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~isPartOf:"Annals of financial economics"
~isPartOf:"Journal of econometrics"
~subject:"Prognoseverfahren"
~subject:"Risikomaß"
~type_genre:"Article in journal"
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Search: subject_exact:"Risk measure"
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Prognoseverfahren
Risikomaß
Risk measure
50
Theorie
25
Theory
25
Portfolio selection
19
Portfolio-Management
19
Statistical distribution
19
Statistische Verteilung
19
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17
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Nichtparametrisches Verfahren
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Francq, Christian
3
Paolella, Marc S.
3
Zakoïan, Jean-Michel
3
Hong, Yongmiao
2
Härdle, Wolfgang
2
Koopman, Siem Jan
2
Polak, Pawel
2
Wang, Weining
2
White, Halbert
2
Zhang, Zhengjun
2
Bandi, Federico M.
1
Bertail, Patrice
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
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1
Chan, Ngai Hang
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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
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1
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1
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1
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1
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Annals of financial economics
Journal of econometrics
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
121
European journal of operational research : EJOR
109
Risks : open access journal
106
Finance research letters
93
Economic modelling
69
Energy economics
69
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
60
International journal of forecasting
55
Journal of empirical finance
54
Applied economics
53
Journal of risk and financial management : JRFM
52
Quantitative finance
51
International journal of theoretical and applied finance
47
Journal of risk management in financial institutions
47
The journal of operational risk
45
Journal of forecasting
42
Computational economics
38
The European journal of finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
International review of economics & finance : IREF
35
Research in international business and finance
35
Journal of economic dynamics & control
33
Journal of international financial markets, institutions & money
32
Applied economics letters
31
Scandinavian actuarial journal
31
Finance and stochastics
30
Pacific-Basin finance journal
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Operations research letters
28
Journal of financial econometrics
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Journal of mathematical finance
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
25
Mathematics and financial economics
25
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ECONIS (ZBW)
50
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1
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
2
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
3
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:
4
Density and risk prediction with non-Gaussian COMFORT models
Paolella, Marc S.
;
Polak, Pawel
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014442390
Saved in:
5
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
6
Estimation and inference about tail features with tail censored data
Wang, Yulong
;
Xiao, Zhijie
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10013463894
Saved in:
7
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:
8
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:
9
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:
10
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
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