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~subject:"Volatilität"
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Mind the tail, or risk to fail
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Subject
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Volatilität
Schätzung
131,057
Estimation
124,933
Theorie
76,432
Theory
75,105
Finanzkrise
59,051
Financial crisis
58,778
Risk
44,862
Risiko
44,411
Portfolio-Management
44,091
Portfolio selection
43,747
Risikomanagement
35,143
Risk management
34,079
Welt
33,050
World
32,224
USA
30,149
United States
28,856
Deutschland
23,891
Germany
21,461
Kapitaleinkommen
16,499
Capital income
16,454
Insolvenz
15,656
Insolvency
15,231
Börsenkurs
14,842
Share price
14,595
EU-Staaten
14,301
Volatility
14,138
Geldpolitik
13,791
EU countries
13,776
Monetary policy
13,441
Wirkungsanalyse
12,116
Impact assessment
11,840
Prognoseverfahren
10,804
Forecasting model
10,590
Wirtschaftswachstum
10,582
Economic growth
10,266
Bank
9,725
Aktienmarkt
9,717
Kreditrisiko
9,714
Konjunktur
9,677
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All
Free
5,193
Undetermined
4,819
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Article
8,694
Book / Working Paper
5,618
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All
Article in journal
8,286
Aufsatz in Zeitschrift
8,286
Working Paper
2,730
Graue Literatur
2,630
Non-commercial literature
2,630
Arbeitspapier
2,511
Aufsatz im Buch
390
Book section
390
Hochschulschrift
274
Thesis
205
Collection of articles written by one author
68
Sammlung
68
Collection of articles of several authors
47
Sammelwerk
47
Conference paper
46
Konferenzbeitrag
46
Aufsatzsammlung
26
Bibliografie enthalten
22
Bibliography included
22
Konferenzschrift
19
Systematic review
17
Übersichtsarbeit
17
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9
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7
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7
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7
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6
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4
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4
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3
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3
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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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2
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2
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2
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English
14,079
German
205
French
13
Spanish
8
Italian
6
Undetermined
3
Croatian
1
Dutch
1
Norwegian
1
Serbian
1
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Author
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Gupta, Rangan
149
McAleer, Michael
140
Caporale, Guglielmo Maria
85
Pierdzioch, Christian
74
Bollerslev, Tim
59
Bouri, Elie
49
Chang, Chia-Lin
47
Hautsch, Nikolaus
47
Diebold, Francis X.
45
Hammoudeh, Shawkat
43
Todorov, Viktor
42
Caporin, Massimiliano
39
Wohar, Mark E.
38
Kang, Sang Hoon
37
Mensi, Walid
37
Andersen, Torben
36
Ma, Feng
36
Spagnolo, Nicola
36
Belke, Ansgar
35
Härdle, Wolfgang
34
Asai, Manabu
33
Bahmani-Oskooee, Mohsen
33
Gil-Alaña, Luis A.
33
Tiwari, Aviral Kumar
33
Balcilar, Mehmet
31
Engle, Robert F.
31
Herwartz, Helmut
31
Buch, Claudia M.
30
Döpke, Jörg
30
Kumar, Dilip
30
Koopman, Siem Jan
29
Salisu, Afees A.
29
Xuan Vinh Vo
29
Bekaert, Geert
27
Demirer, Rıza
27
Fabozzi, Frank J.
27
Bloom, Nicholas
25
Ji, Qiang
25
Lux, Thomas
25
McMillan, David G.
25
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Institution
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National Bureau of Economic Research
149
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
University of Canterbury / Dept. of Economics and Finance
7
Institut für Weltwirtschaft
6
Federal Reserve Bank of St. Louis
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Centre for Analytical Finance <Århus>
3
Federal Reserve Bank of New York
3
Forschungsinstitut zur Zukunft der Arbeit
3
International Monetary Fund
3
Kansantaloustieteen Laitos <Tampere>
3
Springer Fachmedien Wiesbaden
3
Svenska Handelshögskolan <Helsinki>
3
Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung
3
Australian National University / Faculty of Economics and Commerce
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
2
Federal Reserve Bank of Cleveland
2
Institut für Schweizerisches Bankwesen <Zürich>
2
Institute of European Finance <Bangor, Gwynedd>
2
Instituto Valenciano de Investigaciones Económicas
2
Internationaler Währungsfonds / Research Department
2
Leibniz-Institut für Wirtschaftsforschung Halle
2
Nationalekonomiska Institutionen <Lund>
2
New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
2
Rodney L. White Center for Financial Research
2
SUERF - The European Money and Finance Forum
2
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Swiss National Centre of Competence in Research North South <Bern>
2
Technische Universität Dresden
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
American Enterprise Institute for Public Policy Research
1
Asian Development Bank
1
Asian Regional Exchange for New Alternatives
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
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Published in...
All
Finance research letters
283
Energy economics
265
International review of financial analysis
192
International review of economics & finance : IREF
187
Applied economics
184
Economic modelling
173
The North American journal of economics and finance : a journal of financial economics studies
173
Journal of banking & finance
151
NBER working paper series
146
Working paper / National Bureau of Economic Research, Inc.
142
Journal of econometrics
139
Research in international business and finance
135
Journal of empirical finance
125
NBER Working Paper
125
Journal of international financial markets, institutions & money
116
Working paper
116
Applied economics letters
111
Journal of international money and finance
105
Journal of risk and financial management : JRFM
99
Applied financial economics
97
Economics letters
88
CESifo working papers
81
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Discussion paper / Centre for Economic Policy Research
78
Journal of financial economics
78
The journal of futures markets
78
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
77
Discussion paper / Tinbergen Institute
75
International journal of finance & economics : IJFE
75
The European journal of finance
72
Quantitative finance
67
International journal of forecasting
66
Pacific-Basin finance journal
66
Journal of economic dynamics & control
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
International Journal of Energy Economics and Policy : IJEEP
52
Research paper series / Swiss Finance Institute
52
Cogent economics & finance
50
Risks : open access journal
49
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Source
All
ECONIS (ZBW)
14,052
EconStor
226
USB Cologne (EcoSocSci)
17
USB Cologne (business full texts)
13
OLC EcoSci
3
BASE
1
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1
Is
risk
higher during non-trading periods? : the
risk
trade-off for intraday versus overnight market returns
Riedel, Christoph
;
Wagner, Niklas F.
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 53-64
Persistent link: https://www.econbiz.de/10011475596
Saved in:
2
Quantile spectral beta : a tale of tail risks, investment horizons, and asset prices
Barunik, Jozef
;
Nevrla, Matĕj
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1590-1646
Persistent link: https://www.econbiz.de/10014444704
Saved in:
3
Heavy-tailed distributions and
risk
management of equity market tail events
Guo, Zi-Yi
- In:
Journal of risk & control
4
(
2017
)
1
,
pp. 31-41
Persistent link: https://www.econbiz.de/10012236800
Saved in:
4
Measuring asset market linkages : nonlinear dependence and tail
risk
Escanciano, Juan Carlos
;
Hualde, Javier
-
2017
Persistent link: https://www.econbiz.de/10011763135
Saved in:
5
Does the tail
risk
index matter in forecasting downside
risk
?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
Saved in:
6
Macroeconomic and financial risks : a tale of mean and volatility
Caldara, Dario
;
Scotti, Chiara
;
Zhong, Molin
-
2021
Persistent link: https://www.econbiz.de/10012700481
Saved in:
7
Forecasting extreme financial
risk
: a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
8
Co-dependence of extreme events in high frequency FX returns
Polanski, Arnold
;
Stoja, Evarist
- In:
Journal of international money and finance
44
(
2014
),
pp. 164-178
Persistent link: https://www.econbiz.de/10010391066
Saved in:
9
Dynamic bivariate peak over threshold model for joint tail
risk
dynamics of financial markets
Zhao, Zifeng
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 892-906
Persistent link: https://www.econbiz.de/10012653200
Saved in:
10
Value-at-
risk
and expected shortfall using the unbiased extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, Srinivasan
- In:
Studies in economics and finance
34
(
2017
)
4
,
pp. 506-526
Persistent link: https://www.econbiz.de/10011961097
Saved in:
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