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Risikomaß
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Applied economics letters
Insurance / Mathematics & economics
218
Journal of banking & finance
180
Journal of risk
123
European journal of operational research : EJOR
112
Risks : open access journal
107
Finance research letters
103
International review of financial analysis
74
Economic modelling
71
Energy economics
71
The North American journal of economics and finance : a journal of financial economics studies
67
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67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Journal of empirical finance
55
Quantitative finance
54
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53
Journal of risk and financial management : JRFM
53
International journal of theoretical and applied finance
47
Journal of risk management in financial institutions
47
The journal of operational risk
47
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42
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41
Computational economics
40
International review of economics & finance : IREF
39
The European journal of finance
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
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Journal of international financial markets, institutions & money
32
Scandinavian actuarial journal
32
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Finance and stochastics
31
Pacific-Basin finance journal
30
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30
Econometric Institute research papers
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
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
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2
(Simple) ΔCoVaR bounds
Mercadier, Mathieu
;
Strobel, Frank
- In:
Applied economics letters
30
(
2023
)
14
,
pp. 1874-1881
Persistent link: https://www.econbiz.de/10014305372
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3
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:
4
Risk management under time varying volatility and Pareto-stable distributions
Mozumder, Sharif
;
Kabir, M. Humayun
;
Dempsey, Michael
; …
- In:
Applied economics letters
27
(
2020
)
3
,
pp. 161-167
Persistent link: https://www.econbiz.de/10012205404
Saved in:
5
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
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6
Value at risk forecasting for volatility index
Park, Seul-Ki
;
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Applied economics letters
24
(
2017
)
21
,
pp. 1613-1620
Persistent link: https://www.econbiz.de/10011853568
Saved in:
7
Backtesting expected shortfall : evidence from European securitized real estate
Almudhaf, Fahad
- In:
Applied economics letters
25
(
2018
)
3
,
pp. 176-182
Persistent link: https://www.econbiz.de/10011853830
Saved in:
8
Option valuation with liquidity risk and jumps
Zhang, Hai
;
Ku, Hyejin
- In:
Applied economics letters
25
(
2018
)
6
,
pp. 381-387
Persistent link: https://www.econbiz.de/10011854549
Saved in:
9
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:
10
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
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