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~isPartOf:"International review of financial analysis"
~subject:"EVT"
~subject:"Value-at-Risk"
~subject:"credit risk"
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EVT
Value-at-Risk
credit risk
Risikomaß
74
Risk measure
74
Credit derivative
38
Kreditderivat
38
Portfolio selection
37
Portfolio-Management
37
Theorie
36
Theory
36
Volatility
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Lazar, Emese
2
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Argyropoulos, Christos
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Hoang, Thi Hong Van
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Ly, Sel
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Nakata, Keiichi
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Panopulu, Aikaterinē
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Pho, Kim-Hung
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International review of financial analysis
MPRA Paper
26
Insurance / Mathematics & economics
24
Discussion paper / Tinbergen Institute
20
Tinbergen Institute Discussion Paper
19
Tinbergen Institute Discussion Papers
19
Journal of Banking & Finance
13
Journal of banking & finance
13
Risks : open access journal
12
CORE Discussion Papers
11
Insurance: Mathematics and Economics
10
International Journal of Theoretical and Applied Finance (IJTAF)
10
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Journal of Risk and Financial Management
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CFS Working Paper Series
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International journal of forecasting
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Journal of empirical finance
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Journal of risk and financial management : JRFM
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Research in international business and finance
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Risks
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SFB 649 Discussion Paper
7
SFB 649 Discussion Papers
7
The North American journal of economics and finance : a journal of financial economics studies
7
European journal of operational research : EJOR
6
Finance research letters
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Serie Research Memoranda
6
Finance
5
International review of economics & finance : IREF
5
Journal of business economics and management
5
Journal of econometrics
5
Journal of mathematical finance
5
Sveriges Riksbank Working Paper Series
5
The European journal of finance
5
The journal of credit risk : published quarterly by Incisive Media
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Working Paper Series / Sveriges Riksbank
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Working Papers in Economics
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1
Is Bitcoin a better portfolio diversifier than gold? : a
copula
and sectoral analysis for China
Pho, Kim-Hung
;
Ly, Sel
;
Lu, Richard
;
Hoang, Thi Hong Van
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012803931
Saved in:
2
Backtesting VaR and ES under the magnifying glass
Argyropoulos, Christos
;
Panopulu, Aikaterinē
- In:
International review of financial analysis
64
(
2019
),
pp. 22-37
Persistent link: https://www.econbiz.de/10012208280
Saved in:
3
Forecasting VaR using analytic higher moments for GARCH processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
- In:
International review of financial analysis
30
(
2013
),
pp. 36-45
Persistent link: https://www.econbiz.de/10010460001
Saved in:
4
VaR and ES forecasting via recurrent neural network-based stateful models
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
5
From BASEL III to BASEL IV and beyond : expected shortfall and expectile risk measures
Zaevski, Tsvetelin S.
;
Nedeltchev, Dragomir C.
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460567
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