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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of risk model validation"
~subject:"CVA"
~subject:"Digitalisierung"
~subject:"Risikomaß"
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International journal of theoretical and applied finance
The journal of risk model validation
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
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40
Economic modelling
31
Energy economics
30
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27
The journal of operational risk
27
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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
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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13
Journal of econometrics
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)
41
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1
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:
2
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:
3
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:
4
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:
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
Portofolio crash testing : making sense of extreme event exposures
Novosyolov, Arcady
;
Satchkov, Daniel
- In:
The journal of risk model validation
4
(
2010/11
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10008699880
Saved in:
8
Dynamic value-at-risk models and the peaks-over-threshold method for market risk measurement : an empirical investigation during a financial crisis
Bee, Marco
- In:
The journal of risk model validation
6
(
2012
)
2
,
pp. 3-45
Persistent link: https://www.econbiz.de/10009572304
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
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
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