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~accessRights:"restricted"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of mathematical finance"
~subject:"Finanzkrise"
~subject:"Prognoseverfahren"
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Finanzkrise
Prognoseverfahren
Risikomaß
75
Risk measure
75
Theorie
39
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39
Portfolio selection
37
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37
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35
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35
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McNeil, Alexander J.
2
Abduraimova, Kumushoy
1
Bernard, Carole
1
Breuer, Thomas
1
Brownlees, Christian
1
Chabot, Ben
1
Cheng, Hao
1
Colivicchi, Ilaria
1
Cui, Xuecan
1
Cui, Xueting
1
Du, Zaichao
1
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1
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Journal of banking & finance
Journal of mathematical finance
Finance research letters
37
International journal of forecasting
31
Economic modelling
15
The North American journal of economics and finance : a journal of financial economics studies
15
International review of financial analysis
14
Applied economics
13
Journal of forecasting
13
Journal of risk
13
Energy economics
12
Journal of empirical finance
11
Computational economics
10
Journal of economic dynamics & control
10
Journal of financial econometrics
10
International review of economics & finance : IREF
9
Pacific-Basin finance journal
9
Quantitative finance
9
The European journal of finance
9
European journal of operational research : EJOR
8
Journal of econometrics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of international financial markets, institutions & money
8
The journal of risk model validation
8
Applied economics letters
7
Research in international business and finance
7
Risk management : a journal of risk, crisis and disaster
7
Discussion papers / CEPR
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of commodity markets
4
Journal of risk : JOR
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Discussion paper / Centre for Economic Policy Research
3
Journal of applied econometrics
3
Journal of financial stability
3
Journal of international money and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research paper series / Swiss Finance Institute
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Review of financial economics : RFE
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ECONIS (ZBW)
23
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1
The case for CASE : estimating heterogeneous systemic effects
Du, Zaichao
;
Escanciano, Juan Carlos
;
Zhu, Guangwei
- In:
Journal of banking & finance
157
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490722
Saved in:
2
Impact of systemic risk regulation on optimal policies and asset prices
Bernard, Carole
;
Cui, Xuecan
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491945
Saved in:
3
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
4
Forecasting value at risk and expected shortfall using a model with a dynamic omega ratio
Taylor, James W.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463062
Saved in:
5
Machine-learning-enhanced systemic risk measure : a two-step supervised learning approach
Liu, Ruicheng
;
Pun, Chi Seng
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013448776
Saved in:
6
Contagion and tail risk in complex financial networks
Abduraimova, Kumushoy
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013530779
Saved in:
7
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
Saved in:
8
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
Saved in:
9
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
Saved in:
10
Modeling asset returns under time-varying semi-nonparametric distributions
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012520880
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