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source:"econis"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Estimation"
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Estimation
Risk measure
250
Risikomaß
249
Theorie
185
Theory
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Risk
131
Risiko
130
Portfolio selection
118
Portfolio-Management
118
Measurement
106
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106
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104
Risk management
104
Statistical distribution
81
Statistische Verteilung
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33
Risk model
33
Reinsurance
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Rückversicherung
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Estimation theory
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Schätztheorie
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Probability theory
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Stochastic process
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Stochastischer Prozess
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Risk measures
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Linh Hoang Nguyen
2
Ahn, Jae Youn
1
Dai, Yingtong
1
Feng, Xiaoping
1
Gijbels, Irène
1
Goegebeur, Yuri
1
Guillou, Armelle
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Han, Xia
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Harris, Richard D. F.
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1
Lu, Xinjie
1
Mao, Tiantian
1
Melnikov, Alexander
1
Pereverzin, Aleksandr
1
Pitera, Marcin
1
Pitselis, Georgios
1
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1
Qin, Jing
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Rassoul, Abdelaziz
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Riedel, Christoph
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Insurance / Mathematics & economics
Journal of international financial markets, institutions & money
Journal of banking & finance
25
Journal of risk
22
Finance research letters
20
The North American journal of economics and finance : a journal of financial economics studies
20
Applied economics
18
Energy economics
16
International review of financial analysis
16
Economic modelling
15
International journal of forecasting
15
Journal of econometrics
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of empirical finance
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Risks : open access journal
11
The journal of risk model validation
11
Discussion paper / Tinbergen Institute
10
Quantitative finance
10
Research in international business and finance
10
Working papers
10
International review of economics & finance : IREF
9
Journal of risk and financial management : JRFM
9
CFS working paper series
8
Journal of financial econometrics
8
Pacific-Basin finance journal
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Economics letters
7
Computational economics
6
Econometric Institute research papers
6
Journal of economic dynamics & control
6
Journal of forecasting
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Journal of mathematical finance
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SFB 649 discussion paper
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SpringerLink / Bücher
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Working paper
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Discussion paper / Deutsche Bundesbank
5
International journal of finance & economics : IJFE
5
Journal of risk : JOR
5
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
2
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
Saved in:
3
Diversification quotients based on VaR and ES
Han, Xia
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
Saved in:
4
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
Saved in:
5
Does systematic tail risk matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
Saved in:
6
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
7
Estimating and backtesting risk under heavy tails
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013264930
Saved in:
8
Extreme value estimation of the conditional risk premium in reinsurance
Goegebeur, Yuri
;
Guillou, Armelle
;
Qin, Jing
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 68-80
Persistent link: https://www.econbiz.de/10012482751
Saved in:
9
International tail risk connectedness : network and determinants
Linh Hoang Nguyen
;
Lambe, Brenda John
- In:
Journal of international financial markets, …
72
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012801485
Saved in:
10
Risk measures in a quantile regression credibility framework with Fama/French data applications
Pitselis, Georgios
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 122-134
Persistent link: https://www.econbiz.de/10011712415
Saved in:
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