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isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Risiko-Manager"
~subject:"Statistische Verteilung"
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Statistische Verteilung
Risikomanagement
382
Risk management
381
Theory
88
Theorie
87
Bank risk
82
Bankrisiko
82
Portfolio selection
75
Portfolio-Management
75
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Dias, Alexandra
2
Paterlini, Sandra
2
Berkowitz, Jeremy
1
Bernard, Carole
1
Brechmann, Eike
1
Chen, Yu
1
Czado, Claudia
1
Embrechts, Paul
1
Escanciano, Juan Carlos
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1
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1
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1
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1
Shi, Ruxin
1
Tolikas, Konstantinos
1
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1
Zhao, Zifeng
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Journal of banking & finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Risiko-Manager
Insurance / Mathematics & economics
35
The journal of operational risk
17
Risks : open access journal
10
International journal of forecasting
9
The journal of risk model validation
8
Economic modelling
7
SFB 649 discussion paper
7
Applied economics
6
European journal of operational research : EJOR
6
Journal of empirical finance
6
Journal of financial econometrics
6
Journal of risk
6
Astin bulletin : the journal of the International Actuarial Association
5
Journal of econometrics
5
Scandinavian actuarial journal
5
Swiss Finance Institute Research Paper
5
Energy economics
4
Journal of international financial markets, institutions & money
4
The North American journal of economics and finance : a journal of financial economics studies
4
Working papers / TSE : WP
4
Discussion paper / Tinbergen Institute
3
Finance research letters
3
International review of financial analysis
3
Journal of risk management in financial institutions
3
Pacific-Basin finance journal
3
Quantitative finance
3
Research paper series / Swiss Finance Institute
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The European journal of finance
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ASTIN bulletin : the journal of the International Actuarial Association
2
Applied economics letters
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Bank of England Working Paper
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CAEPR working papers
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CFS working paper series
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Computational economics
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Handbook of heavy tailed distributions in finance
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IMA journal of management mathematics
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International business and economics research journal
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
16
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1
Modeling tail index with autoregressive conditional Pareto model
Shen, Zhouyu
;
Chen, Yu
;
Shi, Ruxin
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 458-466
Persistent link: https://www.econbiz.de/10012804135
Saved in:
2
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
3
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:
4
Measuring asset market linkages : nonlinear dependence and tail risk
Escanciano, Juan Carlos
;
Hualde, Javier
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 453-465
Persistent link: https://www.econbiz.de/10012499091
Saved in:
5
Spectral backtests of forecast distributions with application to risk management
Gordy, Michael B.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012489248
Saved in:
6
Modelling extremal dependence for operational risk by a bipartite graph
Kley, Oliver
;
Klüppelberg, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012495775
Saved in:
7
Option-implied objective measures of market risk
Leiss, Matthias
;
Nax, Heinrich H.
- In:
Journal of banking & finance
88
(
2018
),
pp. 225-240
Persistent link: https://www.econbiz.de/10011962908
Saved in:
8
The economic value of controlling for large losses in portfolio selection
Dias, Alexandra
- In:
Journal of banking & finance
72
(
2016
),
pp. 81-91
Persistent link: https://www.econbiz.de/10011637057
Saved in:
9
A new approach to assessing model risk in high dimensions
Bernard, Carole
;
Vanduffel, Steven
- In:
Journal of banking & finance
58
(
2015
),
pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
Saved in:
10
Semiparametric estimation of multi-asset portfolio tail risk
Dias, Alexandra
- In:
Journal of banking & finance
49
(
2014
),
pp. 398-408
Persistent link: https://www.econbiz.de/10010508674
Saved in:
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