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subject:"Bankrisiko"
~isPartOf:"Journal of risk"
~subject:"ARCH-Modell"
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Search: subject_exact:"Risikomanagement"
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Bankrisiko
ARCH-Modell
Risikomanagement
76
Risk management
76
Portfolio selection
40
Portfolio-Management
40
Risikomaß
40
Risk measure
40
Theorie
32
Theory
32
risk management
23
Risiko
20
Risk
20
Financial services
19
Finanzdienstleistung
19
Credit risk
16
Kreditrisiko
16
Bank risk
11
Original research
11
Measurement
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Messung
10
Basel Accord
8
Basler Akkord
8
Estimation
8
Schätzung
8
ARCH model
7
Forecasting model
7
Hedging
7
Prognoseverfahren
7
value-at-risk (VaR)
7
Multivariate Verteilung
6
Multivariate distribution
6
Statistical distribution
6
Statistische Verteilung
6
Ausreißer
5
Outliers
5
Value-at-risk (VAR)
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5
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18
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Abad, Pilar
1
Adrian, Tobias
1
Alemany, Ramon
1
Benito Muela, Sonia
1
Bertram, Philip
1
Bolancé, Catalina
1
Braun, Valentin
1
Chen, Jiusheng
1
Cocozza, Rosa
1
Cong, Jianfa
1
Curcio, Domenico
1
Embrechts, Paul
1
Gianfrancesco, Igor
1
Hackethal, Andreas
1
Izhar, Hylmun
1
Jin, Faqi
1
Kabaila, Paul
1
Kellner, Ralf
1
Kinateder, Harald
1
Li, Jianping
1
Lu, Wei
1
López-Martín, Carmen
1
Mainzer, Rheanna
1
Muromachi, Yukio
1
Padilla Barreto, Alemar E.
1
Pedescu, Mirela
1
Rebonato, Riccardo
1
Rösch, Daniel
1
Scheule, Harald
1
Sibbertsen, Philipp
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Stahl, Gerhard
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Sánchez Granero, Miguel Angel
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Tan, Ken Seng
1
Tian, Meiyu
1
Wang, Chengguo
1
Wen, Fenghua
1
Wilkens, Sascha
1
Wu, Dengsheng
1
Yin, Wenjie
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Zhu, Xiaoqian
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Journal of risk
The journal of operational risk
82
Journal of risk management in financial institutions
80
Journal of banking & finance
56
Risiko-Manager
30
Finance research letters
26
International review of financial analysis
25
Journal of financial stability
23
Risks : open access journal
23
SpringerLink / Bücher
23
Economic modelling
16
European journal of operational research : EJOR
16
International journal of economics and financial issues : IJEFI
16
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of risk and financial management : JRFM
15
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
14
International journal of finance & economics : IJFE
14
Journal of banking regulation
14
Journal of international financial markets, institutions & money
14
Discussion paper
13
IMF working papers
13
The journal of risk model validation
13
Wiley finance series
13
Working paper series / European Central Bank
13
Research in international business and finance
12
Energy economics
11
Handbuch ökonomisches Kapitel
11
IMF country report
11
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
11
Die Bank
10
Discussion paper / Tinbergen Institute
10
Discussion papers / CEPR
10
Journal of financial intermediation
10
Journal of financial regulation and compliance : an international journal
10
Journal of securities operations & custody
10
Review of quantitative finance and accounting
10
Working papers / Financial Institutions Center
10
IMF Working Paper
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Pacific-Basin finance journal
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Springer eBook Collection
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ECONIS (ZBW)
18
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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
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:
3
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:
4
Estimation risk for value-at-risk and expected shortfall
Kabaila, Paul
;
Mainzer, Rheanna
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 29-47
Persistent link: https://www.econbiz.de/10011847463
Saved in:
5
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:
6
Impact of D-Vine structure on risk estimation
Bolancé, Catalina
;
Alemany, Ramon
;
Padilla Barreto, …
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011914672
Saved in:
7
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:
8
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:
9
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:
10
Basel II versus III: a comparative assessment of minimum capital requirements for internal model approaches
Kinateder, Harald
- In:
Journal of risk
18
(
2015/2016
)
3
,
pp. 25-45
Persistent link: https://www.econbiz.de/10011439046
Saved in:
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