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The journal of risk model validation
Insurance / Mathematics & economics
121
European journal of operational research : EJOR
51
Risks : open access journal
48
Journal of banking & finance
46
Finance research letters
36
Journal of risk
27
Quantitative finance
27
International review of financial analysis
21
Mathematics of operations research
21
Finance and stochastics
20
Economic modelling
18
Energy economics
18
Scandinavian actuarial journal
18
Mathematics and financial economics
17
Operations research
17
International journal of theoretical and applied finance
16
Applied economics
15
International review of economics & finance : IREF
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
The North American journal of economics and finance : a journal of financial economics studies
14
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Pacific-Basin finance journal
13
Research paper series / Swiss Finance Institute
13
Discussion paper / Tinbergen Institute
12
Journal of mathematical finance
12
Journal of risk and financial management : JRFM
12
Astin bulletin : the journal of the International Actuarial Association
11
Journal of empirical finance
11
Journal of risk management in financial institutions
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Computational economics
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The European journal of finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Operations research letters
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Journal of economic dynamics & control
8
Journal of international financial markets, institutions & money
8
Swiss Finance Institute Research Paper
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Applied economics letters
7
International journal of forecasting
7
International journal of risk assessment and management : IJRAM
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The use of the triangular approximation for some complicated risk measurement calculations
Georgiopoulos, Nick
- In:
The journal of risk model validation
11
(
2017
)
3
,
pp. 69-98
Persistent link: https://www.econbiz.de/10011762994
Saved in:
2
The use of range-based volatility estimators in testing for Granger causality in risk on international capital markets
Fałdziński, Marcin
;
Osińska, Magdalena
- In:
The journal of risk model validation
14
(
2020
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014335988
Saved in:
3
Validation of index and benchmark assignment : adequacy of capturing tail risk
Prorokowski, Lukasz
- In:
The journal of risk model validation
13
(
2019
)
4
,
pp. 71-105
Persistent link: https://www.econbiz.de/10012373148
Saved in:
4
Quantification of the estimation risk inherent in loss distribution approach models
Panman, Kevin
;
Biljon, L. van
;
Haasbroek, L. J.
; …
- In:
The journal of risk model validation
13
(
2019
)
4
,
pp. 17-41
Persistent link: https://www.econbiz.de/10012373158
Saved in:
5
Nonconvex noncash risk measures
Cong, Chang
;
Zhao, Peibiao
- In:
The journal of risk model validation
15
(
2021
)
2
,
pp. 23-38
Persistent link: https://www.econbiz.de/10012817203
Saved in:
6
Analytical expressions of risk quantities for composite models
Sarabia Alzaga, José Maria
;
Calderín-Ojeda, Enrique
- In:
The journal of risk model validation
12
(
2018
)
3
,
pp. 75-101
Persistent link: https://www.econbiz.de/10011991971
Saved in:
7
Evaluation of backtesting techniques on risk models with different horizons
Kontaxis, Grigorios
;
Tsolas, Ioannis E.
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 29-50
Persistent link: https://www.econbiz.de/10013173367
Saved in:
8
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
9
The validation of different systemic risk measurement models
Wang, Hu
;
Jiang, Shuyang
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 83-97
Persistent link: https://www.econbiz.de/10014485771
Saved in:
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