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subject:"Risiko"
subject:"Welt"
~isPartOf:"The journal of risk model validation"
~subject:"Risikomaß"
~subject:"Risk measure"
~subject:"value-at-risk (VaR)"
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Risiko
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Risk measure
value-at-risk (VaR)
Risikomanagement
47
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47
Credit risk
16
Kreditrisiko
16
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backtesting
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Bloxham, Nicholas
2
Mitic, Peter
2
Abad, Pilar
1
Arnsdorf, Matthias
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Arrieta, Daniel
1
Bee, Marco
1
Benito Muela, Sonia
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Biljon, L. van
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Ha Tran Manh
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Mai Ngoc Tran
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The journal of risk model validation
Insurance / Mathematics & economics
140
Risks : open access journal
121
Finance research letters
101
European journal of operational research : EJOR
96
Journal of banking & finance
89
Journal of risk management in financial institutions
87
Energy economics
61
International review of financial analysis
53
Journal of risk and financial management : JRFM
48
Journal of risk
47
SpringerLink / Bücher
47
International journal of production research
43
Economic modelling
41
International journal of risk assessment and management : IJRAM
40
The journal of operational risk
37
International journal of production economics
35
International review of economics & finance : IREF
34
The North American journal of economics and finance : a journal of financial economics studies
34
World Bank E-Library Archive
32
Applied economics
30
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
30
International journal of project management : the journal of The International Project Management Association
28
NBER working paper series
28
Springer eBook Collection
27
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Discussion paper / Tinbergen Institute
25
Quantitative finance
25
Research paper series / Swiss Finance Institute
24
Research in international business and finance
23
Journal of financial stability
22
NBER Working Paper
22
The European journal of finance
22
Applied economics letters
21
CESifo working papers
21
Agricultural finance review
20
Journal of international financial markets, institutions & money
20
Pacific-Basin finance journal
20
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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International journal of theoretical and applied finance
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ECONIS (ZBW)
25
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1
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
2
Value-at-risk and the global financial crisis
Ha Tran Manh
;
Mai Ngoc Tran
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 41-83
Persistent link: https://www.econbiz.de/10014485605
Saved in:
3
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
Saved in:
4
Quantifying model selection risk in macroeconomic sensitivity models
Breeden, Joseph L.
;
Dobrinov, Nikolay
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 55-71
Persistent link: https://www.econbiz.de/10014540599
Saved in:
5
Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio
Jacobs, Michael <Jr.>
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 73-111
Persistent link: https://www.econbiz.de/10014540601
Saved in:
6
Model risk qualification based on relative entropy
Arrieta, Daniel
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014540603
Saved in:
7
Evaluation of backtesting techniques on risk models with different horizons
Kontaxis, Grigorios
;
Tsolas, Ioannis E.
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 29-50
Persistent link: https://www.econbiz.de/10013173367
Saved in:
8
Incremental value-at-risk
Mitic, Peter
;
Cooper, James
;
Bloxham, Nicholas
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 65-101
Persistent link: https://www.econbiz.de/10014335925
Saved in:
9
The use of range-based volatility estimators in testing for Granger causality in risk on international capital markets
Fałdziński, Marcin
;
Osińska, Magdalena
- In:
The journal of risk model validation
14
(
2020
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014335988
Saved in:
10
The role of the loss function in value-at-risk comparisons
Abad, Pilar
;
Benito Muela, Sonia
;
López Martin, Carmen
- In:
The journal of risk model validation
9
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010516723
Saved in:
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