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source:"econis"
~isPartOf:"Journal of risk"
~subject:"Risikomanagement"
~subject:"Statistical distribution"
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Risikomanagement
Statistical distribution
Risikomaß
121
Risk measure
121
Portfolio selection
55
Portfolio-Management
55
Risk management
40
Theorie
40
Theory
40
Risiko
27
Risk
27
Measurement
25
Messung
25
ARCH model
22
ARCH-Modell
22
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22
Schätzung
22
Estimation theory
21
Schätztheorie
21
Statistische Verteilung
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value-at-risk (VaR)
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Volatilität
13
Credit risk
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Kreditrisiko
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Basel Accord
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Basler Akkord
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Capital income
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Kapitaleinkommen
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risk management
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Bankrisiko
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Financial services
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expected shortfall (ES)
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English
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Marumo, Kohei
2
Abad, Pilar
1
Adrian, Tobias
1
Alemany, Ramon
1
Arici, G.
1
Arunachalam, Viswanathan
1
Auer, Benjamin R.
1
Baule, Rainer
1
Belhad, Ahmed
1
Belles-Sampera, James
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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Ceretta, Paulo Sergio
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Chen, Jiusheng
1
Chen, Pengzhan
1
Chen, Yu
1
Coleman, Thomas F.
1
Cong, Jianfa
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Journal of risk
Insurance / Mathematics & economics
140
Journal of banking & finance
71
Risks : open access journal
68
European journal of operational research : EJOR
46
Finance research letters
37
Economic modelling
36
The journal of operational risk
35
Discussion paper / Tinbergen Institute
30
Energy economics
29
International review of financial analysis
28
The North American journal of economics and finance : a journal of financial economics studies
27
International journal of forecasting
26
The journal of risk model validation
26
Quantitative finance
25
Journal of econometrics
24
Applied economics
23
Journal of risk management in financial institutions
23
Journal of risk and financial management : JRFM
22
International journal of theoretical and applied finance
21
Journal of empirical finance
21
International review of economics & finance : IREF
20
The European journal of finance
20
Working papers
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Computational economics
18
Research paper series / Swiss Finance Institute
18
Scandinavian actuarial journal
18
Journal of financial econometrics
14
Research in international business and finance
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SpringerLink / Bücher
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Astin bulletin : the journal of the International Actuarial Association
13
Finance and stochastics
13
Journal of forecasting
13
Pacific-Basin finance journal
13
SFB 649 discussion paper
13
Journal of international financial markets, institutions & money
12
Journal of mathematical finance
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The journal of credit risk : published quarterly by Incisive Media
12
Applied economics letters
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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1
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
2
Modeling maxima with a regime-switching Fréchet model
Tan, Keqi
;
Chen, Yu
;
Chen, Pengzhan
- In:
Journal of risk
25
(
2022
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10014342458
Saved in:
3
Nonparametric estimation of systemic risk via conditional value-at-risk
Belhad, Ahmed
;
Lauria, Davide
;
Trindade, A. Alexandre
- In:
Journal of risk
25
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013549675
Saved in:
4
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
5
A numerical approach to the risk capital allocation problem
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Journal of risk
23
(
2021
)
5
,
pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
Saved in:
6
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
Saved in:
7
Modeling loss given default regressions
Li, Phillip
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Saved in:
8
Body and tail : an automated tail-detecting procedure
Hoffmann, Ingo
;
Börner, Christoph J.
- In:
Journal of risk
23
(
2020/2021
)
2
,
pp. 43-69
Persistent link: https://www.econbiz.de/10012500249
Saved in:
9
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
10
Counterparty risk : credit valuation adjustment variability and value-at-risk
Breton, Michèle
;
Marzouk, Oussama
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012059879
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