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subject:"Risikomaß"
subject:"USA"
~isPartOf:"Journal of econometrics"
~subject:"Derivat"
~subject:"Portfolio-Management"
~subject:"Statistische Methode"
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Risikomaß
USA
Derivat
Portfolio-Management
Statistische Methode
Risikomanagement
25
Risk management
25
Risk measure
12
Theorie
11
Theory
11
Portfolio selection
9
Risiko
6
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6
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5
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Chen, Rong
3
Hong, Yongmiao
2
Mykland, Per A.
2
Yao, Qiwei
2
Zhang, Zhengjun
2
Bandi, Federico M.
1
Catania, Leopoldo
1
Chan, Thomas W. C.
1
Chang, Chia-Lin
1
Chen, Rui
1
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1
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1
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1
Diebold, Francis X.
1
Egorov, Alexej V.
1
Fan, Jianqing
1
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1
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1
Girard, Stéphane
1
Han, Fang
1
Härdle, Wolfgang
1
Jiménez-Martín, Juan-Ángel
1
Li, Haitao
1
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1
Liu, Yanhui
1
Luati, Alessandra
1
Maasoumi, Esfandiar
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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1
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1
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1
Wang, Shouyang
1
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1
Wang, Zhicheng
1
Yu, Lining
1
Yılmaz, Kamil
1
Zhao, Zifeng
1
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Journal of econometrics
Insurance / Mathematics & economics
138
Journal of banking & finance
108
Risks : open access journal
81
European journal of operational research : EJOR
76
Finance research letters
64
Journal of risk management in financial institutions
62
Energy economics
55
Journal of risk
54
International review of financial analysis
46
SpringerLink / Bücher
46
Wiley finance series
42
Economic modelling
37
Journal of risk and financial management : JRFM
37
Quantitative finance
37
The North American journal of economics and finance : a journal of financial economics studies
35
Working paper / National Bureau of Economic Research, Inc.
34
Agricultural finance review
31
International review of economics & finance : IREF
31
The journal of operational risk
31
The journal of portfolio management : JPM
30
The journal of risk model validation
29
Applied economics
28
The journal of portfolio management : a publication of Institutional Investor
28
International journal of theoretical and applied finance
27
The European journal of finance
24
The journal of investing
24
Journal of empirical finance
22
The journal of asset management
22
NBER working paper series
21
International journal of risk assessment and management : IJRAM
20
Research paper series / Swiss Finance Institute
20
Risiko-Manager
20
Springer eBook Collection
20
The journal of risk and insurance : the journal of the American Risk and Insurance Association
20
The review of financial studies
20
Management science : journal of the Institute for Operations Research and the Management Sciences
19
The journal of futures markets
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Journal of financial economics
17
Journal of risk finance : the convergence of financial products and insurance
17
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ECONIS (ZBW)
16
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1
Semiparametric modeling of multiple quantiles
Catania, Leopoldo
;
Luati, Alessandra
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014471520
Saved in:
2
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
3
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
4
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
5
Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Patton, Andrew J.
;
Ziegel, Johanna F.
;
Chen, Rui
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
Saved in:
6
Mark to market value at risk
Chen, Yu
;
Wang, Zhicheng
;
Zhang, Zhengjun
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 299-321
Persistent link: https://www.econbiz.de/10012145015
Saved in:
7
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
8
TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang
;
Wang, Weining
;
Yu, Lining
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
Saved in:
9
Financial statistics and risk management : an overview
Chen, Rong
;
Mykland, Per A.
;
Yao, Qiwei
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 203-204
Persistent link: https://www.econbiz.de/10011705103
Saved in:
10
Robust inference of risks of large portfolios
Fan, Jianqing
;
Han, Fang
;
Liu, Han
;
Vickers, Byron
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10011705149
Saved in:
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