
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Belles-Sampera, James
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Benito Muela, Sonia
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Berens, Tobias
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Boeve, Rolf
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Dionne, Georges
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Agricultural finance review
Journal of risk
Insurance / Mathematics & economics
81
Journal of banking & finance
30
International journal of forecasting
26
Risks : open access journal
26
The journal of operational risk
26
Journal of econometrics
24
Discussion paper / Tinbergen Institute
23
Finance research letters
21
Economic modelling
16
Applied economics
15
European journal of operational research : EJOR
15
International review of financial analysis
15
Journal of empirical finance
15
Scandinavian actuarial journal
14
The journal of risk model validation
14
Journal of financial econometrics
13
SFB 649 discussion paper
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Quantitative finance
12
Energy economics
11
Journal of risk and financial management : JRFM
11
Astin bulletin : the journal of the International Actuarial Association
10
Computational economics
10
International review of economics & finance : IREF
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of forecasting
10
Swiss Finance Institute Research Paper
10
The European journal of finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
Working papers
10
Research paper series / Swiss Finance Institute
9
Pacific-Basin finance journal
8
Journal of international financial markets, institutions & money
7
Journal of risk management in financial institutions
6
Working paper
6
Working papers / TSE : WP
6
ASTIN bulletin : the journal of the International Actuarial Association
5
Applied economics letters
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Econometrics : open access journal
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1
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:
2
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:
3
Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis
Abad, Pilar
;
Benito Muela, Sonia
;
López-Martín, Carmen
; …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011598265
Saved in:
4
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
Saved in:
5
A simple normal inverse Gaussian-type approach to calculate value-at-risk based on realized moments
Lau, Christian
- In:
Journal of risk
17
(
2014/2015
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10013262937
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6
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
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7
On optimal smoothing of density estimators obtained from orthogonal polynomial expansion methods
Marumo, Kohei
;
Wolff, Rodney C.
- In:
Journal of risk
18
(
2015/2016
)
3
,
pp. 47-76
Persistent link: https://www.econbiz.de/10011439101
Saved in:
8
Value-at-risk and extreme value distributions for financial returns
Tolikas, Konstantinos
- In:
Journal of risk
10
(
2007/08
)
3
,
pp. 31-77
Persistent link: https://www.econbiz.de/10003698908
Saved in:
9
Accounting for nonnormality in liquidity risk
Ernst, Cornelia
;
Stange, Sebastian
;
Kaserer, Christoph
- In:
Journal of risk
14
(
2011/12
)
3
,
pp. 3-21
Persistent link: https://www.econbiz.de/10009531011
Saved in:
10
Approximating the multivariate distribution of time-aggregated stock returns under
GARCH
Simonato, Jean-Guy
- In:
Journal of risk
16
(
2013
)
2
,
pp. 25-49
Persistent link: https://www.econbiz.de/10010237931
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