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Schätzung
Risikomanagement
34,754
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33,704
Kreditrisiko
20,278
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20,113
Theorie
15,602
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15,392
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12,503
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12,293
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5,379
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5,150
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5,144
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5,135
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4,846
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4,799
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4,740
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4,703
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4,683
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4,338
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4,242
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4,037
risk management
3,704
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3,194
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3,138
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3,097
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3,086
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3,053
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2,969
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McAleer, Michael
28
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19
Koopman, Siem Jan
17
Lucas, André
17
Allen, David E.
16
Dionne, Georges
14
Härdle, Wolfgang
14
Schwaab, Bernd
14
Caporin, Massimiliano
12
Rösch, Daniel
12
Stoja, Evarist
12
Liebig, Thilo
11
Buch, Claudia M.
10
Laeven, Luc
10
Szczesny, Andrea
10
Wedow, Michael
10
Behn, Markus
9
Bollerslev, Tim
9
Creal, Drew
9
Diebold, Francis X.
9
Escanciano, Juan Carlos
9
Fuster, Andreas
9
Gropp, Reint
9
Hamerle, Alfred
9
Paolella, Marc S.
9
Porath, Daniel
9
Scheule, Harald
9
Schmieder, Christian
9
Almeida, Caio
8
Asai, Manabu
8
Bai, Jennie
8
Gupta, Rangan
8
Krahnen, Jan Pieter
8
Manganelli, Simone
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Masschelein, Nancy
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8
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National Bureau of Economic Research
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Economic Research Forum for the Arab Countries, Iran and Turkey
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Eric Cuvillier <Firma>
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Universität Mannheim
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Bank für Internationalen Zahlungsausgleich
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Basel Committee on Banking Supervision
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Centre for Analytical Finance <Århus>
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Europäisches Parlament / Generaldirektion Interne Politikbereiche der Union / Economic Governance Support Unit
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Federal Reserve Bank of Dallas / Center for Latin American Economics
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Federal Reserve Bank of Dallas / Research Department
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Federal Reserve System / Division of Research and Statistics
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Forschungsinstitut zur Zukunft der Arbeit
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INSEAD-Wharton Alliance Center for Global Research & Development
1
Imperial College of Science, Technology and Medicine
1
Institut für Finanzstabilität
1
Institut für Weltwirtschaft
1
International Food Policy Research Institute
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Internationaler Währungsfonds / Policy Development and Review Department
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Karin-Fischer-Verlag <Aachen>
1
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Karlsruher Ökonometrie-Workshop <8, 2002, Karlsruhe>
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Lunds universitet
1
Massachusetts Institute of Technology / Department of Economics
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Narodna Banka na Republika Makedonija
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Panepistēmio Kypru / Kentro Oikonomikōn Ereunōn
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
Verband Schweizerischer Arbeitsämter / Regionalgruppe Ostschweiz
1
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Journal of banking & finance
62
Finance research letters
37
Discussion paper / Centre for Economic Policy Research
33
Economic modelling
31
Applied economics
29
International review of financial analysis
29
Discussion paper / Tinbergen Institute
28
The North American journal of economics and finance : a journal of financial economics studies
28
Journal of risk
27
Working paper / National Bureau of Economic Research, Inc.
27
Discussion paper / Deutsche Bundesbank
25
Journal of international financial markets, institutions & money
24
Working paper
24
Energy economics
23
NBER working paper series
22
Journal of empirical finance
21
NBER Working Paper
21
Journal of risk and financial management : JRFM
19
Research in international business and finance
19
The journal of risk model validation
19
Discussion paper
18
International review of economics & finance : IREF
18
Journal of econometrics
18
Risks : open access journal
18
CFS working paper series
17
International journal of forecasting
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Journal of financial economics
17
Insurance / Mathematics & economics
16
Quantitative finance
16
Working paper series / European Central Bank
16
Working papers
16
Discussion Paper Series 2
15
Journal of economic dynamics & control
15
Pacific-Basin finance journal
15
SpringerLink / Bücher
15
CESifo working papers
14
Journal of financial stability
14
The journal of fixed income
14
Bundesbank Series 2 Discussion Paper
13
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ECONIS (ZBW)
3,095
EconStor
89
USB Cologne (EcoSocSci)
2
USB Cologne (business full texts)
1
RePEc
1
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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
Credit risk capital estimation under IRB approach for banks in India
Bajaj, Richa Verma
- In:
Journal of quantitative economics
16
(
2018
)
2
,
pp. 475-500
Persistent link: https://www.econbiz.de/10012418500
Saved in:
3
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:
4
Does the value-at-risk legal framework lead to inaccurate and procyclical risk estimations? : empirical evidence from the eu countries
Vasileiou, Evangelos
;
Theodoros, Syriopoulos
; …
- In:
The journal of prediction markets
16
(
2022
)
1
,
pp. 95-121
Persistent link: https://www.econbiz.de/10014289727
Saved in:
5
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
6
The new international regulation of market risk: roles of
VaR
and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012545817
Saved in:
7
The new international regulation of market risk : roles of
VaR
and CVaR in model validation
Hassani, Samir Saissi
;
Dionne, Georges
-
2021
Persistent link: https://www.econbiz.de/10012423037
Saved in:
8
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:
9
Systemic risk contributions : a credit portfolio approach
Puzanova, Natalia
;
Düllmann, Klaus
- In:
Journal of banking & finance
37
(
2013
)
4
,
pp. 1243-1257
Persistent link: https://www.econbiz.de/10009719795
Saved in:
10
Bayesian loss given default estimation for European sovereign bonds
Jobst, Rainer
;
Kellner, Ralf
;
Rösch, Daniel
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1073-1091
Persistent link: https://www.econbiz.de/10012497723
Saved in:
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