//--> //--> //--> //-->
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
Retain my current filters
language:"eng"
subject:"Risikomaß"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"The journal of operational risk"
~isPartOf:"The journal of risk model validation"
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
Search: subject_exact:"Risk management"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Risikomanagement
202
Risk management
202
Operational risk
115
Operationelles Risiko
115
Bank risk
90
Bankrisiko
90
Financial services
66
Finanzdienstleistung
66
Risk measure
58
Theorie
54
Theory
54
Basel Accord
50
Basler Akkord
50
operational risk
50
Statistical distribution
31
Statistische Verteilung
31
Risiko
27
Risk
27
Credit risk
21
Kreditrisiko
21
Portfolio selection
21
Portfolio-Management
21
Loss
20
Measurement
20
Messung
20
Verlust
20
risk management
20
Bank
19
Ausreißer
13
Outliers
13
value-at-risk (VaR)
13
Modellierung
12
Risikomodell
12
Risk model
12
Scientific modelling
12
loss distribution approach (LDA)
12
Forecasting model
11
Prognoseverfahren
11
Estimation theory
9
more ...
less ...
Online availability
All
Undetermined
40
Free
1
Type of publication
All
Article
58
Type of publication (narrower categories)
All
Article in journal
58
Aufsatz in Zeitschrift
58
Language
All
English
Author
All
Mitic, Peter
4
Bloxham, Nicholas
2
Erdman, Donald
2
Gao, Lijun
2
Gonpot, Preethee Nunkoo
2
Li, Jianping
2
Zhu, Xiaoqian
2
Abad, Pilar
1
Abbate, Donato
1
Agostini, Alessandra
1
Arnsdorf, Matthias
1
Arrieta, Daniel
1
Arunachalam, Viswanathan
1
Badescu, Andrei L.
1
Bakker, Arjan
1
Barendse, Sander
1
Barunik, Jozef
1
Bee, Marco
1
Belles-Sampera, Jaume
1
Benito Muela, Sonia
1
Benito, Sonia
1
Biljon, L. van
1
Bouaddi, Mohammed
1
Breeden, Joseph L.
1
Bücher, Axel
1
Cai, Charlie X.
1
Cai, Chunlin
1
Chavez-Demoulin, Valérie
1
Chen Zhou
1
Chen, Heng Z.
1
Chen, Jianming
1
Chen, Wei
1
Chen, Xian
1
Cohen, Ruben D.
1
Cooper, James
1
Cosslett, Stephen R.
1
Dahen, Hela
1
Danesi, Ivan Luciano
1
Degen, Matthias
1
Dijk, Dick van
1
more ...
less ...
Published in...
All
Journal of financial econometrics
The journal of operational risk
The journal of risk model validation
Insurance / Mathematics & economics
93
Risks : open access journal
55
Journal of banking & finance
52
European journal of operational research : EJOR
40
Journal of risk
40
Finance research letters
31
Economic modelling
27
Energy economics
27
The North American journal of economics and finance : a journal of financial economics studies
23
International review of financial analysis
20
Journal of risk management in financial institutions
20
Quantitative finance
20
International review of economics & finance : IREF
16
International journal of theoretical and applied finance
15
Journal of risk and financial management : JRFM
15
Applied economics
14
Discussion paper / Tinbergen Institute
14
International journal of forecasting
13
Research paper series / Swiss Finance Institute
13
The European journal of finance
13
Finance and stochastics
12
Journal of econometrics
12
Journal of empirical finance
12
Working papers
11
Computational economics
10
International journal of risk assessment and management : IJRAM
10
Journal of international financial markets, institutions & money
10
Research in international business and finance
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
International journal of finance & economics : IJFE
9
Journal of mathematical finance
9
Pacific-Basin finance journal
9
Scandinavian actuarial journal
9
The journal of credit risk : published quarterly by Incisive Media
9
Applied economics letters
8
Astin bulletin : the journal of the International Actuarial Association
8
International journal of production research
8
more ...
less ...
Source
All
ECONIS (ZBW)
58
Showing
1
-
10
of
58
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Backtesting value-at-risk and expected shortfall in the presence of estimation error
Barendse, Sander
;
Kole, Erik
;
Dijk, Dick van
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 528-568
Persistent link: https://www.econbiz.de/10014314760
Saved in:
2
Semi-nonparametric estimation of operational risk capital with extreme loss events
Chen, Heng Z.
;
Cosslett, Stephen R.
- In:
The journal of operational risk
19
(
2024
)
1
,
pp. 51-86
Persistent link: https://www.econbiz.de/10014490229
Saved in:
3
Smooth-transition regression models for non-stationary extremes
Hambuckers, Julien
;
Kneib, Thomas
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 445-484
Persistent link: https://www.econbiz.de/10014314754
Saved in:
4
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
5
Value-at-risk and the global financial crisis
Ha Tran Manh
;
Mai Ngoc Tran
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 41-83
Persistent link: https://www.econbiz.de/10014485605
Saved in:
6
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
Saved in:
7
Measuring tail operational risk in univariate and multivariate models with extreme losses
Yang, Yang
;
Gong, Yishan
;
Liu, Jiajun
- In:
The journal of operational risk
18
(
2023
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10014490082
Saved in:
8
How to choose the dependence types in operational risk measurement? : a method considering strength, sensitivity and simplicity
Zhu, Xiaoqian
;
Wang, Yinghui
;
Liu, Mingxi
;
Li, Jianping
- In:
The journal of operational risk
18
(
2023
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014490122
Saved in:
9
Credible value-at-risk
Mitic, Peter
- In:
The journal of operational risk
18
(
2023
)
4
,
pp. 33-70
Persistent link: https://www.econbiz.de/10014490183
Saved in:
10
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:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->