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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of forecasting"
~subject:"Capital income"
~subject:"Measurement"
~subject:"Statistical distribution"
~subject:"Systemrisiko"
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TWO-COMPONENT EXTREME VALUE DI...
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Capital income
Measurement
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Systemrisiko
Risikomaß
74
Risk measure
74
Forecasting model
39
Prognoseverfahren
39
Theorie
33
Theory
33
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21
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Strobel, Frank
3
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2
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2
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2
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1
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Applied economics letters
Journal of forecasting
Insurance / Mathematics & economics
150
Journal of banking & finance
67
Finance research letters
61
Risks : open access journal
53
Journal of risk
49
European journal of operational research : EJOR
44
International review of financial analysis
42
The North American journal of economics and finance : a journal of financial economics studies
34
Quantitative finance
33
Discussion paper / Tinbergen Institute
31
International journal of forecasting
31
Energy economics
29
The journal of operational risk
27
Applied economics
26
Economic modelling
26
Journal of econometrics
25
The journal of risk model validation
24
Journal of empirical finance
23
International review of economics & finance : IREF
21
Journal of risk and financial management : JRFM
21
International journal of theoretical and applied finance
20
Journal of financial econometrics
20
Mathematics of operations research
19
Finance and stochastics
18
Mathematics and financial economics
18
Research in international business and finance
18
Research paper series / Swiss Finance Institute
18
Computational economics
17
SFB 649 discussion paper
17
Scandinavian actuarial journal
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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The European journal of finance
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Journal of mathematical finance
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ECONIS (ZBW)
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1
Worldwide equity risk prediction
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1333-1339
Persistent link: https://www.econbiz.de/10010202894
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2
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
3
Modeling uncertainty in financial tail risk : a forecast combination and weighted quantile approach
Storti, Giuseppe
;
Wang, Chao
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1648-1663
Persistent link: https://www.econbiz.de/10014432743
Saved in:
4
Measuring downside risk and severity for global output
Wang, Yan
;
Yao, James Yudong
- In:
Journal of forecasting
26
(
2007
)
1
,
pp. 23-32
Persistent link: https://www.econbiz.de/10003406089
Saved in:
5
Forecasting VaR models under different volatility processes and distributions of return innovations
Dendramis, Yiannis
;
Spungin, Giles E.
;
Tzavalis, Elias
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 515-531
Persistent link: https://www.econbiz.de/10011282095
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6
Extreme value analysis of electricity demand in the UK
Chan, Stephen
;
Nadarajah, Saralees
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1246-1251
Persistent link: https://www.econbiz.de/10011312714
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7
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:
8
Exponentially smoothing the skewed laplace distribution for value-at-risk forecasting
Gerlach, Richard
;
Lu, Zu-di
;
Huang, Hai
- In:
Journal of forecasting
32
(
2013
)
6
,
pp. 534-550
Persistent link: https://www.econbiz.de/10009789677
Saved in:
9
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:
10
Bank insolvency risk and Z-score measures with unimodal returns
Strobel, Frank
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1683-1685
Persistent link: https://www.econbiz.de/10009383375
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