//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Bankenaufsicht"
subject:"Bankrisiko"
~accessRights:"restricted"
~isPartOf:"Journal of risk management in financial institutions"
~isPartOf:"Journal of risk"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk management"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Bankenaufsicht
Bankrisiko
Volatility
Risikomanagement
49
Risk management
49
Portfolio selection
26
Portfolio-Management
26
Risikomaß
25
Risk measure
25
Theorie
24
Theory
24
risk management
20
Financial services
15
Finanzdienstleistung
15
Risiko
14
Risk
14
Credit risk
13
Kreditrisiko
13
Original research
9
Bank risk
7
Measurement
7
Messung
7
Forecasting model
6
Prognoseverfahren
6
value-at-risk (VaR)
6
ARCH model
5
ARCH-Modell
5
Basel Accord
5
Basler Akkord
5
Volatilität
5
Ausreißer
4
Estimation
4
Outliers
4
Schätzung
4
Statistical distribution
4
Statistische Verteilung
4
credit risk
4
Hedging
3
Multivariate Verteilung
3
Multivariate distribution
3
Value-at-risk (VAR)
3
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Adrian, Tobias
1
Castellanos, Jenny
1
Chan, Jiun Hong
1
Charoenwong, Ben
1
Chen, Jiusheng
1
Constantinou, Nick
1
Embrechts, Paul
1
Feng, Guanhao
1
Jin, Faqi
1
Joshi, Mark S.
1
Kellner, Ralf
1
Li, Jianping
1
Lu, Wei
1
Pedescu, Mirela
1
Rebonato, Riccardo
1
Riccetti, Luca
1
Rösch, Daniel
1
Scheule, Harald
1
Tian, Meiyu
1
Wen, Fenghua
1
Wilkens, Sascha
1
Wing Lon Ng
1
Wu, Dengsheng
1
Yin, Wenjie
1
Zhu, Dan
1
Zhu, Xiaoqian
1
more ...
less ...
Published in...
All
Journal of risk management in financial institutions
Journal of risk
The journal of operational risk
59
Journal of banking & finance
30
Finance research letters
28
SpringerLink / Bücher
25
International review of financial analysis
22
Energy economics
18
Journal of financial stability
18
European journal of operational research : EJOR
14
Journal of international financial markets, institutions & money
13
The North American journal of economics and finance : a journal of financial economics studies
12
Pacific-Basin finance journal
11
Discussion papers / CEPR
10
Journal of banking regulation
10
Springer eBook Collection
10
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
10
International journal of finance & economics : IJFE
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Research in international business and finance
9
Applied economics
8
Economic modelling
8
International review of economics & finance : IREF
8
Discussion paper / Centre for Economic Policy Research
7
The journal of corporate finance : contracting, governance and organization
7
The journal of risk model validation
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics letters
6
Journal of financial intermediation
6
Review of quantitative finance and accounting
6
Die Bank
5
Journal of financial econometrics
5
Journal of financial regulation and compliance : an international journal
5
Journal of risk finance : the convergence of financial products and insurance
5
Quantitative finance
5
Risk assessment and financial regulation in emerging markets' banking : trends and prospects
5
The European journal of finance
5
Business, Economics, and Law
4
Insurance / Mathematics & economics
4
International journal of Islamic and Middle Eastern finance and management
4
International journal of financial research
4
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
A general framework for constructing bank risk data sets
Zhu, Xiaoqian
;
Lu, Wei
;
Wu, Dengsheng
;
Li, Jianping
- In:
Journal of risk
21
(
2018/2019
)
1
,
pp. 37-59
Persistent link: https://www.econbiz.de/10011980291
Saved in:
3
The quickest way to lose the money you cannot afford to lose : reverse stress testing with maximum entropy
Rebonato, Riccardo
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 83-93
Persistent link: https://www.econbiz.de/10011847481
Saved in:
4
Does higher-frequency data always help to predict longer-horizon volatility?
Charoenwong, Ben
;
Feng, Guanhao
- In:
Journal of risk
19
(
2017
)
5
,
pp. 55-75
Persistent link: https://www.econbiz.de/10011747111
Saved in:
5
How risk managers should fix tracking error volatility and value-at-risk constraints in asset management
Riccetti, Luca
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 79-102
Persistent link: https://www.econbiz.de/10011710254
Saved in:
6
Risk management and regulation
Adrian, Tobias
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 23-57
Persistent link: https://www.econbiz.de/10011847421
Saved in:
7
Measuring the systemic risk of China's banking sector : an application of differential DebtRank
Yin, Wenjie
;
Jin, Faqi
;
Tian, Meiyu
;
Wen, Fenghua
- In:
Journal of risk
22
(
2019
)
1
,
pp. 43-66
Persistent link: https://www.econbiz.de/10013177100
Saved in:
8
Default risk charge : modeling framework for the "Basel" risk measure
Wilkens, Sascha
;
Pedescu, Mirela
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011710248
Saved in:
9
A Darwinian view on internal models
Embrechts, Paul
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011847418
Saved in:
10
The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of risk
18
(
2016
)
6
,
pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->