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~subject:"Kreditrisiko"
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Bias of a Value-at-Risk Estima...
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Kreditrisiko
Risikomaß
7,619
Risk measure
7,537
Bias
7,058
Systematischer Fehler
6,574
Theorie
5,502
Theory
5,413
Portfolio-Management
2,972
Portfolio selection
2,955
Risikomanagement
2,301
Risk
2,239
Risk management
2,239
Risiko
2,234
Schätzung
1,959
Estimation
1,917
Messung
1,444
Measurement
1,427
Prognoseverfahren
1,370
Forecasting model
1,350
Schätztheorie
1,216
Estimation theory
1,192
Statistische Verteilung
1,188
Statistical distribution
1,176
ARCH-Modell
1,049
Volatilität
1,048
ARCH model
1,044
Volatility
1,034
Kapitaleinkommen
1,030
Capital income
1,027
Experiment
903
USA
866
United States
843
Credit risk
632
Welt
628
World
614
bias
596
Anlageverhalten
592
Behavioural finance
586
Bankrisiko
570
Bank risk
565
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Online availability
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Free
190
Undetermined
172
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Article
379
Book / Working Paper
275
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Article in journal
332
Aufsatz in Zeitschrift
332
Graue Literatur
133
Non-commercial literature
133
Working Paper
122
Arbeitspapier
116
Aufsatz im Buch
44
Book section
44
Hochschulschrift
34
Thesis
23
Collection of articles of several authors
11
Sammelwerk
11
Aufsatzsammlung
10
Lehrbuch
7
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6
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6
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6
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3
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3
Handbuch
3
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3
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1
Bibliografie enthalten
1
Bibliography included
1
Case study
1
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1
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1
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1
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1
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1
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Language
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English
588
German
65
Spanish
2
Italian
1
Undetermined
1
Author
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Allen, David E.
19
Powell, Robert
12
Huschens, Stefan
10
Fermanian, Jean-David
9
Rösch, Daniel
8
McAleer, Michael
7
Saunders, Anthony
7
Scaillet, Olivier
7
Adrian, Tobias
6
De Jonghe, Olivier
6
Düllmann, Klaus
6
Farkas, Walter
6
Fischer, Matthias
6
Scheule, Harald
6
Shin, Hyun Song
6
Allen, Linda
5
Altman, Edward I.
5
Bernard, Carole
5
Chang, Chia-Lin
5
Duellmann, Klaus
5
Gouriéroux, Christian
5
Grundke, Peter
5
Höse, Steffi
5
Koch Medina, Pablo
5
Kupiec, Paul H.
5
Rüschendorf, Ludger
5
Singh, Abhay Kumar
5
Sironi, Andrea
5
Vanduffel, Steven
5
Brady, Brooks
4
Broll, Udo
4
Huang, Zhenzhen
4
Härdle, Wolfgang
4
Lee, Yong Woong
4
Lucas, André
4
Munari, Cosimo
4
Neisen, Martin
4
Resti, Andrea
4
Roszbach, Kasper
4
Röth, Stefan
4
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Institution
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International Center for Financial Asset Management and Engineering
2
Basel Committee on Banking Supervision
1
Berliner Wissenschafts-Verlag
1
Books on Demand GmbH <Norderstedt>
1
National Bureau of Economic Research
1
Palgrave Macmillan <Firma>
1
Springer Fachmedien Wiesbaden
1
Springer-Verlag GmbH
1
UVK Verlagsgesellschaft mbH
1
Uni-Taschenbücher GmbH
1
Universität Heidelberg / Wirtschaftswissenschaftliche Fakultät
1
Universität Kaiserslautern / Fachbereich Mathematik
1
Wiley-VCH
1
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Published in...
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Journal of banking & finance
22
The journal of credit risk : published quarterly by Incisive Media
20
Journal of risk
13
The journal of risk model validation
13
Journal of risk management in financial institutions
11
Risks : open access journal
11
Discussion paper / Tinbergen Institute
8
Dresdner Beiträge zu quantitativen Verfahren
8
Insurance / Mathematics & economics
8
Journal of financial services research : JFSR
8
Discussion paper / Deutsche Bundesbank
7
European journal of operational research : EJOR
7
Journal of international financial markets, institutions & money
7
School of Accounting, Finance and Economics & FEMARC working paper series
7
Economic modelling
6
International journal of theoretical and applied finance
6
Research paper series / Swiss Finance Institute
6
Wiley finance series
6
Discussion paper
5
Finance research letters
5
International journal of economics and financial issues : IJEFI
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
The European journal of finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of structured finance
5
Bundesbank Series 2 Discussion Paper
4
Journal of economic dynamics & control
4
Journal of financial stability
4
Applied economics letters
3
BIS working papers
3
Computational economics
3
European financial management : the journal of the European Financial Management Association
3
Finance and stochastics
3
HKIMR Working Paper
3
HKIMR working paper
3
International journal of forecasting
3
International review of financial analysis
3
Journal of financial regulation and compliance : an international journal
3
Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
3
Springer eBook Collection
3
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Source
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ECONIS (ZBW)
635
USB Cologne (EcoSocSci)
10
EconStor
7
USB Cologne (business full texts)
1
OLC EcoSci
1
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1
Tail risk in a retail payments system
Sabetti, Leonard
;
Jacho-Chávez, David T.
;
Petrunia, Robert
- In:
Jahrbücher für Nationalökonomie und Statistik
238
(
2018
)
3/4
,
pp. 353-369
Persistent link: https://www.econbiz.de/10011954478
Saved in:
2
External risk measures and Basel accords
Kou, Steven
;
Peng, Xianhua
;
Heyde, Chris C.
- In:
Mathematics of operations research
38
(
2013
)
3
,
pp. 393-417
Persistent link: https://www.econbiz.de/10009787381
Saved in:
3
The marginal cost of risk, risk measures, and capital allocation
Bauer, Daniel
;
Zanjani, George
- In:
Management science : journal of the Institute for …
62
(
2016
)
5
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10011487544
Saved in:
4
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
5
Measuring the diversification of a loan portfolio
Tourin, Agnès
- In:
International journal of bonds and derivatives
4
(
2020
)
2
,
pp. 104-113
Persistent link: https://www.econbiz.de/10012505156
Saved in:
6
Biased benchmarks
Forest, Lawrence R. <Jr.>
;
Chawla, Gaurav
;
Aguais, Scott D.
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011326313
Saved in:
7
Sample selection
bias
in mortgage market credit risk modeling
Lozinskaia, Agatha
- In:
Financial econometrics and empirical market microstructure
,
(pp. 249-262)
.
2015
Persistent link: https://www.econbiz.de/10011326622
Saved in:
8
Essays on financial integration and risk sharing among EMU members
Balli, Faruk
-
2007
Persistent link: https://www.econbiz.de/10009696669
Saved in:
9
Reporting
bias
in incomplete information model
Peat, Maurice
;
Svec, Jiri
;
Wang, Jue
- In:
Economics letters
123
(
2014
)
1
,
pp. 45-49
Persistent link: https://www.econbiz.de/10010399069
Saved in:
10
From home
bias
to Euro
bias
: disentangling the effects of monetary union on the European financial markets
Balli, Faruk
;
Basher, Syed Abdul
;
Balli, Hatice Ozer
- In:
Journal of economics & business
62
(
2010
)
5
,
pp. 347-366
Persistent link: https://www.econbiz.de/10009299201
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