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isPartOf:"Discussion paper series"
subject:"Risikomaß"
~isPartOf:"International journal of forecasting"
~subject:"Systemic risk"
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Risikomaß
Systemic risk
Risk management
24
Risikomanagement
22
Risk measure
14
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12
Prognoseverfahren
12
Statistical distribution
10
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10
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7
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Polanski, Arnold
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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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Discussion paper series
International journal of forecasting
Insurance / Mathematics & economics
96
Journal of banking & finance
58
Risks : open access journal
54
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41
European journal of operational research : EJOR
40
Economic modelling
30
Journal of risk management in financial institutions
30
The journal of operational risk
30
Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
25
International review of financial analysis
22
The journal of risk model validation
21
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20
SpringerLink / Bücher
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Discussion paper / Tinbergen Institute
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International journal of theoretical and applied finance
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Journal of financial stability
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International journal of risk assessment and management : IJRAM
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Journal of mathematical finance
9
Mathematics and financial economics
9
Pacific-Basin finance journal
9
Scandinavian actuarial journal
9
The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
15
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1
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
2
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:
3
Comparing density forecasts in a risk management context
Diks, Cees G. H.
;
Fang, Hao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 531-551
Persistent link: https://www.econbiz.de/10012415217
Saved in:
4
How much data do you need? : an operational, pre-asymptotic metric for fat-tailedness
Taleb, Nassim Nicholas
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 677-686
Persistent link: https://www.econbiz.de/10012300715
Saved in:
5
Tales from tails : on the empirical distributions of forecasting errors and their implication to risk
Spiliotis, Evangelos
;
Nikolopoulos, Konstantinos
; …
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 687-698
Persistent link: https://www.econbiz.de/10012300716
Saved in:
6
Intraday portfolio risk management using VaR and CVaR : a CGARCH-EVT-Copula approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 699-709
Persistent link: https://www.econbiz.de/10012300717
Saved in:
7
Forecasting risk with Markov-switching GARCH models : a large-scale performance study
Ardia, David
;
Bluteau, Keven
;
Boudt, Kris
;
Catania, Leopoldo
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 733-747
Persistent link: https://www.econbiz.de/10012031094
Saved in:
8
Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 958-969
Persistent link: https://www.econbiz.de/10011746932
Saved in:
9
Risk spillovers and hedging : why do firms invest too much in systemic risk?
Willems, Bert
;
Morbee, Joris
-
2011
Persistent link: https://www.econbiz.de/10009300043
Saved in:
10
Frontiers in VaR forecasting and backtesting
Nieto, Maria Rosa
;
Ruiz, Esther
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 474-501
Persistent link: https://www.econbiz.de/10011597163
Saved in:
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