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language:"eng"
subject:"Risikomaß"
~isPartOf:"Journal of econometrics"
~subject:"Finanzmarkt"
~type_genre:"Aufsatz in Zeitschrift"
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Risikomaß
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25
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11
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9
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Hong, Yongmiao
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Zhang, Zhengjun
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Bandi, Federico M.
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Catania, Leopoldo
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1
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Journal of econometrics
Insurance / Mathematics & economics
94
Journal of banking & finance
57
Risks : open access journal
56
Journal of risk
41
European journal of operational research : EJOR
39
Finance research letters
29
Economic modelling
28
The journal of operational risk
27
Energy economics
26
Journal of risk management in financial institutions
24
International review of financial analysis
23
The North American journal of economics and finance : a journal of financial economics studies
23
The journal of risk model validation
21
International review of economics & finance : IREF
17
Journal of risk and financial management : JRFM
17
Quantitative finance
17
The European journal of finance
16
Applied economics
15
International journal of theoretical and applied finance
15
Finance and stochastics
14
Journal of empirical finance
13
International journal of forecasting
12
International journal of risk assessment and management : IJRAM
12
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11
Journal of financial econometrics
11
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10
Journal of international financial markets, institutions & money
10
Scandinavian actuarial journal
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Astin bulletin : the journal of the International Actuarial Association
9
International journal of finance & economics : IJFE
9
Journal of mathematical finance
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Pacific-Basin finance journal
9
Research in international business and finance
9
Review of financial economics : RFE
9
The journal of credit risk : published quarterly by Incisive Media
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Applied economics letters
8
International journal of production research
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ECONIS (ZBW)
13
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1
Semiparametric modeling of multiple quantiles
Catania, Leopoldo
;
Luati, Alessandra
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014471520
Saved in:
2
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
3
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
4
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
5
Mark to market value at risk
Chen, Yu
;
Wang, Zhicheng
;
Zhang, Zhengjun
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 299-321
Persistent link: https://www.econbiz.de/10012145015
Saved in:
6
Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Patton, Andrew J.
;
Ziegel, Johanna F.
;
Chen, Rui
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
Saved in:
7
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
8
TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang
;
Wang, Weining
;
Yu, Lining
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
Saved in:
9
A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
Saved in:
10
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
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