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~subject:"Risikomaß"
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Risikomaß
Theorie
9,168
Theory
8,998
Statistische Verteilung
8,861
Statistical distribution
8,650
Risk measure
8,319
Risikomanagement
4,062
Risk management
3,985
Portfolio-Management
3,734
Portfolio selection
3,716
Risiko
3,624
Risk
3,604
Schätztheorie
2,442
Estimation theory
2,409
Schätzung
2,025
Estimation
1,985
Prognoseverfahren
1,890
Forecasting model
1,868
Volatilität
1,839
Volatility
1,815
Kapitaleinkommen
1,654
Capital income
1,648
Verlust
1,556
Messung
1,544
ARCH-Modell
1,535
ARCH model
1,519
Measurement
1,515
Loss
1,484
Operational risk
1,457
Bankrisiko
1,455
Bank risk
1,446
Operationelles Risiko
1,411
Stochastischer Prozess
1,278
Stochastic process
1,261
Kreditrisiko
1,195
Outliers
1,194
Credit risk
1,173
Wahrscheinlichkeitsrechnung
1,151
Probability theory
1,146
Zeitreihenanalyse
1,141
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Free
2,769
Undetermined
2,514
CC license
215
Type of publication
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Article
5,411
Book / Working Paper
2,992
Journal
2
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Article in journal
4,905
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4,905
Graue Literatur
1,183
Non-commercial literature
1,183
Working Paper
1,175
Arbeitspapier
1,115
Aufsatz im Buch
426
Book section
426
Hochschulschrift
225
Thesis
167
Collection of articles of several authors
52
Sammelwerk
52
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36
Sammlung
36
Conference paper
27
Konferenzbeitrag
27
Lehrbuch
23
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22
Textbook
21
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13
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13
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11
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9
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9
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9
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9
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5
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5
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5
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5
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4
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4
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3
Bibliografie
3
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3
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3
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2
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2
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2
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English
7,958
German
401
Spanish
22
French
16
Polish
5
Italian
4
Portuguese
2
Czech
1
Croatian
1
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Author
All
McAleer, Michael
98
Härdle, Wolfgang
53
Wang, Ruodu
52
Allen, David E.
46
Fabozzi, Frank J.
38
Pérez Amaral, Teodosio
36
Daníelsson, Jón
32
Righi, Marcelo Brutti
32
Vries, Casper G. de
32
Vanduffel, Steven
30
Stoja, Evarist
29
Powell, Robert
27
Račev, Svetlozar T.
27
Rosazza Gianin, Emanuela
27
Al Janabi, Mazin A. M.
26
Chang, Chia-Lin
26
Dowd, Kevin
26
Lucas, André
26
Albrecht, Peter
23
Hammoudeh, Shawkat
23
Jiménez-Martín, Juan-Ángel
23
Paolella, Marc S.
23
Caporin, Massimiliano
22
Embrechts, Paul
22
Rüschendorf, Ludger
22
Cheung, Ka Chun
21
Dhaene, Jan
21
Huschens, Stefan
21
Tsanakas, Andreas
21
Boonen, Tim J.
20
Chen Zhou
20
Giot, Pierre
20
Stoyanov, Stoyan V.
20
Weiß, Gregor
20
Wied, Dominik
20
Bernard, Carole
19
Brandtner, Mario
19
Dionne, Georges
19
Munari, Cosimo-Andrea
19
Schienle, Melanie
19
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Institution
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National Bureau of Economic Research
11
Springer Fachmedien Wiesbaden
8
Institut für Schweizerisches Bankwesen <Zürich>
7
Basel Committee on Banking Supervision
6
European Central Bank
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Springer-Verlag GmbH
4
University of Canterbury / Dept. of Economics and Finance
4
Friedrich-Schiller-Universität Jena
3
Pensions Institute
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Universität Mannheim
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Federal Reserve Bank of San Francisco
2
Gottfried Wilhelm Leibniz Universität Hannover
2
HFDF <2, 1998, Zürich>
2
International Center for Financial Asset Management and Engineering
2
National Centre of Competence in Research North South <Bern>
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Universität Konstanz
2
Verlag Dr. Kovač
2
Banco Central do Brasil
1
Bank für Internationalen Zahlungsausgleich
1
Bank-Verlag GmbH
1
Bergische Universität Wuppertal
1
Berliner Wissenschafts-Verlag
1
Books on Demand GmbH <Norderstedt>
1
Boston College / Department of Economics
1
Center for Economic Research <Tilburg>
1
Christian-Albrechts-Universität zu Kiel
1
Columbia University / Graduate School of Business
1
Deutsche Bundesbank <Frankfurt, Main> / Volkswirtschaftliche Forschungsgruppe
1
Econometrisch Instituut <Rotterdam>
1
Edward Elgar Publishing
1
Eidgenössische Technische Hochschule Zürich
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
European Commission / Joint Research Centre
1
Fachhochschule <Osnabrück> / Fakultät Wirtschafts- und Sozialwissenschaften
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Federal Reserve Bank of St. Louis
1
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Published in...
All
Insurance / Mathematics & economics
252
Journal of banking & finance
183
European journal of operational research : EJOR
132
Journal of risk
125
Risks : open access journal
123
Finance research letters
112
International review of financial analysis
72
Economic modelling
68
The journal of risk model validation
67
Energy economics
63
Discussion paper / Tinbergen Institute
62
Quantitative finance
61
The journal of operational risk
60
International journal of theoretical and applied finance
56
Applied economics
55
International journal of forecasting
55
Journal of risk and financial management : JRFM
54
The North American journal of economics and finance : a journal of financial economics studies
53
Journal of empirical finance
52
Journal of forecasting
50
Journal of risk management in financial institutions
50
Journal of econometrics
47
Computational economics
44
The European journal of finance
42
Scandinavian actuarial journal
41
Research in international business and finance
39
Working paper
39
International review of economics & finance : IREF
38
Finance and stochastics
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Research paper series / Swiss Finance Institute
36
Journal of economic dynamics & control
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Operations research
34
Applied economics letters
33
Operations research letters
33
SFB 649 discussion paper
33
Econometric Institute research papers
31
Mathematics and financial economics
31
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Source
All
ECONIS (ZBW)
8,297
EconStor
66
USB Cologne (business full texts)
25
USB Cologne (EcoSocSci)
13
OLC EcoSci
3
BASE
1
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1
Semi-nonparametric estimation of operational risk capital with extreme
loss
events
Chen, Heng Z.
;
Cosslett, Stephen R.
- In:
The journal of operational risk
19
(
2024
)
1
,
pp. 51-86
Persistent link: https://www.econbiz.de/10014490229
Saved in:
2
Operational risk quantification using extreme value theory and copulas : from theory to practice
Gourier, Elise
;
Farkas, Walter
;
Abbate, Donato
- In:
The journal of operational risk
4
(
2009/10
)
3
,
pp. 3-26
Persistent link: https://www.econbiz.de/10003900825
Saved in:
3
Operational risk modelling in insurance and banking
Vukovic, Ognjen
- In:
Inventi impact: microfinance & banking
(
2016
)
3
,
pp. 172-184
Persistent link: https://www.econbiz.de/10011567927
Saved in:
4
A review of the state of the art in quantifying operational risk
Benito, Sonia
;
Martín, Carmen López
- In:
The journal of operational risk
13
(
2018
)
4
,
pp. 89-129
Persistent link: https://www.econbiz.de/10011976061
Saved in:
5
Measuring tail operational risk in univariate and multivariate models with extreme losses
Yang, Yang
;
Gong, Yishan
;
Liu, Jiajun
- In:
The journal of operational risk
18
(
2023
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10014490082
Saved in:
6
Modeling operational risk depending on covariates : an empirical investigation
Embrechts, Paul
;
Mizgier, Kamil J.
;
Chen, Xian
- In:
The journal of operational risk
13
(
2018
)
3
,
pp. 17-46
Persistent link: https://www.econbiz.de/10011962172
Saved in:
7
Smooth-transition regression models for non-stationary extremes
Hambuckers, Julien
;
Kneib, Thomas
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 445-484
Persistent link: https://www.econbiz.de/10014314754
Saved in:
8
Extreme value theory for operational risk in insurance : a case study
Vyskočil, Michal
;
Koudelka, Jiří
- In:
The journal of operational risk
16
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10013177451
Saved in:
9
Evidence, estimates and extreme values from Austria
Kerbl, Stefan
- In:
The journal of operational risk
9
(
2014/2015
)
3
,
pp. 89-123
Persistent link: https://www.econbiz.de/10013262966
Saved in:
10
Tail dependency in operational risk models
Sheikh, Ahraz
;
Gavin, John
- In:
Operational risk : practical approaches to implementation
,
(pp. 13-21)
.
2005
Persistent link: https://www.econbiz.de/10003285523
Saved in:
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