//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Risk measure"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Industry co-movements of Ameri...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risk measure
Copulas
353
Dependence
288
Multivariate Verteilung
272
Multivariate distribution
272
dependence
268
Theorie
195
Theory
194
copulas
180
Portfolio selection
81
Portfolio-Management
81
Risikomaß
81
Zeitreihenanalyse
72
Time series analysis
70
Statistical distribution
67
Statistische Verteilung
67
Capital income
65
Kapitaleinkommen
65
Risk management
59
Volatility
57
Volatilität
57
Stock market
55
Aktienmarkt
53
Risikomanagement
53
Welt
53
World
52
Schätzung
49
Estimation
48
Risk
48
financial factors
47
Börsenkurs
45
Share price
45
Risiko
44
ARCH-Modell
42
Copula
42
ARCH model
41
Supplier relationship management
38
Financial crisis
37
Finanzkrise
37
Lieferantenmanagement
37
more ...
less ...
Online availability
All
Undetermined
55
Free
14
Type of publication
All
Article
78
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
78
Aufsatz in Zeitschrift
78
Arbeitspapier
3
Working Paper
3
Graue Literatur
2
Non-commercial literature
2
Language
All
English
81
Author
All
Hofert, Marius
4
Weigert, Florian
4
Aloui, Riadh
3
Boako, Gideon
3
Chabi-Yo, Fousseni
3
Hammoudeh, Shawkat
3
Herrmann, Klaus
3
Huggenberger, Markus
3
Nguyen, Duc Khuong
3
Reboredo, Juan Carlos
3
Righi, Marcelo Brutti
3
Ben Aïssa, Mohamed Safouane
2
Berger, Theo
2
El Qalli, Yassine
2
Furman, Edward
2
Gatzert, Nadine
2
Ghorbel, Ahmed
2
Gijbels, Irène
2
Hernandez, Jose Arreola
2
Kang, Sang Hoon
2
Li, Jinzhu
2
Mailhot, Mélina
2
Müller, Fernanda Maria
2
Said, Khalil
2
Su, Jianxi
2
Ugolini, Andrea
2
Wang, Ruodu
2
Weiß, Gregor
2
Akinsomi, Omokolade
1
Alagidede, Paul
1
Amini, Shima
1
Anderson, David P.
1
Arreola-Hernandez, Jose
1
Asghar, Nadia
1
Asimit, Alexandru V.
1
Bekiros, Stelios
1
Belles-Sampera, Jaume
1
Bello, Alfonso J.
1
BenSaïda, Ahmed
1
Bockius, Heike
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
7
Risks : open access journal
4
Energy economics
3
Journal of banking & finance
3
Journal of risk and financial management : JRFM
3
ASTIN bulletin : the journal of the International Actuarial Association
2
Agricultural finance review
2
Astin bulletin : the journal of the International Actuarial Association
2
Computers & operations research : and their applications to problems of world concern ; an international journal
2
Economic modelling
2
European journal of operational research : EJOR
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of financial analysis
2
Journal of multinational financial management
2
Review of quantitative finance and accounting
2
Scandinavian actuarial journal
2
The European journal of finance
2
African finance journal
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annals of economics and statistics
1
Applied mathematical finance
1
Cogent business & management
1
Computational economics
1
Economics letters
1
Finance research letters
1
Financial markets, institutions & instruments
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Inventi impact: emerging economies
1
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
1
Journal of banking and finance
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of mathematical finance
1
Journal of risk
1
Journal of wine economics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
81
Showing
1
-
10
of
81
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Effectiveness of copula-extreme value theory in estimating value-at-risk : empirical evidence from Asian emerging markets
Hsu, Chun-pin
;
Huang, Chin-wen
;
Chiou, Wan-jiun Paul
- In:
Review of quantitative finance and accounting
39
(
2012
)
4
,
pp. 447-468
Persistent link: https://www.econbiz.de/10009690403
Saved in:
2
Risk aggregation and capital allocation using a new generalized Archimedean copula
Marri, Fouad
;
Moutanabbir, Khouzeima
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013271960
Saved in:
3
Value-at-risk and models of
dependence
in the U.S. federal crop insurance program
Ramsey, A. Ford
;
Goodwin, Barry K.
- In:
Journal of risk and financial management : JRFM
12
(
2019
)
2/65
,
pp. 1-21
consists of policies across a wide range of crops, plans, and locations. Weather and other latent variables induce
dependence
…
Persistent link: https://www.econbiz.de/10012022159
Saved in:
4
Systemic risk and financial contagion across top global energy companies
Wu, Fei
;
Zhang, Dayong
;
Ji, Qiang
- In:
Energy economics
97
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820838
Saved in:
5
Modeling spot price
dependence
in Australian electricity markets with applications to risk management
Ignatieva, Ekaterina
;
Trück, Stefan
- In:
Computers & operations research : and their …
66
(
2016
),
pp. 415-433
Persistent link: https://www.econbiz.de/10011429137
Saved in:
6
Are agribusiness stocks an investor safe haven?
D'Antoni, Jeremy M.
;
Detre, Joshua Dean
- In:
Agricultural finance review
74
(
2014
)
4
,
pp. 522-538
Persistent link: https://www.econbiz.de/10011305888
Saved in:
7
Geographical diversification in wheat farming : a copula-based CVaR framework
Larsen, Ryan
;
Leatham, David J.
;
Sukcharoen, Kunlapath
- In:
Agricultural finance review
75
(
2015
)
3
,
pp. 368-384
Persistent link: https://www.econbiz.de/10011341937
Saved in:
8
Copula-GARCH versus dynamic conditional correlation : an empirical study on VaR and ES forecasting accuracy
Weiß, Gregor
- In:
Review of quantitative finance and accounting
41
(
2013
)
2
,
pp. 179-202
Persistent link: https://www.econbiz.de/10009774463
Saved in:
9
Portfolio optimization in the presence of dependent financial returns with long memory : a copula based approach
Boubaker, Heni
;
Sghaier, Nadia
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 361-377
Persistent link: https://www.econbiz.de/10009705653
Saved in:
10
Estimating the basis risk of index-linked hedging strategies using multivariate extreme value theory
Kellner, Ralf
;
Gatzert, Nadine
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4353-4367
Persistent link: https://www.econbiz.de/10010247034
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->