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~isPartOf:"Journal of forecasting"
~subject:"Messung"
~subject:"Multivariate distribution"
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TWO-COMPONENT EXTREME VALUE DI...
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Messung
Multivariate distribution
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Systemrisiko
Risikomaß
74
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74
Forecasting model
39
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39
Theorie
33
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Strobel, Frank
3
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2
Wang, Chao
2
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Banulescu, Denisa
1
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Applied economics letters
Journal of forecasting
Insurance / Mathematics & economics
154
Journal of banking & finance
63
Risks : open access journal
54
European journal of operational research : EJOR
47
Finance research letters
47
Journal of risk
45
International review of financial analysis
33
Economic modelling
32
Quantitative finance
31
Energy economics
30
Discussion paper / Tinbergen Institute
29
International journal of forecasting
28
The journal of operational risk
28
Applied economics
25
Journal of risk and financial management : JRFM
25
The North American journal of economics and finance : a journal of financial economics studies
25
The journal of risk model validation
22
International journal of theoretical and applied finance
21
Journal of econometrics
21
Journal of financial econometrics
20
SFB 649 discussion paper
20
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Finance and stochastics
19
International review of economics & finance : IREF
19
Journal of empirical finance
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Mathematics of operations research
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Pacific-Basin finance journal
18
Scandinavian actuarial journal
18
Mathematics and financial economics
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of international financial markets, institutions & money
15
Research paper series / Swiss Finance Institute
14
The European journal of finance
14
Astin bulletin : the journal of the International Actuarial Association
13
Journal of mathematical finance
13
Research in international business and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk management in financial institutions
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ECONIS (ZBW)
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1
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
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2
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:
3
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
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4
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
Saved in:
5
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
Saved in:
6
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
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7
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:
8
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:
9
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
Saved in:
10
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
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