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~isPartOf:"Journal of forecasting"
~subject:"Multivariate distribution"
~subject:"Systemrisiko"
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TWO-COMPONENT EXTREME VALUE DI...
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Multivariate distribution
Systemrisiko
Risikomaß
74
Risk measure
74
Forecasting model
39
Prognoseverfahren
39
Theorie
33
Theory
33
ARCH model
21
ARCH-Modell
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20
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value at risk
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expected shortfall
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value-at-risk
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Strobel, Frank
2
Berger, Theo
1
Caporin, Massimiliano
1
Chen, Shan
1
Choe, Geon Ho
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Choi, Pilsun
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Choi, So Eun
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Fatnassi, Ibrahim
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Santucci de Magistris, Paolo
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Song, Shijia
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Stephan, Andreas
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Xu, Qifa
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Applied economics letters
Journal of forecasting
Journal of banking & finance
27
Finance research letters
24
Insurance / Mathematics & economics
24
Energy economics
20
International review of financial analysis
18
The North American journal of economics and finance : a journal of financial economics studies
18
Economic modelling
17
Risks : open access journal
16
SFB 649 discussion paper
16
Journal of risk and financial management : JRFM
13
Applied economics
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Pacific-Basin finance journal
11
International review of economics & finance : IREF
10
Research in international business and finance
10
European journal of operational research : EJOR
9
Journal of risk
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of financial stability
8
Journal of international financial markets, institutions & money
8
The European journal of finance
8
Computational economics
7
Discussion paper / Tinbergen Institute
6
Quantitative finance
6
Risk management : a journal of risk, crisis and disaster
6
International Journal of Financial Studies : open access journal
5
International journal of forecasting
5
Journal of economic dynamics & control
5
International journal of finance & economics : IJFE
4
International journal of theoretical and applied finance
4
Journal of econometrics
4
Journal of mathematical finance
4
Journal of risk management in financial institutions
4
Quantitative finance and economics
4
Review of quantitative finance and accounting
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of risk model validation
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Agricultural finance review
3
Astin bulletin : the journal of the International Actuarial Association
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1
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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2
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:
3
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:
4
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:
5
Marginal or copula : which one is critical?
Choi, Pilsun
;
Min, Insik
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1462-1465
Persistent link: https://www.econbiz.de/10010213173
Saved in:
6
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
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7
Forecasting based on decomposed financial return series : a wavelet analysis
Berger, Theo
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 419-433
Persistent link: https://www.econbiz.de/10011580976
Saved in:
8
Assessing systemic risk of Islamic banks during the COVID-19 pandemic crisis
Fatnassi, Ibrahim
;
Hammami, Yacine
- In:
Applied economics letters
31
(
2024
)
11
,
pp. 1037-1044
Persistent link: https://www.econbiz.de/10014557987
Saved in:
9
Systemically important financial institutions in China : from view of tail risk spillover network
Yang, Xin
;
Chen, Shan
;
Liu, Zhifeng
;
Yang, Xiaoguang
; …
- In:
Applied economics letters
29
(
2022
)
19
,
pp. 1833-1839
Persistent link: https://www.econbiz.de/10013412314
Saved in:
10
Dependence structure and risk spillover among nonferrous metal futures : a vine copula approach
Ouyang, Ruolan
;
Ma, Jinming
;
Xiao, Xiaoxia
- In:
Applied economics letters
30
(
2023
)
9
,
pp. 1253-1260
Persistent link: https://www.econbiz.de/10014303863
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