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Schätzung
Theorie
627,978
Theory
613,076
USA
43,987
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42,757
Risikomanagement
35,350
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34,275
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31,103
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28,294
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27,648
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24,511
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23,824
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22,669
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22,571
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21,722
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17,202
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17,097
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15,181
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14,900
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14,781
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14,563
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13,522
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13,260
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12,967
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12,870
Spieltheorie
12,797
Game theory
12,069
Börsenkurs
11,728
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11,724
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11,519
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11,470
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11,440
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11,372
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11,117
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10,763
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10,519
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7
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Caporale, Guglielmo Maria
99
Gil-Alaña, Luis A.
83
Pesaran, M. Hashem
76
Hautsch, Nikolaus
62
Härdle, Wolfgang
53
Heckman, James J.
51
Koopman, Siem Jan
48
Buch, Claudia M.
46
McAleer, Michael
46
Pierdzioch, Christian
46
Diebold, Francis X.
45
Herwartz, Helmut
44
Marcellino, Massimiliano
44
Gupta, Rangan
43
Timmermann, Allan
41
Belzil, Christian
40
Blundell, Richard W.
40
Acemoglu, Daron
37
Basu, Susanto
37
Bollerslev, Tim
37
Kaiser, Ulrich
36
Engle, Robert F.
35
MacDonald, Ronald
35
Berg, Gerard J. van den
33
Serletis, Apostolos
33
Egger, Peter
31
Taylor, Mark P.
31
Dustmann, Christian
30
Kilian, Lutz
30
Lütkepohl, Helmut
30
Rudebusch, Glenn D.
30
Engel, Charles
29
Kumbhakar, Subal
29
Feenstra, Robert C.
28
Liesenfeld, Roman
28
Mittnik, Stefan
28
Semmler, Willi
28
Attanasio, Orazio P.
27
Belke, Ansgar
27
Creedy, John
27
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National Bureau of Economic Research
515
Ekonomiska forskningsinstitutet <Stockholm>
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Forschungsinstitut zur Zukunft der Arbeit
32
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
32
Springer Fachmedien Wiesbaden
28
Internationaler Währungsfonds / Research Department
22
Birkbeck College / Department of Economics
16
Institut für Weltwirtschaft
14
Federal Reserve System / Board of Governors
13
University of Oxford / Institute of Economics and Statistics
11
Verlag Dr. Kovač
11
Institut für Höhere Studien
10
Umeå universitet
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Federal Reserve System / Division of Research and Statistics
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Friedrich-Schiller-Universität Jena
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Universität Mannheim
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Centre for Economic Performance
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Eric Cuvillier <Firma>
8
Trinity College Dublin / Department of Economics
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University of Exeter / Department of Economics
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University of Reading / Department of Economics
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Centre for Analytical Finance <Århus>
7
Centre for Economic Policy Research
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European University Institute / Department of Economics
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Federal Reserve Bank of St. Louis
7
Goethe-Universität Frankfurt am Main
7
Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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International Monetary Fund
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Leibniz-Institut für Wirtschaftsforschung Halle
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
6
Australian National University / Faculty of Economics and Commerce
5
Center for Economic Research <Tilburg>
5
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
Edward Elgar Publishing
5
Federal Reserve Bank of San Francisco
5
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
5
Kiel Institute for the World Economy
5
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Working paper / National Bureau of Economic Research, Inc.
599
NBER working paper series
497
NBER Working Paper
462
Discussion paper / Centre for Economic Policy Research
389
Applied economics
350
Discussion paper series / IZA
286
CESifo working papers
260
Economics letters
234
Economic modelling
222
Working paper
208
Applied economics letters
193
Journal of international money and finance
190
Journal of econometrics
188
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
181
Journal of banking & finance
172
Discussion paper
155
International review of economics & finance : IREF
153
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
151
IZA Discussion Paper
150
Journal of applied econometrics
149
Discussion paper / Tinbergen Institute
143
Journal of economic dynamics & control
139
Discussion papers / CEPR
136
Europäische Hochschulschriften / 5
136
Finance research letters
135
IZA Discussion Papers
123
Journal of macroeconomics
122
Journal of empirical finance
119
The review of economics and statistics
115
Applied financial economics
114
Journal of monetary economics
111
Journal of financial economics
108
Finance and economics discussion series
102
International journal of forecasting
99
European economic review : EER
98
IMF working papers
98
SpringerLink / Bücher
98
The journal of finance : the journal of the American Finance Association
97
Energy economics
93
International journal of finance & economics : IJFE
92
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ECONIS (ZBW)
31,132
EconStor
745
RePEc
5
OLC EcoSci
3
USB Cologne (EcoSocSci)
3
USB Cologne (business full texts)
2
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1
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
Saved in:
2
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen H.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
88
(
2018
),
pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
Saved in:
3
Multivariate Modellierung operationeller Risiken in Kreditinstituten
Bayer, Verena
-
2012
Schadenspotential und stellen eine große Herausforderung für das
Risikomanagement
der Banken dar. Verena Bayer untersucht Ansätze zur …
Persistent link: https://www.econbiz.de/10014016438
Saved in:
4
Asymmetric asset correlation in credit portfolios
Cho, Yongbok
;
Lee, Yong Woong
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013478636
Saved in:
5
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:
6
Multivariate Modellierung operationeller Risiken in Kreditinstituten
Bayer, Verena
-
2012
-
1. Aufl.
Persistent link: https://www.econbiz.de/10009505637
Saved in:
7
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:
8
Aspects of systemic risk in banking : Inter Bank Loans, Optimal Bank Size and the Swiss Regional Bank Crisis
Staub, Markus
-
1999
-
Als Ms. gedr
Persistent link: https://www.econbiz.de/10001381943
Saved in:
9
Introducing global term structure in a risk parity framework
Stagnol, Lauren
-
2017
Persistent link: https://www.econbiz.de/10011738994
Saved in:
10
Backtesting expected shortfall : accounting for tail risk
Du, Zaichao
;
Escanciano, Juan Carlos
- In:
Management science : journal of the Institute for …
63
(
2017
)
4
,
pp. 940-958
Persistent link: https://www.econbiz.de/10011672768
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