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subject:"Bankenaufsicht"
subject:"Welt"
~isPartOf:"International journal of forecasting"
~subject:"Risk measure"
~subject:"Statistical distribution"
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Bankenaufsicht
Welt
Risk measure
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20
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1
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International journal of forecasting
Insurance / Mathematics & economics
100
Journal of banking & finance
68
Journal of risk management in financial institutions
65
Risks : open access journal
64
Finance research letters
46
European journal of operational research : EJOR
44
Journal of risk
41
SpringerLink / Bücher
35
Energy economics
34
The journal of operational risk
34
International review of financial analysis
32
Economic modelling
29
Journal of risk and financial management : JRFM
28
The journal of risk model validation
27
The North American journal of economics and finance : a journal of financial economics studies
26
Springer eBook Collection
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International review of economics & finance : IREF
21
Discussion paper / Tinbergen Institute
20
Quantitative finance
19
Research in international business and finance
18
Journal of financial stability
17
Risiko-Manager
16
The European journal of finance
16
Applied economics
15
International journal of risk assessment and management : IJRAM
15
International journal of theoretical and applied finance
15
Journal of international financial markets, institutions & money
15
Research paper series / Swiss Finance Institute
15
Journal of econometrics
14
Working papers
14
Applied economics letters
13
Journal of empirical finance
13
Stress-testing the banking system : methodologies and applications
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Finance and stochastics
12
Handbuch ökonomisches Kapitel
12
International journal of finance & economics : IJFE
12
NBER working paper series
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Working paper series / European Central Bank
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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
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