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Stochastic models in financial...
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Estimation
Theorie
47,746
Theory
46,898
Portfolio-Management
44,309
Portfolio selection
43,964
Risikomanagement
35,370
Risk management
34,295
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6,012
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5,307
Börsenkurs
5,225
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5,068
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4,987
CAPM
4,923
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4,772
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McAleer, Michael
64
Lucas, André
28
Zaremba, Adam
27
Koopman, Siem Jan
26
Asai, Manabu
24
Härdle, Wolfgang
22
Gil-Alaña, Luis A.
19
Allen, David E.
18
Chan, Joshua
18
Todorov, Viktor
18
Caporin, Massimiliano
17
Mumtaz, Haroon
17
Caporale, Guglielmo Maria
16
Dionne, Georges
16
Schwaab, Bernd
16
Guidolin, Massimo
15
Memmel, Christoph
15
Bollerslev, Tim
14
Gupta, Rangan
14
Santa-Clara, Pedro
14
Stulz, René M.
14
Tauchen, George Eugene
14
Bartram, Söhnke M.
13
Creal, Drew
13
Düllmann, Klaus
13
Kelly, Bryan T.
13
Paolella, Marc S.
13
Rodriguez, Gabriel
13
Satchell, Stephen
13
Timmermann, Allan
13
Viceira, Luis M.
13
Brown, Gregory W.
12
Buch, Claudia M.
12
Hafner, Christian M.
12
Herwartz, Helmut
12
Stoja, Evarist
12
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11
Brandt, Michael W.
11
Christoffersen, Peter F.
11
Fabozzi, Frank J.
11
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Verlag Dr. Kovač
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Eric Cuvillier <Firma>
4
Institut für Weltwirtschaft
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International Center for Financial Asset Management and Engineering
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Springer Fachmedien Wiesbaden
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Universität Mannheim
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Federal Reserve System / Division of Research and Statistics
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Technische Universität Braunschweig
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USA / Bureau of Labor Statistics
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Centre for Economic Policy Research
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Federal Reserve Bank of St. Louis
2
Forschungsinstitut zur Zukunft der Arbeit
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Goethe-Universität Frankfurt am Main
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Institute of Finance and Accounting <London>
2
Massachusetts Institute of Technology / Department of Economics
2
Nationalekonomiska Institutionen <Lund>
2
Queen Mary College / Department of Economics
2
University of Canterbury / Dept. of Economics and Finance
2
University of Hong Kong / School of Economics and Finance
2
University of Strathclyde / Department of Economics
2
University of Toronto / Department of Economics
2
Zentrum für Europäische Wirtschaftsforschung
2
Birkbeck College / Department of Economics
1
Brandenburgische Technische Universität Cottbus / Lehrstuhl Energiewirtschaft
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Business Information Centre <Toronto>
1
Carleton University / Department of Economics
1
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Center for the Study of Industrial Organisation
1
Centre for Analytical Finance <Århus>
1
Chambre de commerce et d'industrie de Paris
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
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1
Federal Reserve Bank of Cleveland
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Federal Reserve Bank of Dallas / Center for Latin American Economics
1
Federal Reserve Bank of Dallas / Research Department
1
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
1
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Journal of banking & finance
126
Finance research letters
88
Working paper / National Bureau of Economic Research, Inc.
86
Applied economics
79
NBER working paper series
78
Journal of financial economics
74
Journal of empirical finance
71
Journal of econometrics
70
International review of financial analysis
68
NBER Working Paper
65
International review of economics & finance : IREF
62
Economic modelling
61
Discussion paper / Centre for Economic Policy Research
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
The North American journal of economics and finance : a journal of financial economics studies
54
Working paper
54
Discussion paper / Tinbergen Institute
50
Energy economics
44
Journal of international financial markets, institutions & money
44
Journal of risk and financial management : JRFM
42
Research paper series / Swiss Finance Institute
39
Review of quantitative finance and accounting
39
Applied economics letters
38
Pacific-Basin finance journal
38
Research in international business and finance
36
The journal of finance : the journal of the American Finance Association
35
Applied financial economics
34
Econometric reviews
33
Journal of international money and finance
33
The European journal of finance
33
International journal of forecasting
32
Journal of risk
32
Quantitative finance
32
Journal of economic dynamics & control
31
Economics letters
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Risks : open access journal
30
Discussion paper
29
Discussion paper / Deutsche Bundesbank
28
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ECONIS (ZBW)
6,861
RePEc
1
Other ZBW resources
1
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1
Market risk, mortality risk, and sustainable retirement asset allocation : a downside risk perspective
Harlow, W. V.
;
Brown, Keith C.
- In:
Journal of investment management : JOIM
14
(
2016
)
2
,
pp. 5-32
Persistent link: https://www.econbiz.de/10011690837
Saved in:
2
Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette
- In:
Economic modelling
64
(
2017
),
pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
Saved in:
3
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
Saved in:
4
Messung von Marktrisiken unter Verwendung von Copulafunktionen : eine empirische Studie für den Schweizer Aktienmarkt
Glauser, Manrico
-
2003
Persistent link: https://www.econbiz.de/10002397745
Saved in:
5
How to choose the return model for market risk? : getting towards a right magnitude of stressed VaR
Lichtner, Mark
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1391-1407
Persistent link: https://www.econbiz.de/10012194794
Saved in:
6
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk : JOR
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014487244
Saved in:
7
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
8
Probability equivalent level for CoVaR and VaR
Ortega-Jiménez, Patricia
;
Pellerey, Franco
;
Sordo, …
- In:
Insurance : mathematics and economics
115
(
2024
),
pp. 22-35
Persistent link: https://www.econbiz.de/10015066724
Saved in:
9
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:
10
Capital for concentrated credit portfolios
Kupiec, Paul H.
- In:
Journal of risk management in financial institutions
8
(
2015
)
4
,
pp. 314-322
Persistent link: https://www.econbiz.de/10011531169
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