//--> //--> //-->
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
source:"econis"
subject:"World"
~accessRights:"restricted"
~isPartOf:"International journal of forecasting"
~subject:"Risikomaß"
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
World
Risikomaß
Risk management
14
Risikomanagement
12
Risk measure
9
Forecasting model
8
Prognoseverfahren
8
Statistical distribution
6
Statistische Verteilung
6
Portfolio selection
5
Portfolio-Management
5
Risk
5
Risiko
4
Theorie
4
Theory
4
ARCH model
3
ARCH-Modell
3
Forecast
3
Prognose
3
Ausreißer
2
Backtesting
2
Estimation
2
Extreme value theory
2
Forecasting
2
GARCH
2
Heavy tails
2
Multivariate Verteilung
2
Multivariate distribution
2
Outliers
2
Schätzung
2
VAR model
2
VAR-Modell
2
Value-at-risk
2
Volatility
2
Volatilität
2
Aktienindex
1
Averaging
1
CGARCH
1
CVaR
1
Capital income
1
Collection rate
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Ardia, David
1
Assimakopoulos, V.
1
Bianchi, Michele Leonardo
1
Bluteau, Keven
1
Boudt, Kris
1
Catania, Leopoldo
1
Clements, Adam
1
De Luca, Giovanni
1
Diks, Cees G. H.
1
Fang, Hao
1
Fuentes, Fernanda
1
Herrera, Rodrigo
1
Karmakar, Madhusudan
1
Nieto, Maria Rosa
1
Nikolopoulos, Konstantinos
1
Paul, Samit
1
Polanski, Arnold
1
Rivieccio, Giorgia
1
Ruiz, Esther
1
Spiliotis, Evangelos
1
Stoja, Evarist
1
Taleb, Nassim Nicholas
1
more ...
less ...
Published in...
All
International journal of forecasting
Insurance / Mathematics & economics
65
Finance research letters
40
European journal of operational research : EJOR
33
Journal of banking & finance
31
Energy economics
30
SpringerLink / Bücher
30
Journal of risk
26
International review of financial analysis
20
Springer eBook Collection
19
The North American journal of economics and finance : a journal of financial economics studies
19
Economic modelling
18
The journal of operational risk
18
International review of economics & finance : IREF
17
Research in international business and finance
16
Quantitative finance
15
Applied economics
13
The journal of risk model validation
12
Journal of international financial markets, institutions & money
11
Pacific-Basin finance journal
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Applied economics letters
9
Global finance journal
9
Journal of econometrics
9
The journal of portfolio management : JPM
9
International journal of theoretical and applied finance
8
Scandinavian actuarial journal
8
World Bank E-Library Archive
8
Computational economics
7
Journal of empirical finance
7
Journal of financial econometrics
7
Journal of financial stability
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
The European journal of finance
7
Transportation research / E : an international journal
7
Astin bulletin : the journal of the International Actuarial Association
6
Climate policy
6
Emerging markets, finance and trade : EMFT
6
International journal of finance & economics : IJFE
6
International journal of production research
6
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
2
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
3
Comparing density forecasts in a risk management context
Diks, Cees G. H.
;
Fang, Hao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 531-551
Persistent link: https://www.econbiz.de/10012415217
Saved in:
4
How much data do you need? : an operational, pre-asymptotic metric for fat-tailedness
Taleb, Nassim Nicholas
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 677-686
Persistent link: https://www.econbiz.de/10012300715
Saved in:
5
Tales from tails : on the empirical distributions of forecasting errors and their implication to risk
Spiliotis, Evangelos
;
Nikolopoulos, Konstantinos
; …
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 687-698
Persistent link: https://www.econbiz.de/10012300716
Saved in:
6
Intraday portfolio risk management using VaR and CVaR : a CGARCH-EVT-Copula approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 699-709
Persistent link: https://www.econbiz.de/10012300717
Saved in:
7
Forecasting risk with Markov-switching GARCH models : a large-scale performance study
Ardia, David
;
Bluteau, Keven
;
Boudt, Kris
;
Catania, Leopoldo
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 733-747
Persistent link: https://www.econbiz.de/10012031094
Saved in:
8
Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 958-969
Persistent link: https://www.econbiz.de/10011746932
Saved in:
9
Frontiers in VaR forecasting and backtesting
Nieto, Maria Rosa
;
Ruiz, Esther
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 474-501
Persistent link: https://www.econbiz.de/10011597163
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->