//--> //--> //--> //-->
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
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
Bayesian operational risk mode...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Risikomaß
7,512
Risk measure
7,508
Theorie
3,617
Theory
3,586
Portfolio-Management
2,747
Portfolio selection
2,731
Risikomanagement
2,315
Risk management
2,260
Risiko
2,108
Risk
2,106
Messung
1,192
Measurement
1,171
Statistische Verteilung
1,130
Statistical distribution
1,124
Schätzung
1,114
Estimation
1,102
ARCH-Modell
1,029
ARCH model
1,024
Volatilität
966
Volatility
956
Prognoseverfahren
916
Forecasting model
911
Capital income
773
Kapitaleinkommen
773
Value at Risk
658
Kreditrisiko
642
Credit risk
609
Bankrisiko
579
Bank risk
576
Basel Accord
507
Basler Akkord
506
Outliers
497
Ausreißer
495
Schätztheorie
492
Estimation theory
489
Financial crisis
469
Finanzkrise
468
Multivariate Verteilung
462
Multivariate distribution
462
Welt
425
more ...
less ...
Online availability
All
Free
2,764
Undetermined
2,493
Type of publication
All
Article
5,273
Book / Working Paper
3,050
Other
4
Journal
1
Type of publication (narrower categories)
All
Article in journal
4,540
Aufsatz in Zeitschrift
4,540
Working Paper
1,130
Graue Literatur
1,126
Non-commercial literature
1,126
Arbeitspapier
1,047
Aufsatz im Buch
402
Book section
402
Hochschulschrift
234
Thesis
188
Collection of articles of several authors
55
Sammelwerk
55
Article
37
Collection of articles written by one author
37
Sammlung
37
Dissertation u.a. Prüfungsschriften
28
Aufsatzsammlung
23
Conference paper
23
Konferenzbeitrag
23
Lehrbuch
22
Textbook
20
Bibliografie enthalten
15
Bibliography included
15
Case study
13
Fallstudie
13
Handbook
9
Handbuch
9
Konferenzschrift
9
research-article
8
Conference proceedings
5
Systematic review
5
Übersichtsarbeit
5
Glossar enthalten
4
Glossary included
4
Ratgeber
4
Amtsdruckschrift
3
Bibliografie
3
Forschungsbericht
3
Government document
3
Mehrbändiges Werk
3
more ...
less ...
Language
All
English
7,480
German
466
Undetermined
316
Spanish
31
French
19
Polish
5
Czech
4
Italian
4
Portuguese
3
Romanian
2
Croatian
1
Lithuanian
1
Russian
1
Slovenian
1
Serbian
1
more ...
less ...
Author
All
McAleer, Michael
95
Härdle, Wolfgang
50
Wang, Ruodu
45
Allen, David E.
44
Stoja, Evarist
37
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
Embrechts, Paul
24
Huschens, Stefan
24
Mittnik, Stefan
24
Rosazza Gianin, Emanuela
24
Schaumburg, Julia
24
Caporin, Massimiliano
23
Albrecht, Peter
22
Dhaene, Jan
22
Dionne, Georges
22
Jiménez-Martín, Juan-Ángel
22
Račev, Svetlozar T.
22
Rüschendorf, Ludger
22
Schienle, Melanie
22
Cotter, John
21
Wied, Dominik
21
Broll, Udo
20
Giot, Pierre
20
Stoyanov, Stoyan V.
20
Bernard, Carole
19
Hautsch, Nikolaus
19
Hoogerheide, Lennart
19
Brandtner, Mario
18
Lucas, André
18
more ...
less ...
Institution
All
HAL
17
Institut für Schweizerisches Bankwesen <Zürich>
17
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
15
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
Geary Institute, University College Dublin
7
Springer Fachmedien Wiesbaden
7
Basel Committee on Banking Supervision
6
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
5
Center for Entrepreneurial and Financial Studies <München>
4
Center for Financial Studies
4
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
4
Departamento de Estadistica, Universidad Carlos III de Madrid
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Tinbergen Instituut
4
University of Canterbury / Dept. of Economics and Finance
4
Bank for International Settlements (BIS)
3
CESifo
3
Center for Operations Research and Econometrics <Louvain-la-Neuve>
3
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
3
Centro de Estudios Monetarios y Financieros (CEMFI)
3
Deutsche Bundesbank
3
EconWPA
3
Faculty of Economics, University of Cambridge
3
Fakultät Wirtschaftswissenschaften, Technische Universität Dresden
3
Federal Reserve Bank <New York, NY>
3
Frankfurt School of Finance and Management
3
Friedrich-Schiller-Universität Jena
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
C.E.P.R. Discussion Papers
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig
2
Department of Economics, University of California-San Diego (UCSD)
2
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
123
Finance research letters
115
European journal of operational research : EJOR
114
Risks : open access journal
109
Energy economics
74
International review of financial analysis
74
Economic modelling
72
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
64
International journal of forecasting
59
Quantitative finance
57
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
53
The journal of operational risk
51
Journal of risk management in financial institutions
49
International journal of theoretical and applied finance
46
Journal of forecasting
42
International review of economics & finance : IREF
41
Journal of econometrics
41
Computational economics
40
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
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
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
Journal of financial econometrics
28
more ...
less ...
Source
All
ECONIS (ZBW)
7,597
RePEc
423
EconStor
124
USB Cologne (business full texts)
83
USB Cologne (EcoSocSci)
61
BASE
24
Other ZBW resources
16
more ...
less ...
Showing
81
-
90
of
8,328
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
81
Die Portefeuilleoptimierung im Eigenhandel von Kreditinstituten : eine Analyse ausgewählter Organisationsformen unter Berücksichtigung Value at Risk-basierter Limite
Reckers, Thomas
-
2006
Persistent link: https://www.econbiz.de/10003357531
Saved in:
82
Ansätze zur Validierung von Marktrisikomodellen : Systematisierung, Anwendungsmöglichkeiten und Grenzen der Verfahren
Wehn, Carsten
-
2005
Persistent link: https://www.econbiz.de/10003280464
Saved in:
83
Credit risk measurement in and out of the financial crisis : new approaches to value at risk and other paradigms
Saunders, Anthony
;
Allen, Linda
-
2010
-
3. ed.
Persistent link: https://www.econbiz.de/10003892488
Saved in:
84
Value at risk and bank capital management : [risk adjusted performances, capital management and capital allocation decision making]
Saita, Francesco
-
2007
Persistent link: https://www.econbiz.de/10003551096
Saved in:
85
Market risk model selection and medium-term risk with limited data : application to ocean tanker freight markets
Kavussanos, Manolis G.
;
Dimitrakopoulos, Dimitris N.
- In:
International review of financial analysis
20
(
2011
)
5
,
pp. 258-268
Persistent link: https://www.econbiz.de/10009492114
Saved in:
86
Evaluating an EGARCH model with fat tails, skewness and leverage in forecasting VaR
Benito Muela, Sonia
- In:
Journal of contemporary management : JMC
4
(
2015
)
3
,
pp. 67-80
Persistent link: https://www.econbiz.de/10011392904
Saved in:
87
Backtesting of value at risk methodology : analysis of banking shares in India
Patra, Biswajit
;
Padhi, Puja
- In:
Margin: the journal of applied economic research
9
(
2015
)
3
,
pp. 254-277
Persistent link: https://www.econbiz.de/10011400407
Saved in:
88
Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
Liu, Lu
- In:
International review of financial analysis
33
(
2014
),
pp. 39-48
Persistent link: https://www.econbiz.de/10010520085
Saved in:
89
What kind of systemic risks do we face in the European banking sector? : the approach of CoVaR measure
Karkowska, Renata
- In:
Folia oeconomica Stetinensia : FOS
14
(
2014
)
2
,
pp. 114-139
Persistent link: https://www.econbiz.de/10011419194
Saved in:
90
The stress-dependent random walk
Gremm, Martin
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011419399
Saved in:
First
Prev
5
6
7
8
9
10
11
12
13
14
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->