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Risikomaß
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Strobel, Frank
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Applied economics letters
Insurance / Mathematics & economics
220
Journal of banking & finance
185
European journal of operational research : EJOR
137
Journal of risk
123
Finance research letters
117
Risks : open access journal
110
Energy economics
77
International review of financial analysis
74
Economic modelling
72
The North American journal of economics and finance : a journal of financial economics studies
68
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
63
International journal of production research
62
International journal of forecasting
61
Quantitative finance
60
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
International journal of theoretical and applied finance
51
Computational economics
49
Journal of risk management in financial institutions
47
The journal of operational risk
47
Journal of econometrics
45
Journal of forecasting
43
International review of economics & finance : IREF
41
The European journal of finance
40
Computers & operations research : and their applications to problems of world concern ; an international journal
39
Journal of economic dynamics & control
38
Research in international business and finance
37
Research paper series / Swiss Finance Institute
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Finance and stochastics
34
SFB 649 discussion paper
34
International journal of production economics
33
Journal of international financial markets, institutions & money
32
Scandinavian actuarial journal
32
Working papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Operations research letters
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ECONIS (ZBW)
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1
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:
2
Histogram-valued data on value at risk measures : a symbolic approach for risk attribution
Toque, Carole
;
Terraza, Virginie
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1243-1251
Persistent link: https://www.econbiz.de/10010465633
Saved in:
3
SEC FRR No. 48 and analyst forecast accuracy
Lin, Bingxuan
;
Lin, Chen-miao
- In:
Applied economics letters
24
(
2017
)
4/6
,
pp. 427-432
Persistent link: https://www.econbiz.de/10011705408
Saved in:
4
Period value at risk and its estimation by Monte Carlo simulation
Huo, Yanli
;
Xu, Chunhui
;
Shiina, Takayuki
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1675-1679
Persistent link: https://www.econbiz.de/10013412280
Saved in:
5
Estimating portfolio value-at-risk via dynamic conditional correlation MGARCH model : an empirical study on foreign exchange rates
Hsu Ku, Yuan-Hung
;
Wang, Jai Jen
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 533-538
Persistent link: https://www.econbiz.de/10003741298
Saved in:
6
Forecasting intraday volatility and VaR using multiplicative component GARCH model
Diao, Xundi
;
Tong, Bin
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1457-1464
Persistent link: https://www.econbiz.de/10011380317
Saved in:
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
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
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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