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Fast Computation of the Econom...
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Risikomaß
7,526
Risk measure
7,521
Theorie
3,642
Theory
3,608
Portfolio-Management
2,768
Portfolio selection
2,748
Risikomanagement
2,321
Risk management
2,263
Risiko
2,123
Risk
2,121
Messung
1,192
Measurement
1,171
Statistische Verteilung
1,133
Statistical distribution
1,127
Schätzung
1,119
Estimation
1,104
ARCH-Modell
1,029
ARCH model
1,024
Volatilität
968
Volatility
958
Prognoseverfahren
916
Forecasting model
911
Capital income
776
Kapitaleinkommen
776
Kreditrisiko
667
Value at Risk
659
Credit risk
633
Bankrisiko
589
Bank risk
586
Basel Accord
511
Basler Akkord
510
Outliers
499
Ausreißer
497
Schätztheorie
494
Estimation theory
491
Financial crisis
473
Finanzkrise
472
Multivariate Verteilung
466
Multivariate distribution
466
Welt
425
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Free
2,841
Undetermined
2,523
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Article
5,341
Book / Working Paper
3,101
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4
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1
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Article in journal
4,578
Aufsatz in Zeitschrift
4,578
Working Paper
1,142
Graue Literatur
1,126
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1,126
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1,048
Aufsatz im Buch
404
Book section
404
Hochschulschrift
234
Thesis
186
Collection of articles of several authors
55
Sammelwerk
55
Article
42
Collection of articles written by one author
37
Sammlung
37
Dissertation u.a. Prüfungsschriften
28
Conference paper
24
Konferenzbeitrag
24
Aufsatzsammlung
23
Lehrbuch
22
Textbook
20
Bibliografie enthalten
15
Bibliography included
15
Case study
13
Fallstudie
13
Handbook
9
Handbuch
9
research-article
9
Konferenzschrift
8
review-article
6
Conference proceedings
5
Systematic review
5
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5
Glossar enthalten
4
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466
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356
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31
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5
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4
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3
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3
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1
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1
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Author
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McAleer, Michael
93
Härdle, Wolfgang
50
Wang, Ruodu
45
Allen, David E.
44
Stoja, Evarist
38
Fabozzi, Frank J.
33
Hammoudeh, Shawkat
33
Pérez Amaral, Teodosio
32
Dowd, Kevin
31
Daníelsson, Jón
28
Vanduffel, Steven
28
Polanski, Arnold
27
Vries, Casper G. de
27
Chang, Chia-Lin
26
Paolella, Marc S.
26
Powell, Robert
26
Righi, Marcelo Brutti
26
Huschens, Stefan
24
Mittnik, Stefan
24
Rosazza Gianin, Emanuela
24
Caporin, Massimiliano
23
Embrechts, Paul
23
Schaumburg, Julia
23
Albrecht, Peter
22
Dhaene, Jan
22
Jiménez-Martín, Juan-Ángel
22
Račev, Svetlozar T.
22
Rüschendorf, Ludger
22
Schienle, Melanie
22
Cotter, John
21
Dionne, Georges
21
Wied, Dominik
21
Broll, Udo
20
Giot, Pierre
20
Lucas, André
20
Stoyanov, Stoyan V.
20
Bernard, Carole
19
Hautsch, Nikolaus
19
Hoogerheide, Lennart
19
Brandtner, Mario
18
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
28
HAL
18
Institut für Schweizerisches Bankwesen <Zürich>
17
National Bureau of Economic Research
13
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
12
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
10
National Centre of Competence in Research North South <Bern>
9
Deutsche Bundesbank
8
Geary Institute, University College Dublin
7
Springer Fachmedien Wiesbaden
7
Basel Committee on Banking Supervision
6
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
5
Tinbergen Instituut
5
Bank for International Settlements (BIS)
4
Center for Entrepreneurial and Financial Studies <München>
4
Center for Financial Studies
4
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
4
Departamento de Estadistica, Universidad Carlos III de Madrid
4
Frankfurt School of Finance and Management
4
Henley Business School, University of Reading
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
University of Canterbury / Dept. of Economics and Finance
4
CESifo
3
Center for Operations Research and Econometrics <Louvain-la-Neuve>
3
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
3
Centro de Estudios Monetarios y Financieros (CEMFI)
3
EconWPA
3
European Central Bank
3
Faculty of Economics, University of Cambridge
3
Fakultät Wirtschaftswissenschaften, Technische Universität Dresden
3
Federal Reserve Bank <New York, NY>
3
Friedrich-Schiller-Universität Jena
3
Institut ekonomických studií, Univerzita Karlova v Praze
3
Institut für Finanzwirtschaft <Braunschweig>
3
London School of Economics and Political Science
3
Pensions Institute
3
Springer-Verlag GmbH
3
Universität Mannheim
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Banca d'Italia
2
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Published in...
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Insurance / Mathematics & economics
219
Journal of banking & finance
183
Journal of risk
123
Finance research letters
117
European journal of operational research : EJOR
114
Risks : open access journal
110
International review of financial analysis
75
Energy economics
74
Economic modelling
73
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Quantitative finance
57
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
53
Journal of risk management in financial institutions
53
The journal of operational risk
48
International journal of theoretical and applied finance
46
Journal of econometrics
45
Journal of forecasting
42
Computational economics
41
International review of economics & finance : IREF
41
The European journal of finance
38
Research in international business and finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research paper series / Swiss Finance Institute
35
Journal of economic dynamics & control
34
SFB 649 discussion paper
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Working papers
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Scandinavian actuarial journal
31
Working paper
31
Finance and stochastics
30
Pacific-Basin finance journal
30
Econometric Institute research papers
29
Operations research letters
29
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Source
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ECONIS (ZBW)
7,639
RePEc
480
EconStor
140
USB Cologne (business full texts)
83
USB Cologne (EcoSocSci)
61
BASE
25
Other ZBW resources
19
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71
The credit-risk implications of home ownership promotion : the effects of public subsidies and adjustable-rate loans
Dietsch, Michel
;
Petey, Joël
- In:
Journal of housing economics
28
(
2015
),
pp. 103-120
Persistent link: https://www.econbiz.de/10011565812
Saved in:
72
Empirical analysis on economic capital by TailVaR model
Fan, Liu
;
Ling, Tian
- In:
International journal of information technology and …
13
(
2014
)
1
,
pp. 95-102
Persistent link: https://www.econbiz.de/10010405018
Saved in:
73
A case for economic capital as a Pillar 1 regulatory tool
Jacobs, Johann
;
Van Vuuren, Gary
- In:
The South African journal of economics
82
(
2014
)
2
,
pp. 290-314
Persistent link: https://www.econbiz.de/10010502202
Saved in:
74
Managing performance using a dual measure framework
Ozdemir, Bogie
;
Cubukgil, Evren
;
Xia, Huaxing
- In:
Journal of risk management in financial institutions
7
(
2014
)
3
,
pp. 257-276
Persistent link: https://www.econbiz.de/10010413326
Saved in:
75
Bank "ratings arbitrage" : is LGD a blind spot in economic capital calculations?
Sundmacher, Maike
;
Ellis, Craig
- In:
International review of financial analysis
20
(
2011
)
1
,
pp. 6-11
Persistent link: https://www.econbiz.de/10009295931
Saved in:
76
Economic capital and RAROC in a dynamic model
Bauer, Daniel
;
Zanjani, George
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012819680
Saved in:
77
The tangible problems of an intangible objective : culturally sustainable development
Jora, Octavian-Dragomir
;
Apăvăloaei, Matei-Alexandru
; …
-
2021
Persistent link: https://www.econbiz.de/10013254430
Saved in:
78
The impact of social class on top managers' attitudes towards employee downsizing
Aaken, Dominik van
;
Rost, Katja
;
Seidl, David
- In:
Long range planning : LRP ; international journal of …
55
(
2022
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10013198234
Saved in:
79
Forms of capital and the creation of jobs by immigrant-owned businesses in Southern Africa
Eresia-Eke, Chuks
;
Okerue, Chijioke
- In:
Journal of developmental entrepreneurship : JDE
27
(
2022
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10013259673
Saved in:
80
The limit of diversification: a lower bound on firm-wide operational risk capital
Balta, Emre
;
Degen, Matthias
- In:
The journal of operational risk
9
(
2014/2015
)
1
,
pp. 3-31
Persistent link: https://www.econbiz.de/10013262959
Saved in:
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