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subject:"Basel Accord"
subject:"Basler Eigenkapitalvereinbarung <2001>"
~isPartOf:"International journal of forecasting"
~language:"eng"
~subject:"Risikomodell"
~subject:"Risk measure"
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Basel Accord
Basler Eigenkapitalvereinbarung <2001>
Risikomodell
Risk measure
Risk management
20
Risikomanagement
18
Forecasting model
12
Prognoseverfahren
12
Risikomaß
12
Statistical distribution
9
Statistische Verteilung
9
Risk
6
Portfolio selection
5
Portfolio-Management
5
Risiko
5
Theorie
5
Theory
5
ARCH model
4
ARCH-Modell
4
Forecast
4
Prognose
4
Backtesting
3
Credit risk
3
Financial services
3
Finanzdienstleistung
3
Kreditrisiko
3
Value-at-risk
3
Ausreißer
2
Capital income
2
Estimation
2
Extreme value theory
2
Forecasting
2
GARCH
2
Heavy tails
2
Kapitaleinkommen
2
Multivariate Verteilung
2
Multivariate distribution
2
Outliers
2
Schätzung
2
Statistical test
2
Statistischer Test
2
Systemic risk
2
Systemrisiko
2
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Article
13
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Article in journal
13
Aufsatz in Zeitschrift
13
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English
Author
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Polanski, Arnold
2
Stoja, Evarist
2
Ardia, David
1
Assimakopoulos, V.
1
Bianchi, Michele Leonardo
1
Bluteau, Keven
1
Boffelli, Simona
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
Hautsch, Nikolaus
1
Herrera, Rodrigo
1
Karmakar, Madhusudan
1
Leccadito, Arturo
1
Nieto, Maria Rosa
1
Nikolopoulos, Konstantinos
1
Paul, Samit
1
Rivieccio, Giorgia
1
Ruiz, Esther
1
Rösch, Daniel
1
Schaumburg, Julia
1
Schienle, Melanie
1
Spiliotis, Evangelos
1
Taleb, Nassim Nicholas
1
Urga, Giovanni
1
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Published in...
All
International journal of forecasting
Insurance / Mathematics & economics
139
Risks : open access journal
79
Journal of banking & finance
70
The journal of operational risk
62
European journal of operational research : EJOR
51
Journal of risk management in financial institutions
49
Journal of risk
42
Economic modelling
31
Finance research letters
31
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
26
The journal of risk model validation
26
Energy economics
25
The North American journal of economics and finance : a journal of financial economics studies
25
International review of financial analysis
22
Journal of risk and financial management : JRFM
22
Quantitative finance
18
SpringerLink / Bücher
18
The European journal of finance
18
Discussion paper / Tinbergen Institute
17
Scandinavian actuarial journal
17
Applied economics
16
International journal of theoretical and applied finance
16
International review of economics & finance : IREF
16
Research paper series / Swiss Finance Institute
15
Finance and stochastics
14
The journal of credit risk : published quarterly by Incisive Media
14
Astin bulletin : the journal of the International Actuarial Association
13
Journal of empirical finance
13
Journal of financial stability
13
Research in international business and finance
13
International journal of risk assessment and management : IJRAM
12
Journal of econometrics
12
Journal of financial regulation and compliance : an international journal
12
Wiley finance series
12
Working papers
12
Journal of international financial markets, institutions & money
11
Journal of mathematical finance
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The journal of risk and insurance : the journal of the American Risk and Insurance Association
11
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ECONIS (ZBW)
13
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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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