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~subject:"Risk measure"
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Extremal dependence of copulas...
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Risk measure
Risikomaß
246
Multivariate Verteilung
208
Multivariate distribution
208
Statistische Verteilung
199
Statistical distribution
198
Tail dependence
182
Tail risk
181
tail dependence
171
Risk
169
Risiko
168
Theorie
164
Risk management
158
Theory
158
Risikomanagement
148
Kapitaleinkommen
146
Capital income
144
tail risk
142
Portfolio selection
133
Portfolio-Management
133
Schätzung
132
Estimation
131
Financial crisis
131
Finanzkrise
127
Volatility
99
Volatilität
97
Börsenkurs
89
Welt
88
Share price
86
World
86
Ausreißer
79
Outliers
79
Tail Risk
65
ARCH-Modell
61
ARCH model
60
Zeitreihenanalyse
60
Aktienmarkt
59
Stock market
58
Time series analysis
58
Copula
56
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Undetermined
151
Free
69
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Article
187
Book / Working Paper
57
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Article in journal
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Aufsatz in Zeitschrift
185
Graue Literatur
52
Non-commercial literature
52
Arbeitspapier
47
Working Paper
47
Hochschulschrift
3
Aufsatz im Buch
2
Book section
2
Collection of articles of several authors
1
Collection of articles written by one author
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English
244
Author
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Weigert, Florian
9
Almeida, Caio
6
Ruenzi, Stefan
6
Schienle, Melanie
6
Ardison, Kym
5
Escanciano, Juan Carlos
5
Garcia, René
5
Nguyen, Duc Binh Benno
5
Prokopczuk, Marcel
5
Harris, Richard D. F.
4
Hautsch, Nikolaus
4
Stoja, Evarist
4
Wese Simen, Chardin
4
Agarwal, Vikas
3
Betz, Frank
3
Chabi-Yo, Fousseni
3
Du, Zaichao
3
Huggenberger, Markus
3
Long, Huaigang
3
Patton, Andrew J.
3
Peltonen, Tuomo
3
Tiwari, Aviral Kumar
3
Vicente, Jose
3
Weiß, Gregor
3
Xiong, Xiong
3
Alcock, Jamie
2
Bali, Turan G.
2
Barendse, Sander
2
Barro, Diana
2
Bedoui, Rihab
2
Bee, Marco
2
Bormann, Carsten
2
Breugem, Matthijs
2
Burzoni, Matteo
2
Cai, Zongwu
2
Camponovo, Lorenzo
2
Canestrelli, Elio
2
Cerrato, Mario
2
Chapman, David A.
2
Chaudhry, Sajid M.
2
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Gottfried Wilhelm Leibniz Universität Hannover
1
Universität Mannheim
1
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Journal of banking & finance
12
Finance research letters
10
Applied economics
9
Insurance / Mathematics & economics
7
Journal of international financial markets, institutions & money
7
Pacific-Basin finance journal
6
The North American journal of economics and finance : a journal of financial economics studies
6
Energy economics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Risks : open access journal
5
Economic modelling
4
International review of financial analysis
4
Journal of empirical finance
4
Journal of financial econometrics
4
Journal of international money and finance
4
Journal of risk
4
Quantitative finance
4
Swiss Finance Institute Research Paper
4
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
International journal of forecasting
3
Research paper series / Swiss Finance Institute
3
SFB 649 discussion paper
3
Staff working papers / Bank of England
3
The European journal of finance
3
Working paper / Centre for Financial Research
3
Accounting and finance
2
Applied economics letters
2
CAEPR working papers
2
Carlo Alberto notebooks
2
Discussion paper
2
Discussion paper / Tinbergen Institute
2
Discussion papers / Adam Smith Business School, University of Glasgow
2
Economics letters
2
International Journal of Financial Studies : open access journal
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
Journal of commodity markets
2
Journal of economic dynamics & control
2
Journal of financial and quantitative analysis : JFQA
2
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ECONIS (ZBW)
244
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221
Statistical inference for tail-based cumulative residual entropy
Sun, Hongfang
;
Chen, Yu
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 66-95
Persistent link: https://www.econbiz.de/10013198327
Saved in:
222
Dynamic conditional systemic risk measures
Radev, Deyan
- In:
Finance a úvěr
73
(
2023
)
2
,
pp. 106-133
Persistent link: https://www.econbiz.de/10014313193
Saved in:
223
Backtesting value-at-risk and expected shortfall in the presence of estimation error
Barendse, Sander
;
Kole, Erik
;
Dijk, Dick van
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 528-568
Persistent link: https://www.econbiz.de/10014314760
Saved in:
224
A market crash or tail risk? : heavy tails and asymmetry of returns in the Chinese stock market
Xing, Zeyu
;
Ibragimov, Rustam Ju.
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 181-205)
.
2023
Persistent link: https://www.econbiz.de/10014315307
Saved in:
225
Empirical tail risk management with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
Saved in:
226
Tail risk of coal futures in China's market
Shen, Ze
;
Wang, Minglu
;
Wan, Qing
- In:
Accounting and finance
63
(
2023
),
pp. 2827-2845
Persistent link: https://www.econbiz.de/10014302188
Saved in:
227
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
228
Computing optimal portfolios of multi-assets with tail risk : the case of bitcoin
Popova, Ivilina
;
Yau, Jot
- In:
Applied economics letters
30
(
2023
)
12
,
pp. 1618-1626
Persistent link: https://www.econbiz.de/10014304579
Saved in:
229
Does safe haven exist? : tail risks of commodity markets during COVID-19 pandemic
Enilov, Martin
;
Mensi, Walid
;
Stankov, Petar
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014277048
Saved in:
230
COVID-19 and tail risk contagion across commodity futures markets
Qiao, Tongshuai
;
Han, Liyan
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 242-272
Persistent link: https://www.econbiz.de/10014293014
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