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~subject:"ARCH model"
~subject:"Estimation"
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Bericht der AG2: Risikomanagem...
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ARCH model
Estimation
Risiko
Risikomanagement
76
Risk management
76
Portfolio selection
40
Portfolio-Management
40
Risikomaß
40
Risk measure
40
Theorie
32
Theory
32
risk management
23
Risk
20
Financial services
19
Finanzdienstleistung
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Kreditrisiko
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Bankrisiko
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Original research
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Basler Akkord
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Forecasting model
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Hedging
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Prognoseverfahren
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value-at-risk (VaR)
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6
Multivariate distribution
6
Statistical distribution
6
Statistische Verteilung
6
Ausreißer
5
Outliers
5
Value-at-risk (VAR)
5
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Poddig, Thorsten
2
Abad, Pilar
1
Alemany, Ramon
1
Arici, G.
1
Belles-Sampera, James
1
Bender, Micha
1
Benito Muela, Sonia
1
Bertram, Philip
1
Boeve, Rolf
1
Bolancé, Catalina
1
Braun, Valentin
1
Ceretta, Paulo Sergio
1
Chakir, Ahmed
1
Chen, Jiusheng
1
Cong, Jianfa
1
Cui, Xueting
1
Dalai, M.
1
Deaton, Brian D.
1
Deege, Matthias
1
Desmettre, Sascha
1
Emmer, Susanne
1
Fieberg, Christian
1
Guillén, Montserrat
1
Gzyl, Henryk
1
Hackethal, Andreas
1
Hesse, Frederik
1
Jadhav, Deepak
1
Jin, Faqi
1
Kabaila, Paul
1
Kafou, Ali
1
Kellner, Ralf
1
Kratz, Marie
1
Leonardi, Roberto
1
Li, Duan
1
López-Martín, Carmen
1
Lüdemann, Stefan
1
Maciag, Jakob
1
Mahmoud, Ola
1
Mainzer, Rheanna
1
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Journal of risk
Insurance / Mathematics & economics
117
Risks : open access journal
92
European journal of operational research : EJOR
84
Finance research letters
79
Journal of banking & finance
56
Journal of risk management in financial institutions
54
Energy economics
49
International review of financial analysis
41
International journal of production research
37
NBER working paper series
33
International journal of production economics
32
Journal of air transport management
32
Journal of risk and financial management : JRFM
32
Economic modelling
30
International journal of risk assessment and management : IJRAM
30
International journal of project management : the journal of The International Project Management Association
28
Applied economics
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
27
World Bank E-Library Archive
27
International review of economics & finance : IREF
26
NBER Working Paper
26
SpringerLink / Bücher
25
The North American journal of economics and finance : a journal of financial economics studies
24
Working paper / National Bureau of Economic Research, Inc.
24
Quantitative finance
22
Working paper
21
Research paper series / Swiss Finance Institute
20
Applied economics letters
19
Pacific-Basin finance journal
19
Working papers
19
CESifo working papers
18
Discussion paper / Tinbergen Institute
18
Research in international business and finance
18
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
17
Agricultural finance review
16
Journal of financial stability
16
Journal of international financial markets, institutions & money
16
Scandinavian actuarial journal
16
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ECONIS (ZBW)
28
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1
Shortfall deviation risk : an alternative for risk measurement
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of risk
19
(
2016
)
2
,
pp. 81-116
Persistent link: https://www.econbiz.de/10013177086
Saved in:
2
Decomposition of portfolio risk into independent factors using an inductive causal search algorithm
Deaton, Brian D.
- In:
Journal of risk
19
(
2016
)
1
,
pp. 43-61
Persistent link: https://www.econbiz.de/10011579769
Saved in:
3
Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis
Abad, Pilar
;
Benito Muela, Sonia
;
López-Martín, Carmen
; …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011598265
Saved in:
4
Forecasting corporate defaults in the German stock market
Mertens, Richard Lennart
;
Poddig, Thorsten
;
Fieberg, …
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 29-54
Persistent link: https://www.econbiz.de/10011962407
Saved in:
5
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
Saved in:
6
The impact of model risk on capital reserves : a quantitative analysis
Bertram, Philip
;
Sibbertsen, Philipp
;
Stahl, Gerhard
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 69-97
Persistent link: https://www.econbiz.de/10011438894
Saved in:
7
Improved estimation methods for value-at-risk, expected shortfall and risk contributions with high precision
Muromachi, Yukio
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011438902
Saved in:
8
Commodity risk hedging through risk sharing : reengineering Islamic forwards
Kafou, Ali
;
Chakir, Ahmed
- In:
Journal of risk
17
(
2014/2015
)
6
,
pp. 101-123
Persistent link: https://www.econbiz.de/10011438937
Saved in:
9
Nonnegative risk components
Staum, Jeremy
- In:
Journal of risk
18
(
2015/2016
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011438960
Saved in:
10
What is the best risk measure in practice? : a comparsion of standard measures
Emmer, Susanne
;
Kratz, Marie
;
Tasche, Dirk
- In:
Journal of risk
18
(
2015/2016
)
2
,
pp. 31-60
Persistent link: https://www.econbiz.de/10011438976
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