//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Pacific-Basin finance journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
An optimization approach to th...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
30
Risk measure
30
Risiko
14
Risk
14
China
9
Portfolio selection
9
Portfolio-Management
9
Risikomanagement
9
Risk management
9
Capital income
8
Estimation
8
Kapitaleinkommen
8
Schätzung
8
Statistical distribution
8
Statistische Verteilung
8
Volatility
8
Volatilität
8
ARCH model
7
ARCH-Modell
7
Aktienmarkt
7
Stock market
7
Expected shortfall
6
Financial crisis
6
Finanzkrise
6
Systemic risk
6
Systemrisiko
6
Value at risk
6
Multivariate Verteilung
5
Multivariate distribution
5
Tail risk
5
Welt
5
World
5
Bank risk
4
Bankrisiko
4
Börsenkurs
4
Forecasting model
4
Prognoseverfahren
4
Share price
4
Spillover effect
4
Spillover-Effekt
4
more ...
less ...
Online availability
All
Undetermined
26
Type of publication
All
Article
31
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Language
All
English
31
Author
All
Kang, Sang Hoon
2
Xiong, Xiong
2
An, Yunbi
1
Areola Hernandez, Jose
1
Asghar, Nadia
1
Boo, Yee Ling
1
Bouri, Elie
1
Chai, Daniel
1
Chan, Felix
1
Chen, Hsien-ming
1
Chen, Lifang
1
Chen, Lu
1
Chen, Wei Peng
1
Clements, Adam
1
Da Veiga, Bernardo
1
Diao, Xundi
1
Ding, Ashley
1
Do, Viet
1
Ee, Mong Shan
1
Fuentes, Fernanda
1
Fung, Hung-gay
1
Gong, Xiao-Li
1
Gui, Pingshu
1
Gupta, Rangan
1
Hammoudeh, Shawkat
1
Hanif, Waqas
1
He, Chenyu
1
Herrera, Rodrigo
1
Ho, Lan-chih
1
Huang, Jinbo
1
Huang, Xiaowei
1
Jian, Zhihong
1
Jiang, Cuixia
1
Jiang, Yuexiang
1
Korsakul, Nattawadee
1
Kumar, Dilip
1
Lee, Kuan-hui
1
Li, Bob
1
Li, Haoran
1
Li, Jinlong
1
more ...
less ...
Published in...
All
Pacific-Basin finance journal
MPRA Paper
275
NBER Working Papers
225
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Economics Papers from University Paris Dauphine
139
PROYECCIONES FINANCIERAS Y VALORACION
130
Risks : open access journal
126
Journal of risk
123
IESE Research Papers
122
European journal of operational research : EJOR
111
Finance research letters
110
CESifo Working Paper
88
Research paper series / Swiss Finance Institute
88
Discussion paper / Tinbergen Institute
87
CEPR Discussion Papers
86
Insurance: Mathematics and Economics
86
Working Paper
84
CESifo working papers
79
International review of financial analysis
74
Economic modelling
72
Energy economics
71
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
CESifo Working Paper Series
65
Journal of risk and financial management : JRFM
61
American Economic Review
59
International journal of forecasting
59
NBER working paper series
59
Journal of empirical finance
57
Swiss Finance Institute Research Paper
57
ECB Working Paper
55
Quantitative finance
54
SFB 649 discussion paper
54
Applied economics
53
Working paper
52
IMF Working Paper
47
Journal of risk management in financial institutions
47
The journal of operational risk
47
International journal of theoretical and applied finance
46
Journal of Banking & Finance
45
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Governance mechanisms and downside risk
Wang, Li-hsun
;
Lin, Chu-Hsiung
;
Fung, Hung-gay
;
Chen, …
- In:
Pacific-Basin finance journal
35
(
2015
)
2
,
pp. 485-498
Persistent link: https://www.econbiz.de/10011540653
Saved in:
2
Measuring systemic risk of the banking industry in China : a DCC-MIDAS-t approach
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Yuan, Jing
- In:
Pacific-Basin finance journal
51
(
2018
),
pp. 13-31
Persistent link: https://www.econbiz.de/10012035069
Saved in:
3
Modeling extreme risks in commodities and commodity currencies
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
Pacific-Basin finance journal
51
(
2018
),
pp. 108-120
Persistent link: https://www.econbiz.de/10012035118
Saved in:
4
Empirical tests on the liquidity-adjusted capital asset pricing model
Vu, Van
;
Chai, Daniel
;
Do, Viet
- In:
Pacific-Basin finance journal
35
(
2015
)
1
,
pp. 73-89
Persistent link: https://www.econbiz.de/10011538103
Saved in:
5
Risk contributions of trading and non-trading hours : evidence from Chinese commodity futures markets
Liu, Qingfu
;
An, Yunbi
- In:
Pacific-Basin finance journal
30
(
2014
),
pp. 17-29
Persistent link: https://www.econbiz.de/10010495690
Saved in:
6
Measuring systemic risk in the Korean banking sector via dynamic conditional correlation models
Yun, Jaeho
;
Moon, Hyejung
- In:
Pacific-Basin finance journal
27
(
2014
),
pp. 94-114
Persistent link: https://www.econbiz.de/10010499711
Saved in:
7
Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures
Gong, Xiao-Li
;
Liu, Xi-Hua
;
Xiong, Xiong
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 95-109
Persistent link: https://www.econbiz.de/10012169513
Saved in:
8
Tail risk and expected stock returns around the world
Long, Huaigang
;
Zhu, Yanjian
;
Chen, Lifang
;
Jiang, Yuexiang
- In:
Pacific-Basin finance journal
56
(
2019
),
pp. 162-178
Persistent link: https://www.econbiz.de/10012169574
Saved in:
9
Financial structure and determinants of systemic risk contribution
Qin, Xiao
;
Zhou, Chunyang
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012170568
Saved in:
10
Financial tail risks in conventional and Islamic stock markets : a comparative analysis
Muteba Mwamba, John
;
Hammoudeh, Shawkat
;
Gupta, Rangan
- In:
Pacific-Basin finance journal
42
(
2017
),
pp. 60-82
Persistent link: https://www.econbiz.de/10011800542
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->