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subject:"Risikomaß"
subject:"USA"
~isPartOf:"Journal of econometrics"
~subject:"Derivat"
~subject:"Estimation"
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Risikomaß
USA
Derivat
Estimation
Risikomanagement
25
Risk management
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12
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11
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11
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9
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9
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Hong, Yongmiao
2
Zhang, Zhengjun
2
Bandi, Federico M.
1
Catania, Leopoldo
1
Chan, Thomas W. C.
1
Chang, Chia-Lin
1
Chen, Rong
1
Chen, Rui
1
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1
Chu, Amanda M. Y.
1
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Diebold, Francis X.
1
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1
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1
Li, Haitao
1
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1
Luati, Alessandra
1
Maasoumi, Esfandiar
1
Patton, Andrew J.
1
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Journal of econometrics
Insurance / Mathematics & economics
106
Journal of banking & finance
79
Risks : open access journal
59
European journal of operational research : EJOR
52
Energy economics
48
Journal of risk
45
Journal of risk management in financial institutions
39
Working paper / National Bureau of Economic Research, Inc.
36
Finance research letters
35
Economic modelling
34
International review of financial analysis
31
Agricultural finance review
30
SpringerLink / Bücher
30
The North American journal of economics and finance : a journal of financial economics studies
29
The journal of operational risk
29
Journal of risk and financial management : JRFM
25
Quantitative finance
24
Applied economics
23
International journal of theoretical and applied finance
22
International review of economics & finance : IREF
22
The journal of risk model validation
22
The European journal of finance
20
The journal of risk and insurance : the journal of the American Risk and Insurance Association
19
International journal of risk assessment and management : IJRAM
18
NBER working paper series
18
The review of financial studies
18
Discussion paper / Centre for Economic Policy Research
17
Discussion paper / Tinbergen Institute
17
Journal of empirical finance
17
Working papers / Financial Institutions Center
17
Journal of financial stability
16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Working papers
15
Journal of financial economics
14
Research in international business and finance
14
Schriftenreihe Finanzmanagement
14
The journal of futures markets
14
American journal of agricultural economics
13
Finance and stochastics
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ECONIS (ZBW)
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1
Semiparametric modeling of multiple quantiles
Catania, Leopoldo
;
Luati, Alessandra
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014471520
Saved in:
2
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
3
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
4
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
5
Mark to market value at risk
Chen, Yu
;
Wang, Zhicheng
;
Zhang, Zhengjun
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 299-321
Persistent link: https://www.econbiz.de/10012145015
Saved in:
6
Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Patton, Andrew J.
;
Ziegel, Johanna F.
;
Chen, Rui
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
Saved in:
7
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
8
TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang
;
Wang, Weining
;
Yu, Lining
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
Saved in:
9
A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
Saved in:
10
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
Saved in:
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