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~isPartOf:"Journal of risk"
~subject:"Estimation"
~subject:"Volatilität"
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Bericht der AG2: Risikomanagem...
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Estimation
Volatilität
Risikomanagement
76
Risk management
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Portfolio selection
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Portfolio-Management
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Risikomaß
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risk management
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Poddig, Thorsten
2
Alemany, Ramon
1
Bolancé, Catalina
1
Castellanos, Jenny
1
Chan, Jiun Hong
1
Charoenwong, Ben
1
Chen, Jiusheng
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Cui, Xueting
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Feng, Guanhao
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1
Padilla Barreto, Alemar E.
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Riccetti, Luca
1
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1
Weiß, Gregor
1
Wing Lon Ng
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1
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Journal of risk
Energy economics
26
Finance research letters
23
International review of financial analysis
18
Working paper / National Bureau of Economic Research, Inc.
18
Journal of air transport management
17
Risks : open access journal
16
Journal of banking & finance
15
The North American journal of economics and finance : a journal of financial economics studies
13
NBER working paper series
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Applied economics
11
Economic modelling
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Discussion paper / Centre for Economic Policy Research
9
Transportation research / E : an international journal
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International journal of finance & economics : IJFE
8
International review of economics & finance : IREF
8
Pacific-Basin finance journal
8
European journal of operational research : EJOR
7
Gabler Edition Wissenschaft
7
Journal of international financial markets, institutions & money
7
SpringerLink / Bücher
7
Discussion paper / Tinbergen Institute
6
Insurance / Mathematics & economics
6
Journal of financial econometrics
6
Journal of financial economics
6
Journal of risk and financial management : JRFM
6
Journal of risk management in financial institutions
6
Quantitative finance
6
The journal of asset management
6
Journal of econometrics
5
Journal of economic dynamics & control
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
The European journal of finance
5
Working papers / Financial Institutions Center
5
CESifo working papers
4
Debt, risk and liquidity in futures markets
4
Global finance journal
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
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
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2
Does higher-frequency data always help to predict longer-horizon volatility?
Charoenwong, Ben
;
Feng, Guanhao
- In:
Journal of risk
19
(
2017
)
5
,
pp. 55-75
Persistent link: https://www.econbiz.de/10011747111
Saved in:
3
How risk managers should fix tracking error volatility and value-at-risk constraints in asset management
Riccetti, Luca
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 79-102
Persistent link: https://www.econbiz.de/10011710254
Saved in:
4
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:
5
First- and second-order Greeks in the Heston model
Chan, Jiun Hong
;
Joshi, Mark S.
;
Zhu, Dan
- In:
Journal of risk
17
(
2014/2015
)
4
,
pp. 19-69
Persistent link: https://www.econbiz.de/10013262933
Saved in:
6
The signalling properties of the shape of the credit default swap term structure
Castellanos, Jenny
;
Constantinou, Nick
;
Wing Lon Ng
- In:
Journal of risk
17
(
2014/2015
)
4
,
pp. 71-99
Persistent link: https://www.econbiz.de/10013262935
Saved in:
7
Factor-risk-constrained mean-variance portfolio selection : formulation and global optimization solution approach
Zhu, Shushang
;
Cui, Xueting
;
Sun, Xiaoling
;
Li, Duan
- In:
Journal of risk
14
(
2011/12
)
2
,
pp. 51-89
Persistent link: https://www.econbiz.de/10009422361
Saved in:
8
Copula parameter estimation : numerical considerations and implications for risk management
Weiß, Gregor
- In:
Journal of risk
13
(
2010/11
)
1
,
pp. 17-53
Persistent link: https://www.econbiz.de/10008699157
Saved in:
9
Finite difference methods for estimating marginal risk contributions in asset management
Olschewsky, Michael
;
Lüdemann, Stefan
;
Poddig, Thorsten
- In:
Journal of risk
18
(
2016
)
5
,
pp. 63-99
Persistent link: https://www.econbiz.de/10011598391
Saved in:
10
Estimation risk for value-at-risk and expected shortfall
Kabaila, Paul
;
Mainzer, Rheanna
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 29-47
Persistent link: https://www.econbiz.de/10011847463
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