//--> //--> //--> //-->
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:"International journal of forecasting"
~isPartOf:"The journal of fixed income"
~isPartOf:"The journal of risk model validation"
~subject:"Theory"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theory
Risikomaß
138
Risk measure
138
Theorie
72
Forecasting model
65
Prognoseverfahren
65
Credit derivative
48
Kreditderivat
48
Credit risk
46
Kreditrisiko
46
ARCH model
42
ARCH-Modell
42
Portfolio selection
41
Portfolio-Management
41
Statistical distribution
39
Statistische Verteilung
39
Risk management
36
Estimation
35
Risikomanagement
35
Schätzung
35
Volatility
32
Volatilität
32
Risk
21
Risiko
19
USA
19
United States
19
Capital income
16
Estimation theory
16
Kapitaleinkommen
16
Schätztheorie
16
Time series analysis
13
Zeitreihenanalyse
13
value-at-risk (VaR)
13
Measurement
12
Messung
12
Outliers
12
Ausreißer
11
Basel Accord
11
Basler Akkord
11
Insolvency
11
more ...
less ...
Online availability
All
Undetermined
43
Free
2
Type of publication
All
Article
72
Type of publication (narrower categories)
All
Article in journal
72
Aufsatz in Zeitschrift
72
Case study
1
Fallstudie
1
Language
All
English
72
Author
All
Bloxham, Nicholas
2
Gerlach, Richard
2
Herrera, Rodrigo
2
Mitic, Peter
2
Wang, Chao
2
Abad, Pilar
1
Abeywardana, Sachin
1
Acerbis, Valentina
1
Arnsdorf, Matthias
1
Assing, Andrew
1
Beliaeva, Natalia A.
1
Belkacem, Lotfi
1
Benito Muela, Sonia
1
Benzschawel, Terry
1
Boshnakov, Georgi
1
Breeden, Joseph L.
1
Calderín-Ojeda, Enrique
1
Chen, Hua
1
Chen, Jiun-Lin
1
Chen, Qian
1
Chen, Zhi
1
Clements, Adam
1
Cohort, Pierre
1
Cong, Chang
1
Cooper, James
1
Costanzino, Nick
1
Cui, Kaijie
1
Curran, Mike
1
Daniels, Kenneth N.
1
Delianedis, Gordon
1
Dijk, Herman K. van
1
Diks, Cees G. H.
1
Dionne, Georges
1
Dobrinov, Nikolay
1
Doncic, Sanja
1
Du, Zunwei
1
El Ghourabi, Mohamed
1
Fang, Hao
1
Fei, Fei
1
Fei, Glenn
1
more ...
less ...
Published in...
All
International journal of forecasting
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
Quantitative finance
43
Journal of empirical finance
42
The journal of credit risk : published quarterly by Incisive Media
37
International review of financial analysis
36
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
22
Astin bulletin : the journal of the International Actuarial Association
21
Operations research letters
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Operations research
20
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
more ...
less ...
Source
All
ECONIS (ZBW)
72
Showing
1
-
10
of
72
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dependence in credit default swap and equity markets : dynamic
copula
with Markov-switching
Fei, Fei
;
Fuertes, Ana María
;
Kalotychou, Elena
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10011746197
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
Observation-driven models for realized variances and overnight returns applied to value-at-risk and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
6
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
7
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:
8
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:
9
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:
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
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->