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subject:"Risk measure"
subject:"Theorie"
~isPartOf:"The journal of risk model validation"
~subject:"Bankrisiko"
~type_genre:"Article in journal"
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Risk measure
Theorie
Bankrisiko
Risikomanagement
44
Risk management
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15
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15
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14
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Mitic, Peter
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1
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The journal of risk model validation
Insurance / Mathematics & economics
177
Journal of banking & finance
132
European journal of operational research : EJOR
127
Journal of risk management in financial institutions
102
The journal of operational risk
100
Risks : open access journal
99
Finance research letters
58
Journal of risk
53
Journal of risk and financial management : JRFM
43
International review of financial analysis
39
Economic modelling
37
Energy economics
37
Risiko-Manager
32
The North American journal of economics and finance : a journal of financial economics studies
32
Journal of financial stability
31
Management science : journal of the Institute for Operations Research and the Management Sciences
30
International journal of production research
28
International journal of theoretical and applied finance
28
Quantitative finance
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International journal of production economics
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International review of economics & finance : IREF
26
The European journal of finance
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Journal of empirical finance
25
Applied economics
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Die Bank
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Finance and stochastics
21
International journal of finance & economics : IJFE
21
Scandinavian actuarial journal
21
International journal of risk assessment and management : IJRAM
20
Journal of international financial markets, institutions & money
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Computers & operations research : and their applications to problems of world concern ; an international journal
18
Journal of econometrics
18
Journal of economic dynamics & control
18
International journal of economics and financial issues : IJEFI
17
Review of financial economics : RFE
17
American journal of agricultural economics
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Applied economics letters
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Computational economics
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1
Exchange rate risk management for contractors within a hybrid payment scheme : a case study in Punta del Este, Uruguay
Egozcue, Martín
- In:
The journal of risk model validation
17
(
2023
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014485778
Saved in:
2
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
3
Value-at-risk and the global financial crisis
Ha Tran Manh
;
Mai Ngoc Tran
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 41-83
Persistent link: https://www.econbiz.de/10014485605
Saved in:
4
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
Saved in:
5
A new automated model validation tool for financial institutions
Fan, Lingling
;
Schneider, Alex
;
Joumaa, Mazin
- In:
The journal of risk model validation
17
(
2023
)
3
,
pp. 59-85
Persistent link: https://www.econbiz.de/10014485777
Saved in:
6
Risk contagion and bank stability : the role of credit risk and liquidity risk
Ding, Lei
;
Zhuang, Yaming
;
Wang, Hu
- In:
The journal of risk model validation
16
(
2022
)
4
,
pp. 113-130
Persistent link: https://www.econbiz.de/10014239855
Saved in:
7
Evaluation of backtesting techniques on risk models with different horizons
Kontaxis, Grigorios
;
Tsolas, Ioannis E.
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 29-50
Persistent link: https://www.econbiz.de/10013173367
Saved in:
8
Incremental value-at-risk
Mitic, Peter
;
Cooper, James
;
Bloxham, Nicholas
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 65-101
Persistent link: https://www.econbiz.de/10014335925
Saved in:
9
The use of range-based volatility estimators in testing for Granger causality in risk on international capital markets
Fałdziński, Marcin
;
Osińska, Magdalena
- In:
The journal of risk model validation
14
(
2020
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014335988
Saved in:
10
The role of the loss function in value-at-risk comparisons
Abad, Pilar
;
Benito Muela, Sonia
;
López Martin, Carmen
- In:
The journal of risk model validation
9
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010516723
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