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~isPartOf:"The journal of fixed income"
~isPartOf:"The journal of risk model validation"
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Astin bulletin : the journal of the International Actuarial Association
The journal of fixed income
The journal of risk model validation
Insurance / Mathematics & economics
188
European journal of operational research : EJOR
100
Journal of banking & finance
99
Risks : open access journal
75
Finance research letters
49
International journal of theoretical and applied finance
48
Economic modelling
46
Journal of risk
44
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43
Journal of empirical finance
42
The journal of credit risk : published quarterly by Incisive Media
37
International review of financial analysis
36
International journal of forecasting
35
Discussion paper / Tinbergen Institute
34
Applied economics
30
Finance and stochastics
28
Journal of econometrics
28
Journal of risk and financial management : JRFM
28
SFB 649 discussion paper
28
Scandinavian actuarial journal
28
The European journal of finance
27
Journal of economic dynamics & control
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
26
Research paper series / Swiss Finance Institute
26
Computational economics
25
Mathematics and financial economics
22
SpringerLink / Bücher
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Operations research letters
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Operations research
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Journal of forecasting
19
Mathematics of operations research
19
The journal of operational risk
19
Energy economics
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Finance and economics discussion series
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
The North American journal of economics and finance : a journal of financial economics studies
17
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1
Paths and indices of maximal tail dependence
Furman, Edward
;
Su, Jianxi
;
Zitikis, Ričardas
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 661-678
Persistent link: https://www.econbiz.de/10011397592
Saved in:
2
Toward model value-at-risk : bespoke CDO tranches, a case study
Cohort, Pierre
;
Levy dit Vehel, Pierre Emmanuel
; …
- In:
The journal of risk model validation
7
(
2013
)
3
,
pp. 21-34
Persistent link: https://www.econbiz.de/10010480651
Saved in:
3
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
Saved in:
4
Risk model validation for BRICS countries : a value-at-risk, expected shortfall and extreme value theory approach
Wing, Jean Paul Chung
;
Gonpot, Preethee Nunkoo
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011410313
Saved in:
5
Collective risk models with dependence uncertainty
Liu, Haiyan
;
Wang, Ruodu
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
2
,
pp. 361-389
Persistent link: https://www.econbiz.de/10011729564
Saved in:
6
The role of the loss function in value-at-risk comparisons
Abad, Pilar
;
Benito Muela, Sonia
;
López Martin, Carmen
- In:
The journal of risk model validation
9
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010516723
Saved in:
7
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie
;
Westgaard, Sjur
;
Gjølberg, Ole
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
Saved in:
8
Backtesting solvency II value-at-risk models using a rolling horizon
Loois, Miriam
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 13-31
Persistent link: https://www.econbiz.de/10011326311
Saved in:
9
Modeling longevity risk with generalized dynamic factor models and vine-
copulae
Chuliá, Helena
;
Guillén, Montserrat
;
Uribe, Jorge
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
1
,
pp. 165-190
Persistent link: https://www.econbiz.de/10011485145
Saved in:
10
Value-at-risk time scaling : a Monte Carlo approach
Malataliana, Moepa
;
Rigotard, Michael
- In:
The journal of risk model validation
10
(
2016
)
1
,
pp. 47-57
Persistent link: https://www.econbiz.de/10011485151
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