//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Credit Default Swaps as Hedgin...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
155
Risk measure
155
Theorie
128
Theory
128
Portfolio selection
75
Portfolio-Management
75
Risiko
61
Risk
61
Risikomanagement
52
Risk management
52
Stochastic process
43
Stochastischer Prozess
43
Measurement
35
Messung
35
Mathematical programming
30
Mathematische Optimierung
30
Statistical distribution
30
Statistische Verteilung
30
Multivariate Verteilung
25
Multivariate distribution
25
Estimation theory
24
Schätztheorie
24
Estimation
23
Schätzung
23
Copula
22
ARCH model
15
ARCH-Modell
15
Credit risk
15
Kreditrisiko
15
Volatility
15
Volatilität
15
Finance
14
Robust statistics
14
Robustes Verfahren
14
Risikoaversion
13
Risk aversion
13
Simulation
13
Forecasting model
12
Markov chain
12
Markov-Kette
12
more ...
less ...
Online availability
All
Undetermined
136
Free
3
Type of publication
All
Article
187
Type of publication (narrower categories)
All
Article in journal
186
Aufsatz in Zeitschrift
186
Conference paper
1
Konferenzbeitrag
1
Language
All
English
187
Author
All
Boonen, Tim J.
4
Brandtner, Mario
3
Francq, Christian
3
Grechuk, Bogdan
3
Kürsten, Wolfgang
3
Pesenti, Silvana M.
3
Zakoïan, Jean-Michel
3
Asimit, Alexandru V.
2
Balbás de la Corte, Alejandro
2
Gao, Jianjun
2
Gouriéroux, Christian
2
Hong, Yongmiao
2
Härdle, Wolfgang
2
Jiang, Wenjun
2
Koopman, Siem Jan
2
Laeven, Roger J. A.
2
Li, Yanhai
2
Ling, Aifan
2
Liu, Xiaoquan
2
Millossovich, Pietro
2
Navarro, Jorge
2
Nicolau, João
2
Ou, Jinwen
2
Peng, Liang
2
Pichler, Alois
2
Puerto, Justo
2
Rischau, Robert
2
Rodrigues, Paulo M. M.
2
Rosazza Gianin, Emanuela
2
Shapiro, Alexander
2
Sun, Jie
2
Tsanakas, Andreas
2
Tsay, Ruey S.
2
Wang, Ruodu
2
Wang, Weining
2
White, Halbert
2
Wu, Shaomin
2
Ye, Wuyi
2
Zhang, Zhengjun
2
Ahmadi-Javid, Amir
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Journal of econometrics
Journal of banking & finance
251
Insurance / Mathematics & economics
244
Finance research letters
180
IMF Working Papers
180
Journal of risk
132
Risks : open access journal
124
International review of financial analysis
123
Economic modelling
103
The North American journal of economics and finance : a journal of financial economics studies
100
Energy economics
98
Applied economics
88
Journal of empirical finance
80
Discussion paper / Tinbergen Institute
77
International journal of theoretical and applied finance
76
Journal of international financial markets, institutions & money
73
The journal of risk model validation
70
International review of economics & finance : IREF
68
Journal of risk and financial management : JRFM
68
Quantitative finance
68
IMF Staff Country Reports
65
MPRA Paper
63
International journal of forecasting
62
Research paper series / Swiss Finance Institute
59
The journal of structured finance
59
Research in international business and finance
58
The journal of credit risk : published quarterly by Incisive Media
56
Journal of financial stability
54
The European journal of finance
54
Journal of risk management in financial institutions
51
The journal of fixed income
51
Computational economics
50
The journal of operational risk
48
Applied economics letters
47
Management science : journal of the Institute for Operations Research and the Management Sciences
47
SFB 649 discussion paper
46
Working paper
45
Journal of economic dynamics & control
44
Journal of financial economics
44
more ...
less ...
Source
All
ECONIS (ZBW)
187
Showing
1
-
10
of
187
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Liquidity tail risk and credit default swap spreads
Irresberger, Felix
;
Weiß, Gregor
;
Gabrysch, Janet
; …
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884
Saved in:
2
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
Saved in:
3
Reverse sensitivity testing : what does it take to break the model?
Pesenti, Silvana M.
;
Millossovich, Pietro
;
Tsanakas, Andreas
- In:
European journal of operational research : EJOR
274
(
2019
)
2
,
pp. 654-670
Persistent link: https://www.econbiz.de/10011990176
Saved in:
4
Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data
Meng, Xiaochun
;
Taylor, James W.
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 191-202
Persistent link: https://www.econbiz.de/10012132379
Saved in:
5
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
6
Hedging Conditional Value at Risk with options
Capiński, Maciej
- In:
European journal of operational research : EJOR
242
(
2015
)
2
,
pp. 688-691
Persistent link: https://www.econbiz.de/10010491633
Saved in:
7
Risk-parameter estimation in volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
8
A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
Saved in:
9
Bayesian Value-at-Risk backtesting : the case of annuity pricing
Leung, Melvern
;
Li, Youwei
;
Pantelous, Athanasios A.
; …
- In:
European journal of operational research : EJOR
293
(
2021
)
2
,
pp. 786-801
Persistent link: https://www.econbiz.de/10012513273
Saved in:
10
Computing near-optimal Value-at-Risk portfolios using integer programming techniques
Babat, Onur
;
Vera, Juan C.
;
Zuluaga, Luis F.
- In:
European journal of operational research : EJOR
266
(
2018
)
1
,
pp. 304-315
Persistent link: https://www.econbiz.de/10011811697
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->