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subject:"Risikomaß"
subject:"USA"
~isPartOf:"Journal of econometrics"
~subject:"Derivat"
~subject:"Estimation theory"
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Risikomaß
USA
Derivat
Estimation theory
Risikomanagement
25
Risk management
25
Risk measure
12
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11
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11
Portfolio selection
9
Portfolio-Management
9
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6
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Hong, Yongmiao
2
Zhang, Zhengjun
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Bai, Jushan
1
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1
Cahan, Ercument
1
Catania, Leopoldo
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Wang, Shouyang
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1
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1
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Journal of econometrics
Insurance / Mathematics & economics
103
Journal of banking & finance
77
Risks : open access journal
56
European journal of operational research : EJOR
53
Energy economics
46
Journal of risk
43
Journal of risk management in financial institutions
40
Economic modelling
33
Finance research letters
33
Working paper / National Bureau of Economic Research, Inc.
32
The journal of operational risk
31
The North American journal of economics and finance : a journal of financial economics studies
29
Agricultural finance review
28
International review of financial analysis
28
SpringerLink / Bücher
27
Journal of risk and financial management : JRFM
25
Quantitative finance
24
Applied economics
22
International journal of theoretical and applied finance
21
International review of economics & finance : IREF
21
The journal of risk model validation
21
The European journal of finance
19
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
The review of financial studies
18
Discussion paper / Tinbergen Institute
17
Journal of empirical finance
17
Working papers / Financial Institutions Center
17
American journal of agricultural economics
16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Working papers
15
Research in international business and finance
14
The journal of futures markets
14
Finance and stochastics
13
Journal of financial stability
13
Research paper series / Swiss Finance Institute
13
Schriftenreihe Finanzmanagement
13
The journal of credit risk : published quarterly by Incisive Media
13
The journal of finance : the journal of the American Finance Association
13
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ECONIS (ZBW)
15
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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
Factor-based imputation of missing values and covariances in panel data of large dimensions
Cahan, Ercument
;
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014340963
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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