//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
accessRights:"restricted"
subject:"Financial risk"
~subject:"Risk measure"
~person:"Escanciano, Juan Carlos"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Financial risk
Risk measure
Risk management
4
Risiko
3
Risikomanagement
3
Risikomaß
3
Risk
3
Estimation
2
Financial crisis
2
Finanzkrise
2
Schätzung
2
Statistical distribution
2
Statistische Verteilung
2
Tail risk
2
Backtesting
1
Bank risk
1
Bankrisiko
1
Basel Accord
1
Conditional quantile
1
Expected shortfall
1
Financial market
1
Financial services
1
Finanzdienstleistung
1
Finanzmarkt
1
Marginal expected shortfall
1
Market crashes
1
Market risk capital requirements
1
Measurement
1
Messung
1
Nichtlineare Regression
1
Nonlinear dependence
1
Nonlinear regression
1
Portfolio selection
1
Portfolio-Management
1
Systemic risk
1
Systemrisiko
1
Value-at-Risk
1
backtesting
1
expected shortfall
1
risk management
1
tail risk
1
more ...
less ...
Online availability
All
Undetermined
Free
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Escanciano, Juan Carlos
Wang, Ruodu
14
Cai, Jun
7
Li, Jianping
7
Mao, Tiantian
7
Embrechts, Paul
6
Hammoudeh, Shawkat
6
Zhu, Xiaoqian
6
Boonen, Tim J.
5
Brandtner, Mario
5
Härdle, Wolfgang
5
Kumar, Dilip
5
Mensi, Walid
5
Mitic, Peter
5
Righi, Marcelo Brutti
5
Rüschendorf, Ludger
5
Tan, Ken Seng
5
Al-Yahyaee, Khamis Hamed
4
Bernard, Carole
4
Chaudhry, Sajid M.
4
Farkas, Walter
4
Guillén, Montserrat
4
Karmakar, Madhusudan
4
Liu, Fangda
4
Liu, Haiyan
4
Mora-Valencia, Andrés
4
Olson, David L.
4
Shahzad, Syed Jawad Hussain
4
Stulz, René M.
4
Tiwari, Aviral Kumar
4
Vanduffel, Steven
4
Wang, Gang-Jin
4
Wu, Desheng Dash
4
Asimit, Alexandru V.
3
Bouri, Elie
3
Chen, Yu
3
Chi, Xie
3
Chi, Yichun
3
Cossette, Hélène
3
Furman, Edward
3
more ...
less ...
Published in...
All
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The case for CASE : estimating heterogeneous systemic effects
Du, Zaichao
;
Escanciano, Juan Carlos
;
Zhu, Guangwei
- In:
Journal of banking & finance
157
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490722
Saved in:
2
Measuring asset market linkages : nonlinear dependence and tail risk
Escanciano, Juan Carlos
;
Hualde, Javier
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 453-465
Persistent link: https://www.econbiz.de/10012499091
Saved in:
3
Backtesting expected shortfall : accounting for tail risk
Du, Zaichao
;
Escanciano, Juan Carlos
- In:
Management science : journal of the Institute for …
63
(
2017
)
4
,
pp. 940-958
Persistent link: https://www.econbiz.de/10011672768
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->