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~isPartOf:"International journal of forecasting"
~language:"eng"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
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Risikomaß
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Portfolio selection
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International journal of forecasting
Insurance / Mathematics & economics
146
Journal of banking & finance
110
European journal of operational research : EJOR
87
Risks : open access journal
82
Finance research letters
73
Journal of risk
70
Economic modelling
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Discussion paper / Tinbergen Institute
46
International review of financial analysis
46
Quantitative finance
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The North American journal of economics and finance : a journal of financial economics studies
40
International journal of theoretical and applied finance
38
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37
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34
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Research paper series / Swiss Finance Institute
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International review of economics & finance : IREF
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The journal of credit risk : published quarterly by Incisive Media
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Journal of international financial markets, institutions & money
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Scandinavian actuarial journal
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Swiss Finance Institute Research Paper
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Working papers
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Mathematics and financial economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Comparing density forecasts in a risk management context
Diks, Cees G. H.
;
Fang, Hao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 531-551
Persistent link: https://www.econbiz.de/10012415217
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2
Intraday portfolio risk management using VaR and CVaR : a CGARCH-EVT-Copula approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 699-709
Persistent link: https://www.econbiz.de/10012300717
Saved in:
3
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:
4
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
5
Forecasting risk with Markov-switching GARCH models : a large-scale performance study
Ardia, David
;
Bluteau, Keven
;
Boudt, Kris
;
Catania, Leopoldo
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 733-747
Persistent link: https://www.econbiz.de/10012031094
Saved in:
6
Evaluating the accuracy of value-at-risk forecasts : new multilevel tests
Leccadito, Arturo
;
Boffelli, Simona
;
Urga, Giovanni
- In:
International journal of forecasting
30
(
2014
)
2
,
pp. 206-216
Persistent link: https://www.econbiz.de/10010510949
Saved in:
7
Forecasting systemic impact in financial networks
Hautsch, Nikolaus
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 781-794
Persistent link: https://www.econbiz.de/10010515583
Saved in:
8
Efficient evaluation of multidimensional time-varying density forecasts, with applications to risk management
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 343-352
Persistent link: https://www.econbiz.de/10009581927
Saved in:
9
How much data do you need? : an operational, pre-asymptotic metric for fat-tailedness
Taleb, Nassim Nicholas
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 677-686
Persistent link: https://www.econbiz.de/10012300715
Saved in:
10
Tales from tails : on the empirical distributions of forecasting errors and their implication to risk
Spiliotis, Evangelos
;
Nikolopoulos, Konstantinos
; …
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 687-698
Persistent link: https://www.econbiz.de/10012300716
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