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The journal of risk model validation
Insurance / Mathematics & economics
335
Journal of banking & finance
204
The journal of futures markets
153
European journal of operational research : EJOR
126
Journal of risk
123
Risks : open access journal
121
Finance research letters
115
International journal of theoretical and applied finance
93
International review of financial analysis
92
SpringerLink / Bücher
91
Economic modelling
77
Discussion paper / Tinbergen Institute
73
Energy economics
73
The North American journal of economics and finance : a journal of financial economics studies
72
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67
Finance and stochastics
65
Lecture notes in economics and mathematical systems : LNEMS
62
International journal of forecasting
60
Journal of empirical finance
60
Applied economics
59
Journal of risk and financial management : JRFM
58
Journal of economic dynamics & control
53
Wiley finance series
51
The European journal of finance
49
The journal of derivatives : the official publication of the International Association of Financial Engineers
49
Working paper
49
Journal of risk management in financial institutions
48
Computational economics
47
Journal of international financial markets, institutions & money
47
The journal of operational risk
47
International review of economics & finance : IREF
46
Mathematical finance : an international journal of mathematics, statistics and financial theory
46
The journal of computational finance
46
SFB 649 discussion paper
45
Working paper / National Bureau of Economic Research, Inc.
45
Journal of econometrics
44
Journal of forecasting
44
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
68
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1
Evaluating the credit exposure of interest rate derivatives under the real-world measure
Yasuoka, Takashi
- In:
The journal of risk model validation
12
(
2018
)
4
,
pp. 69-95
Persistent link: https://www.econbiz.de/10011992271
Saved in:
2
Parametric and non-parametric estimation of value-at-risk
Jadhav, Deepak
;
Ramanathan, T. V.
- In:
The journal of risk model validation
3
(
2009/10
)
1
,
pp. 51-71
Persistent link: https://www.econbiz.de/10003848873
Saved in:
3
The performance of value-at-risk models during the crisis
Skoglund, Jimmy
;
Erdman, Donald
;
Chen, Wei
- In:
The journal of risk model validation
4
(
2010/11
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10003971967
Saved in:
4
Using approximate results for validating value-at-risk
Hong, Jimmy
;
Knight, John L.
;
Satchell, Stephen
; …
- In:
The journal of risk model validation
4
(
2010/11
)
3
,
pp. 69-81
Persistent link: https://www.econbiz.de/10008699876
Saved in:
5
Portofolio crash testing : making sense of extreme event exposures
Novosyolov, Arcady
;
Satchkov, Daniel
- In:
The journal of risk model validation
4
(
2010/11
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10008699880
Saved in:
6
Value-at-risk levels implied by risk estimators drawn from historical data
Herzberg, Frederik
- In:
The journal of risk model validation
4
(
2010/11
)
3
,
pp. 3-26
Persistent link: https://www.econbiz.de/10008699886
Saved in:
7
Dynamic value-at-risk models and the peaks-over-threshold method for market risk measurement : an empirical investigation during a financial crisis
Bee, Marco
- In:
The journal of risk model validation
6
(
2012
)
2
,
pp. 3-45
Persistent link: https://www.econbiz.de/10009572304
Saved in:
8
Value-at-risk forecasts : a comparison analysis of extreme-value versus classical approaches
Ünal, Gözde
- In:
The journal of risk model validation
5
(
2011
)
3
,
pp. 59-76
Persistent link: https://www.econbiz.de/10009356742
Saved in:
9
Value-at-risk forecasts with conditional volatility for structured products
Chen, Fen-ying
- In:
The journal of risk model validation
5
(
2011
)
1
,
pp. 45-69
Persistent link: https://www.econbiz.de/10009356846
Saved in:
10
Backtesting general spectral risk measures with application to expected shortfall
Costanzino, Nick
;
Curran, Mike
- In:
The journal of risk model validation
9
(
2015
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10010516722
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