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subject:"Kreditrisiko"
~isPartOf:"Journal of risk"
~language:"eng"
~subject:"ARCH model"
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Kreditrisiko
ARCH model
Risikomanagement
75
Risk management
75
Risikomaß
40
Risk measure
40
Portfolio selection
39
Portfolio-Management
39
Theorie
32
Theory
32
risk management
23
Risiko
20
Risk
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Financial services
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Finanzdienstleistung
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Bankrisiko
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value-at-risk (VaR)
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Multivariate distribution
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Value-at-risk (VAR)
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Abad, Pilar
1
Alemany, Ramon
1
Baule, Rainer
1
Benito Muela, Sonia
1
Boeve, Rolf
1
Bolancé, Catalina
1
Braun, Valentin
1
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1
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Chen, Jiusheng
1
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1
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1
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1
Hjelkrem, Lars Ole
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1
Jin, Faqi
1
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Lange, Petter Eilif de
1
Li, Phillip
1
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Pedescu, Mirela
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1
Ramponi, Fabio
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Journal of risk
Journal of risk management in financial institutions
49
Journal of banking & finance
48
Risks : open access journal
23
European journal of operational research : EJOR
21
The journal of credit risk : published quarterly by Incisive Media
21
The journal of risk model validation
21
Finance research letters
20
SpringerLink / Bücher
20
Wiley finance series
18
International journal of theoretical and applied finance
17
International review of financial analysis
17
Journal of financial stability
17
Discussion paper
15
The North American journal of economics and finance : a journal of financial economics studies
15
Economic modelling
14
Insurance / Mathematics & economics
14
International journal of economics and financial issues : IJEFI
14
Journal of risk and financial management : JRFM
14
International journal of economics and finance
13
Discussion paper / Tinbergen Institute
12
Review of quantitative finance and accounting
12
The journal of financial market infrastructures
12
Working paper series / European Central Bank
12
Energy economics
11
The European journal of finance
11
Quantitative finance
10
Journal of banking regulation
9
Journal of financial intermediation
9
Journal of international financial markets, institutions & money
9
Journal of securities operations & custody
9
NBER working paper series
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Agricultural finance review
8
Applied economics letters
8
CESifo working papers
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CFS working paper series
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International Journal of Financial Studies : open access journal
8
International journal of finance & economics : IJFE
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Journal of empirical finance
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ECONIS (ZBW)
22
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1
Explainable artificial intelligence for credit scoring in banking
Melsom, Borger
;
Vennerød, Christian Bakke
;
Lange, …
- In:
Journal of risk
25
(
2022
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014342455
Saved in:
2
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
3
Modeling loss given default regressions
Li, Phillip
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Saved in:
4
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
5
Loss given default estimation : a two-stage model with classification tree-based boosting and support vector logistic regression
Tanoue, Yuta
;
Yamashita, Satoshi
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 19-37
Persistent link: https://www.econbiz.de/10012059863
Saved in:
6
Forecasting corporate defaults in the German stock market
Mertens, Richard Lennart
;
Poddig, Thorsten
;
Fieberg, …
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 29-54
Persistent link: https://www.econbiz.de/10011962407
Saved in:
7
A framework to analyze the financial effects of climate change
Turnbull, Stuart M.
;
Habahbeh, Lawrence
- In:
Journal of risk
23
(
2020/2021
)
2
,
pp. 105-146
Persistent link: https://www.econbiz.de/10012500268
Saved in:
8
Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis
Abad, Pilar
;
Benito Muela, Sonia
;
López-Martín, Carmen
; …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011598265
Saved in:
9
Nonmaturity desposits and banks' exposure to interest rate risk : issues arising from the Basel regulatory framework
Cocozza, Rosa
;
Curcio, Domenico
;
Gianfrancesco, Igor
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 99-134
Persistent link: https://www.econbiz.de/10011438896
Saved in:
10
Counterparty risk : credit valuation adjustment variability and value-at-risk
Breton, Michèle
;
Marzouk, Oussama
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012059879
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