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~isPartOf:"Applied economics"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Journal of banking & finance"
~subject:"Prognoseverfahren"
~subject:"Systemic risk"
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Search: subject_exact:"Risk measure"
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Prognoseverfahren
Systemic risk
Risikomaß
243
Risk measure
243
Theorie
112
Theory
112
Portfolio selection
99
Portfolio-Management
99
Risiko
67
Risikomanagement
67
Risk
67
Risk management
67
Estimation
47
Schätzung
47
Statistical distribution
47
Statistische Verteilung
47
ARCH model
43
ARCH-Modell
43
Volatility
37
Volatilität
37
Financial crisis
29
Finanzkrise
29
Forecasting model
28
Capital income
26
Kapitaleinkommen
26
Measurement
26
Messung
26
Ausreißer
23
Multivariate Verteilung
23
Multivariate distribution
23
Outliers
23
Credit risk
22
Kreditrisiko
22
Basel Accord
19
Basler Akkord
19
Systemrisiko
19
Bank risk
18
Bankrisiko
18
Welt
17
World
17
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Undetermined
30
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Article
41
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5
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41
Aufsatz in Zeitschrift
41
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
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English
46
Author
All
Weiß, Gregor
4
Blazsek, Szabolcs
3
Marcellino, Massimiliano
3
Carriero, Andrea
2
Clark, Todd E.
2
McNeil, Alexander J.
2
Monteros, Luis Antonio
2
Qin, Xiao
2
Wied, Dominik
2
Ziggel, Daniel
2
Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Banulescu, Georgiana-Denisa
1
Baumeister, Christiane
1
Berens, Tobias
1
Bernard, Carole
1
Bostandzic, Denefa
1
Breuer, Thomas
1
Brownlees, Christian
1
Chabot, Ben
1
Chang, Matthew C.
1
Charfeddine, Lanouar
1
Chen Zhou
1
Cover, James Peery
1
Cui, Xuecan
1
DasGupta, Ranjan
1
De Polis, Andrea
1
Delle Monache, Davide
1
Diao, Xundi
1
Du, Zaichao
1
Dumitrescu, Elena-Ivona
1
Düllmann, Klaus
1
Ergün, Tolga A.
1
Escanciano, Juan Carlos
1
Farmer, J. Doyne
1
Gagnon, Marie-Hélène
1
Ganics, Gergely
1
Geanakoplos, John
1
Ghysels, Eric
1
Girardi, Giulio
1
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Applied economics
Discussion papers / CEPR
Journal of banking & finance
International journal of forecasting
50
Finance research letters
47
Journal of forecasting
32
International review of financial analysis
24
Discussion paper / Tinbergen Institute
22
Risks : open access journal
20
Economic modelling
17
Energy economics
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
The North American journal of economics and finance : a journal of financial economics studies
17
The journal of risk model validation
17
Journal of empirical finance
16
Applied economics letters
15
Journal of risk
15
Computational economics
13
International review of economics & finance : IREF
13
Quantitative finance
13
Journal of financial econometrics
12
Journal of risk and financial management : JRFM
12
Research in international business and finance
12
SFB 649 discussion paper
12
The European journal of finance
12
Econometric Institute research papers
11
Journal of economic dynamics & control
11
European journal of operational research : EJOR
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of econometrics
10
Journal of financial stability
10
Journal of risk management in financial institutions
10
Pacific-Basin finance journal
10
Working paper
9
Working papers
9
CFS working paper series
8
Insurance / Mathematics & economics
8
Journal of international financial markets, institutions & money
8
Research paper series / Swiss Finance Institute
6
Risk management : a journal of risk, crisis and disaster
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
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ECONIS (ZBW)
46
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1
Risky oil : it's all in the tails
Baumeister, Christiane
;
Huber, Florian
;
Marcellino, …
-
2024
Persistent link: https://www.econbiz.de/10014537272
Saved in:
2
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:
3
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:
4
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:
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
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:
7
Capturing macroeconomic tail risks with bayesian vector autoregressions
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2022
Persistent link: https://www.econbiz.de/10013286806
Saved in:
8
Systemic risk allocation using the asymptotic marginal expected shortfall
Qin, Xiao
;
Chen Zhou
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012820456
Saved in:
9
Measuring systemic risk with a dynamic copula-based approach
Jang, Hyun Jin
;
Pan, Xiao
;
Park, Sumin
- In:
Applied economics
53
(
2021
)
50
,
pp. 5843-5863
Persistent link: https://www.econbiz.de/10012627102
Saved in:
10
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:
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