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language:"eng"
subject:"Risikomaß"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"The journal of operational risk"
~subject:"Risk"
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Risikomaß
Risk
Risikomanagement
155
Risk management
155
Operational risk
114
Operationelles Risiko
114
Bank risk
82
Bankrisiko
82
Financial services
55
Finanzdienstleistung
55
operational risk
48
Basel Accord
42
Basler Akkord
42
Theorie
38
Theory
38
Risk measure
35
Statistical distribution
23
Statistische Verteilung
23
Loss
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Risiko
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18
Bank
16
risk management
16
Ausreißer
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loss distribution approach (LDA)
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Risikomodell
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Risk model
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Portfolio selection
10
Portfolio-Management
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Original research
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advanced measurement approach (AMA)
8
value-at-risk (VaR)
7
Bayes-Statistik
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Coronavirus
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English
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Li, Jianping
3
Cohen, Ruben D.
2
Gao, Lijun
2
Grimwade, Michael
2
McConnell, Patrick
2
Mitic, Peter
2
Wang, Yinghui
2
Zhu, Xiaoqian
2
Abbate, Donato
1
Agostini, Alessandra
1
Al Jarrah, Mufleh Amin
1
Alhawari, Samer
1
Arunachalam, Viswanathan
1
Badescu, Andrei L.
1
Bakker, Arjan
1
Barendse, Sander
1
Barunik, Jozef
1
Belles-Sampera, Jaume
1
Benito, Sonia
1
Bouaddi, Mohammed
1
Bücher, Axel
1
Cai, Charlie X.
1
Chang, Yanpeng
1
Chavez-Demoulin, Valérie
1
Chen Zhou
1
Chen, Heng Z.
1
Chen, Jianming
1
Chen, Xian
1
Cosslett, Stephen R.
1
Dahen, Hela
1
Danesi, Ivan Luciano
1
Degen, Matthias
1
Dijk, Dick van
1
Dionne, Georges
1
Embrechts, Paul
1
Erdman, Donald
1
Farkas, Walter
1
Feng, Jichuang
1
Fenn, Daniel S.
1
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Journal of financial econometrics
The journal of operational risk
Insurance / Mathematics & economics
139
Risks : open access journal
115
European journal of operational research : EJOR
95
Finance research letters
88
Journal of banking & finance
80
Journal of risk management in financial institutions
64
Energy economics
54
International review of financial analysis
48
Journal of risk
46
International journal of production research
43
Economic modelling
41
International journal of production economics
38
International journal of risk assessment and management : IJRAM
37
Journal of risk and financial management : JRFM
37
The North American journal of economics and finance : a journal of financial economics studies
33
International journal of project management : the journal of The International Project Management Association
31
Applied economics
30
International review of economics & finance : IREF
30
World Bank E-Library Archive
28
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
27
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Quantitative finance
25
The journal of risk model validation
25
NBER working paper series
24
Discussion paper / Tinbergen Institute
23
Research paper series / Swiss Finance Institute
23
Agricultural finance review
20
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
20
Journal of financial stability
20
Pacific-Basin finance journal
20
The European journal of finance
20
Applied economics letters
19
International journal of theoretical and applied finance
19
SpringerLink / Bücher
19
Working paper
19
CESifo working papers
18
Finance and stochastics
18
NBER Working Paper
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ECONIS (ZBW)
46
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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
Ask BERT : how regulatory disclosure of transition and physical climate risks affects the CDS term structure
Kölbel, Julian
;
Leippold, Markus
;
Rillaerts, Jordy
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 30-69
Persistent link: https://www.econbiz.de/10014526303
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
How does the pandemic change operational risk? : evidence from textual risk disclosures in financial reports
Wang, Yinghui
;
Chang, Yanpeng
;
Li, Jianping
- In:
The journal of operational risk
17
(
2022
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014247280
Saved in:
10
Multilevel and tail risk management
Khalaf, Lynda
;
Leccadito, Arturo
;
Urga, Giovanni
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 839-874
Persistent link: https://www.econbiz.de/10013460029
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