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isPartOf:"Planung & Analyse : Zeitschrift für Marktforschung und Marketing"
~isPartOf:"International journal of forecasting"
~subject:"Risk measure"
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Risk measure
Theorie
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398
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362
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Planung & Analyse : Zeitschrift für Marktforschung und Marketing
International journal of forecasting
Insurance / Mathematics & economics
112
European journal of operational research : EJOR
67
Journal of risk
31
Quantitative finance
31
Journal of banking & finance
29
Finance research letters
26
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25
Scandinavian actuarial journal
23
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SpringerLink / Bücher
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International review of financial analysis
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Astin bulletin : the journal of the International Actuarial Association
13
Computers & operations research : and their applications to problems of world concern ; an international journal
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Journal of financial econometrics
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Mathematics of operations research
13
The journal of risk model validation
13
International journal of theoretical and applied finance
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Operations research letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
11
Energy economics
10
International review of economics & finance : IREF
10
Journal of mathematical finance
10
The journal of operational risk
10
ASTIN bulletin : the journal of the International Actuarial Association
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Journal of international financial markets, institutions & money
8
Journal of the Operational Research Society
8
Risk management : a journal of risk, crisis and disaster
8
The European journal of finance
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The journal of credit risk : published quarterly by Incisive Media
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
2
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
3
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
4
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
5
Nonparametric expected shortfall forecasting incorporating weighted quantiles
Storti, Giuseppe
;
Wang, Chao
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 224-239
Persistent link: https://www.econbiz.de/10013347785
Saved in:
6
Evaluating quantile forecasts in the M5 uncertainty competition
Chen, Zhi
;
Gaba, Anil
;
Tsetlin, Ilia
;
Winkler, Robert L.
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1531-1545
Persistent link: https://www.econbiz.de/10014381153
Saved in:
7
Observation-driven models for realized variances and overnight returns applied to value-at-risk and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
8
The uncertainty in extreme risk forecasts from covariate-augmented volatility models
Hoga, Yannick
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 675-686
Persistent link: https://www.econbiz.de/10012792861
Saved in:
9
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
10
Predicting loss given default in leasing : a closer look at models and variable selection
Kaposty, Florian
;
Kriebel, Johannes Maximilian
; …
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 248-266
Persistent link: https://www.econbiz.de/10012414715
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