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subject:"Bank risk"
subject:"Risikomaß"
~isPartOf:"International journal of forecasting"
~subject:"Basler Akkord"
~type_genre:"Article in journal"
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Bank risk
Risikomaß
Basler Akkord
Risk management
19
Risikomanagement
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Forecasting model
12
Prognoseverfahren
12
Risk measure
12
Statistical distribution
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Polanski, Arnold
2
Stoja, Evarist
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1
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Catania, Leopoldo
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1
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1
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1
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International journal of forecasting
Journal of banking & finance
103
Journal of risk management in financial institutions
100
Insurance / Mathematics & economics
98
The journal of operational risk
97
Risks : open access journal
66
European journal of operational research : EJOR
49
Journal of risk
44
Risiko-Manager
43
Finance research letters
38
International review of financial analysis
34
Economic modelling
32
Journal of risk and financial management : JRFM
29
The North American journal of economics and finance : a journal of financial economics studies
28
The journal of risk model validation
28
Journal of financial stability
27
Energy economics
25
Die Bank
23
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
21
Quantitative finance
19
International journal of economics and financial issues : IJEFI
18
Journal of international financial markets, institutions & money
18
The European journal of finance
18
Applied economics
17
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
17
International journal of finance & economics : IJFE
17
International review of economics & finance : IREF
17
International journal of theoretical and applied finance
16
Journal of banking regulation
16
The journal of credit risk : published quarterly by Incisive Media
16
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
15
Journal of financial regulation and compliance : an international journal
15
Research in international business and finance
15
Journal of empirical finance
14
Pacific-Basin finance journal
14
Finance and stochastics
13
International journal of risk assessment and management : IJRAM
13
Journal of econometrics
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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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:
10
Evaluating the accuracy of value-at-risk forecasts : new multilevel tests
Leccadito, Arturo
;
Boffelli, Simona
;
Urga, Giovanni
- In:
International journal of forecasting
30
(
2014
)
2
,
pp. 206-216
Persistent link: https://www.econbiz.de/10010510949
Saved in:
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