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
~isPartOf:"Applied economics letters"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of forecasting"
~subject:"Systemrisiko"
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
TWO-COMPONENT EXTREME VALUE DI...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Systemrisiko
Risikomaß
147
Risk measure
147
Theorie
71
Theory
71
Portfolio selection
51
Portfolio-Management
51
Forecasting model
48
Prognoseverfahren
48
ARCH model
43
ARCH-Modell
43
Risikomanagement
38
Risk management
38
Risiko
34
Risk
34
Statistical distribution
32
Statistische Verteilung
32
Volatility
31
Volatilität
31
Estimation
28
Schätzung
28
Financial crisis
21
Finanzkrise
21
Systemic risk
19
Measurement
16
Messung
16
Multivariate Verteilung
16
Multivariate distribution
16
Capital income
15
Kapitaleinkommen
15
Welt
15
World
15
Ausreißer
14
Outliers
14
Aktienmarkt
13
Stock market
13
Time series analysis
12
VAR model
12
VAR-Modell
12
Zeitreihenanalyse
12
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Strobel, Frank
2
Akhter, Selim
1
Braekers, Roel
1
Caporin, Massimiliano
1
Chen, Shan
1
Choe, Geon Ho
1
Choi, So Eun
1
Daly, Kevin James
1
Deng, Yang
1
Erden, Lütfi
1
Fard, Farzad Alavi
1
Fatnassi, Ibrahim
1
Gatfaoui, Hayette
1
Hammami, Yacine
1
Huang, Chuangxia
1
Jang, Hyun Jin
1
Jian, Zhihong
1
Jiang, Cuixia
1
Kee, Hyukdo
1
Kim, Jong-Min
1
Liu, Shuting
1
Liu, Xiaochun
1
Liu, Zhifeng
1
Lu, Haisong
1
Mercadier, Mathieu
1
Oh, Sekyung
1
Ozkan, Ibrahim
1
Park, Kinam
1
Pourkhanali, Armin
1
Qin, Xiao
1
Santucci de Magistris, Paolo
1
Sencer Atasoy, Burak
1
Tafakori, Laleh
1
Van Cauwenberge, Annelies
1
Vancauteren, Mark
1
Vandemaele, Sigrid
1
Xu, Qifa
1
Yang, Xiaoguang
1
Yang, Xin
1
Zhang, Ziqing
1
more ...
less ...
Published in...
All
Applied economics letters
Economic modelling
Journal of forecasting
Finance research letters
19
Journal of banking & finance
17
International review of financial analysis
11
Journal of financial stability
9
Research in international business and finance
8
SFB 649 discussion paper
8
The North American journal of economics and finance : a journal of financial economics studies
7
Energy economics
6
International review of economics & finance : IREF
6
Journal of international financial markets, institutions & money
6
Pacific-Basin finance journal
6
Risks : open access journal
6
The European journal of finance
6
Discussion paper / Tinbergen Institute
4
European journal of operational research : EJOR
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Journal of economic dynamics & control
4
Journal of risk and financial management : JRFM
4
Journal of risk management in financial institutions
4
IMF working papers
3
Insurance / Mathematics & economics
3
International Journal of Financial Studies : open access journal
3
International journal of theoretical and applied finance
3
Journal of international money and finance
3
Journal of risk
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Quantitative finance
3
Risk management : a journal of risk, crisis and disaster
3
SAFE working paper
3
The journal of alternative investments
3
The journal of risk model validation
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Applied economics
2
CFS working paper series
2
Central Bank review / The Central Bank of the Republic of Turkey
2
China finance review international
2
Cogent business & management
2
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
2
On the evaluation of marginal expected shortfall
Caporin, Massimiliano
;
Santucci de Magistris, Paolo
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 175-179
Persistent link: https://www.econbiz.de/10009412621
Saved in:
3
Too non-traditional to fail? : determinants of systemic risk for BRICs banks
Qin, Xiao
;
Zhu, Xi
- In:
Applied economics letters
21
(
2014
)
4/6
,
pp. 261-264
Persistent link: https://www.econbiz.de/10010413856
Saved in:
4
Bank insolvency risk and different approaches to aggregate Z-score measures : a note
Strobel, Frank
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1541-1543
Persistent link: https://www.econbiz.de/10009383445
Saved in:
5
Systemic risk of China's commercial banks during financial turmoils in 2010-2020 : a MIDAS-QR based CoVaR approach
Liu, Shuting
;
Xu, Qifa
;
Jiang, Cuixia
- In:
Applied economics letters
28
(
2021
)
18
,
pp. 1600-1609
Persistent link: https://www.econbiz.de/10012626719
Saved in:
6
A model-based index for systemic risk contribution measurement in financial networks
Deng, Yang
;
Zhang, Ziqing
;
Zhu, Li
- In:
Economic modelling
95
(
2021
),
pp. 35-48
Persistent link: https://www.econbiz.de/10012695628
Saved in:
7
A copula-based systemic risk measure : application to investment-grade and high-yield CDS portfolios
Choi, So Eun
;
Jang, Hyun Jin
;
Choe, Geon Ho
- In:
Applied economics letters
27
(
2020
)
15
,
pp. 1264-1271
Persistent link: https://www.econbiz.de/10012267120
Saved in:
8
Contagion risk for Australian banks from global systemically important banks : evidence from extreme events
Akhter, Selim
;
Daly, Kevin James
- In:
Economic modelling
63
(
2017
),
pp. 191-205
Persistent link: https://www.econbiz.de/10011813475
Saved in:
9
Measuring systemic risk with regime switching in tails
Liu, Xiaochun
- In:
Economic modelling
67
(
2017
),
pp. 55-72
Persistent link: https://www.econbiz.de/10011813772
Saved in:
10
International trade, foreign direct investments, and firms' systemic risk : evidence from the Netherlands
Van Cauwenberge, Annelies
;
Vancauteren, Mark
;
Braekers, Roel
- In:
Economic modelling
81
(
2019
),
pp. 361-386
Persistent link: https://www.econbiz.de/10012202113
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
