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isPartOf:"Review of Pacific Basin financial markets and policies"
subject:"Derivative"
~isPartOf:"Journal of econometrics"
~subject:"Risikomaß"
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Derivative
Risikomaß
Risikomanagement
44
Risk management
44
Risk measure
16
Portfolio selection
14
Portfolio-Management
14
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13
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13
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11
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11
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7
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Hong, Yongmiao
2
Tavakoli Baghdadabad, Mohammad Reza
2
Zhang, Zhengjun
2
Amina, Dchieche
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Bandi, Federico M.
1
Bhattacharya, Sukanto
1
Boulter, Terry
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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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Review of Pacific Basin financial markets and policies
Journal of econometrics
Insurance / Mathematics & economics
100
Journal of banking & finance
65
Risks : open access journal
56
European journal of operational research : EJOR
45
Journal of risk
42
Energy economics
40
Finance research letters
31
Economic modelling
28
The North American journal of economics and finance : a journal of financial economics studies
28
The journal of operational risk
27
Journal of risk management in financial institutions
26
International review of financial analysis
22
Quantitative finance
22
International journal of theoretical and applied finance
21
SpringerLink / Bücher
21
The journal of risk model validation
21
Applied economics
20
International review of economics & finance : IREF
20
Journal of risk and financial management : JRFM
19
The European journal of finance
18
Discussion paper / Tinbergen Institute
14
Journal of empirical finance
14
Finance and stochastics
13
Journal of financial stability
13
Research in international business and finance
13
Research paper series / Swiss Finance Institute
13
The journal of credit risk : published quarterly by Incisive Media
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Agricultural finance review
12
International journal of forecasting
12
Schriftenreihe Finanzmanagement
12
The journal of futures markets
12
Working papers
12
International journal of risk assessment and management : IJRAM
11
Journal of international financial markets, institutions & money
11
Journal of mathematical finance
11
Computational economics
10
International journal of financial engineering
10
Pacific-Basin finance journal
10
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ECONIS (ZBW)
23
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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
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:
3
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:
4
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:
5
Should the advanced measurement approach for operational risk be discarded? : evidence from the Chinese banking industry
Zhu, Xiaoqian
;
Li, Jianping
;
Wu, Dengsheng
- In:
Review of Pacific Basin financial markets and policies
22
(
2019
)
1
,
pp. 1950007-1-1950007-15
Persistent link: https://www.econbiz.de/10012156150
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
Volatility forecast by volatility index and its use as a risk management tool under a value-at-risk approach
Siu, Yam Wing
- In:
Review of Pacific Basin financial markets and policies
21
(
2018
)
2
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011865598
Saved in:
10
Participating contingent premium options
Rajae, Aboulaich
;
Amina, Dchieche
- In:
Review of Pacific Basin financial markets and policies
20
(
2017
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011697145
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