//--> //--> //-->
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:"Financial crisis"
~isPartOf:"Staff working papers / Bank of England"
~subject:"Statistical distribution"
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 measure"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Financial crisis
Statistical distribution
Risikomaß
10
Risk measure
10
Risiko
6
Risk
6
Estimation
5
Schätzung
5
Finanzkrise
4
Risikomanagement
4
Risk management
4
Theorie
4
Theory
4
Portfolio selection
3
Portfolio-Management
3
tail risk
3
CAPM
2
Co-exceedance
2
Forecasting model
2
Multivariate Analyse
2
Multivariate analysis
2
Prognoseverfahren
2
Statistische Verteilung
2
Systemic risk
2
Systemrisiko
2
Volatility
2
Volatilität
2
risk contribution
2
value at risk
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Asset pricing
1
Ausreißer
1
Bank
1
Bank risk
1
Bankrisiko
1
Basel Accord
1
Basler Akkord
1
Bayes-Statistik
1
more ...
less ...
Online availability
All
Free
5
Undetermined
1
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
6
Author
All
Stoja, Evarist
3
Harris, Richard D. F.
2
Brookes, James
1
Chatterjee, Somnath
1
Covi, Giovanni
1
Jobst, Andreas A.
1
Lloyd, Simon
1
Manuel, Ed
1
Nguyen, Linh H.
1
Panchev, Konstantin
1
Polanski, Arnold
1
Raja, Charumathi
1
Tan, Linzhi
1
more ...
less ...
Published in...
All
Staff working papers / Bank of England
Insurance / Mathematics & economics
76
Journal of banking & finance
51
Discussion paper / Tinbergen Institute
33
Economic modelling
28
Risks : open access journal
28
Finance research letters
26
International journal of forecasting
24
International review of financial analysis
23
Journal of risk
21
Applied economics
20
The journal of operational risk
20
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of econometrics
18
International review of economics & finance : IREF
16
Journal of empirical finance
15
The journal of risk model validation
15
Journal of risk and financial management : JRFM
14
European journal of operational research : EJOR
13
Journal of financial econometrics
13
Journal of international financial markets, institutions & money
13
The European journal of finance
13
Energy economics
12
Journal of forecasting
12
Pacific-Basin finance journal
12
Working paper
12
Computational economics
11
Econometric Institute research papers
11
Quantitative finance
11
SFB 649 discussion paper
11
Scandinavian actuarial journal
11
Working papers
11
Applied economics letters
10
Astin bulletin : the journal of the International Actuarial Association
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of risk management in financial institutions
10
Swiss Finance Institute Research Paper
10
Research in international business and finance
9
Research paper series / Swiss Finance Institute
9
International journal of theoretical and applied finance
8
Journal of economic dynamics & control
8
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Measuring Capital at Risk in the UK banking sector: a microstructural network approach
Covi, Giovanni
;
Brookes, James
;
Raja, Charumathi
-
2022
Persistent link: https://www.econbiz.de/10013286826
Saved in:
2
Market-implied systemic risk and shadow capital adequacy
Chatterjee, Somnath
;
Jobst, Andreas A.
-
2019
Persistent link: https://www.econbiz.de/10012202397
Saved in:
3
Foreign vulnerabilities, domestic risks : the global drivers of GDP-at-Risk
Lloyd, Simon
;
Manuel, Ed
;
Panchev, Konstantin
-
2021
Persistent link: https://www.econbiz.de/10012795156
Saved in:
4
Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold
;
Stoja, Evarist
-
2017
Persistent link: https://www.econbiz.de/10011669462
Saved in:
5
The dynamic Black-Litterman approach to asset allocation
Harris, Richard D. F.
;
Stoja, Evarist
;
Tan, Linzhi
-
2016
Persistent link: https://www.econbiz.de/10011480647
Saved in:
6
Extreme downside risk and financial crises
Harris, Richard D. F.
;
Nguyen, Linh H.
;
Stoja, Evarist
-
2015
Persistent link: https://www.econbiz.de/10011402719
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->