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~isPartOf:"Applied economics"
~isPartOf:"Finance research letters"
~subject:"Multivariate distribution"
~subject:"extreme value theory"
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Search: subject_exact:"Risk measure"
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Multivariate distribution
extreme value theory
Risikomaß
146
Risk measure
146
Portfolio selection
59
Portfolio-Management
59
Theorie
54
Theory
54
Risiko
51
Risk
51
ARCH model
42
ARCH-Modell
42
Volatility
42
Volatilität
42
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40
Risk management
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Estimation
38
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31
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28
Statistische Verteilung
28
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22
Finanzkrise
22
Measurement
19
Messung
19
Ausreißer
18
Multivariate Verteilung
18
Outliers
18
Systemic risk
18
Systemrisiko
18
Virtual currency
17
Virtuelle Währung
17
Aktienmarkt
14
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14
Welt
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World
12
China
11
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23
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Hammoudeh, Shawkat
2
Hernandez, Jose Arreola
2
Tiwari, Aviral Kumar
2
Al-Yahyaee, Khamis Hamed
1
Allen, David E.
1
Barbi, Massimiliano
1
Bouri, Elie
1
Božović, Miloš
1
Cao, Hong
1
Chen, Zhang
1
Cong, Rong-Gang
1
DasGupta, Ranjan
1
De Luca, Giovanni
1
Díaz Hernández, Adán
1
Ergen, Ibrahim
1
Fretheim, Torun
1
Geman, Hélyette
1
Geng, Wenjing
1
Goodwin, Barry K.
1
Guan, Dabo
1
Guégan, Dominique
1
Han, Yingwei
1
Janabi, Mazin A. M. al
1
Jang, Hyun Jin
1
Ji, Hao
1
Ji, Qiang
1
Jiang, Yuexiang
1
Jin, Xiaoye
1
Kamal, Elham
1
Karnakar, Madhusudan
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Kinateder, Harald
1
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1
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1
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1
Li, Ping
1
Long, Huaigang
1
Mensi, Walid
1
Mi, Zhi-Fu
1
Moosavian, Seyyed Ali Zeytoon Nejad
1
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Applied economics
Finance research letters
Insurance / Mathematics & economics
22
Energy economics
16
Risks : open access journal
16
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of banking & finance
11
Journal of risk and financial management : JRFM
11
SFB 649 discussion paper
10
Economic modelling
9
International review of financial analysis
9
Journal of risk
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Applied economics letters
5
Computational economics
5
European journal of operational research : EJOR
5
International Journal of Financial Studies : open access journal
5
Pacific-Basin finance journal
5
The European journal of finance
5
International journal of finance & economics : IJFE
4
International journal of forecasting
4
International review of economics & finance : IREF
4
Journal of financial econometrics
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
Quantitative finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Agricultural finance review
3
Astin bulletin : the journal of the International Actuarial Association
3
Discussion paper / Tinbergen Institute
3
Economics letters
3
Financial innovation : FIN
3
Journal of empirical finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of mathematical finance
3
Quantitative finance and economics
3
Reihe Quantitative Ökonomie : Ökon
3
Review of quantitative finance and accounting
3
Risk management : a journal of risk, crisis and disaster
3
Scandinavian actuarial journal
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ECONIS (ZBW)
23
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1
FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie
;
Kamal, Elham
;
Kinateder, Harald
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
Saved in:
2
Research on extreme risk measurement in the international carbon emission futures market, based on a two-component Beta-Skew-t-EGARCH-POT model
Geng, Wenjing
;
Zhao, Xin
;
Zhou, Xiaoxiao
- In:
Applied economics
55
(
2023
)
36
,
pp. 4194-4203
Persistent link: https://www.econbiz.de/10014299610
Saved in:
3
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
4
GARCH copula quantile regression model for risk spillover analysis
Tian, Maoxi
;
Ji, Hao
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014520440
Saved in:
5
Modelling dependence and systemic risk between oil prices and BSE sectoral indices using stochastic copula and CoVar, ΔCoVar and MES approaches
Tiwari, Aviral Kumar
;
Pathak, Rajesh
;
DasGupta, Ranjan
; …
- In:
Applied economics
53
(
2021
)
58
,
pp. 6770-6788
Persistent link: https://www.econbiz.de/10012697968
Saved in:
6
Flexible modelling of multivariate risks in pricing margin protection insurance : modelling portfolio risks with mixtures of mixtures
Moosavian, Seyyed Ali Zeytoon Nejad
;
Goodwin, Barry K.
- In:
Applied economics
53
(
2021
)
4
,
pp. 411-440
Persistent link: https://www.econbiz.de/10012416054
Saved in:
7
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:
8
Diamonds and precious metals for reduction of portfolio tail risk
Barbi, Massimiliano
;
Geman, Hélyette
;
Romagnoli, Silvia
- In:
Applied economics
52
(
2020
)
26
,
pp. 2841-2861
Persistent link: https://www.econbiz.de/10012221456
Saved in:
9
Dependence risk analysis in energy, agricultural and precious metals commodities : a pair vine copula approach
Kumar, Satish
;
Tiwari, Aviral Kumar
;
Raheem, I. D.
;
Ji, …
- In:
Applied economics
52
(
2020
)
28
,
pp. 3055-3072
Persistent link: https://www.econbiz.de/10012221480
Saved in:
10
Risk measurement of international carbon market based on multiple risk factors heterogeneous dependence
Chen, Zhang
;
Yang, Yu
;
Yun, Po
- In:
Finance research letters
32
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012430683
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