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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of econometrics"
~subject:"CVA"
~subject:"Digitalisierung"
~subject:"Risikomaß"
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CVA
Digitalisierung
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27
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International journal of theoretical and applied finance
Journal of econometrics
Insurance / Mathematics & economics
93
Risks : open access journal
63
Technological forecasting & social change : an international journal
58
Journal of banking & finance
53
Finance research letters
49
Springer eBook Collection
48
European journal of operational research : EJOR
42
Journal of risk
40
Economic modelling
31
Energy economics
30
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
Applied economics
20
International review of economics & finance : IREF
20
Quantitative finance
20
Telecommunications policy : the international journal of digital economy, data sciences and new media
19
International journal of production economics
17
International journal of production research
16
Journal of innovation & knowledge : JIK
16
Discussion paper / Tinbergen Institute
15
European research studies
15
Journal of open innovation : technology, market, and complexity
15
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International journal of forecasting
13
Research in international business and finance
13
Research paper series / Swiss Finance Institute
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The European journal of finance
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World Bank E-Library Archive
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Finance and stochastics
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Journal of empirical finance
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ECONIS (ZBW)
31
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1
On the calculation of risk measures using least-squares Monte Carlo
Benedetti, Giuseppe
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011686897
Saved in:
2
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
3
Twisting the demand curve : digitalization and the older workforce
Barth, Erling
;
Davis, James C.
;
Freeman, Richard B.
; …
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 443-467
Persistent link: https://www.econbiz.de/10014362640
Saved in:
4
Validating forecasts of the joint probability density of bond yields : can affine models beat random walk?
Egorov, Alexej V.
;
Hong, Yongmiao
;
Li, Haitao
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 255-284
Persistent link: https://www.econbiz.de/10003376084
Saved in:
5
A remark concerning Value-at-Risk
Novak, Serguei Y.
- In:
International journal of theoretical and applied finance
13
(
2010
)
4
,
pp. 507-515
Persistent link: https://www.econbiz.de/10008905058
Saved in:
6
The VAR at risk
Galichon, Alfred
- In:
International journal of theoretical and applied finance
13
(
2010
)
4
,
pp. 503-506
Persistent link: https://www.econbiz.de/10008905066
Saved in:
7
Granger causality in risk and detection of extreme risk spillover between financial markets
Hong, Yongmiao
;
Liu, Yanhui
;
Wang, Shouyang
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 271-287
Persistent link: https://www.econbiz.de/10003858904
Saved in:
8
A note on the double impact on CVA for CDS : wrong-way risk with stochastic recovery
Li, Hui
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009756066
Saved in:
9
Allocating systemic risk in a regulatory perspective
Gouriéroux, Christian
;
Monfort, Alain
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010233265
Saved in:
10
Vector-valued coherent risk measure processes
Tahar, Imen Ben
;
Lépinette, Emmanuel
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010363907
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