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~isPartOf:"International journal of forecasting"
~subject:"Digitalisierung"
~subject:"Risikomaß"
~subject:"Risk measure"
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International journal of forecasting
Insurance / Mathematics & economics
94
Technological forecasting & social change : an international journal
58
Risks : open access journal
57
Journal of banking & finance
52
Springer eBook Collection
47
European journal of operational research : EJOR
41
Journal of risk
40
Finance research letters
39
Economic modelling
31
Energy economics
29
SpringerLink / Bücher
27
The journal of operational risk
27
Journal of business research : JBR
24
Journal of risk management in financial institutions
24
The North American journal of economics and finance : a journal of financial economics studies
24
Journal of risk and financial management : JRFM
23
The journal of risk model validation
23
International review of financial analysis
22
Technovation : the international journal of technological innovation, entrepreneurship and technology management
22
International review of economics & finance : IREF
20
Applied economics
19
Quantitative finance
19
Telecommunications policy : the international journal of digital economy, data sciences and new media
19
International journal of production research
16
Discussion paper / Tinbergen Institute
15
European research studies
15
International journal of theoretical and applied finance
15
Journal of open innovation : technology, market, and complexity
15
International journal of production economics
14
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14
Journal of econometrics
13
Journal of innovation & knowledge : JIK
13
Research paper series / Swiss Finance Institute
13
The European journal of finance
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World Bank E-Library Archive
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Finance and stochastics
12
Journal of empirical finance
12
Research in international business and finance
12
Applied economics letters
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1
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:
2
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:
3
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:
4
Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 958-969
Persistent link: https://www.econbiz.de/10011746932
Saved in:
5
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:
6
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:
7
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
Saved in:
8
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:
9
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
Saved in:
10
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
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