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~isPartOf:"Applied economics"
~isPartOf:"Industrial marketing management : the international journal for industrial and high-tech firms"
~isPartOf:"Springer eBook Collection"
~subject:"Risk measure"
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Risk measure
Value creation
226
Betriebliche Wertschöpfung
224
Lieferantenmanagement
103
Supplier relationship management
103
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94
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93
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93
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93
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87
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87
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61
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60
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60
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Blazsek, Szabolcs
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2
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2
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2
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2
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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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1
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1
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1
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1
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Applied economics
Industrial marketing management : the international journal for industrial and high-tech firms
Springer eBook Collection
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
121
European journal of operational research : EJOR
110
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
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62
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60
International journal of forecasting
55
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54
Journal of risk and financial management : JRFM
52
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51
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47
International journal of theoretical and applied finance
46
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42
Journal of econometrics
41
Computational economics
38
The European journal of finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
International review of economics & finance : IREF
35
Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
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Journal of economic dynamics & control
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31
Scandinavian actuarial journal
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30
Econometric Institute research papers
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ECONIS (ZBW)
61
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1
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:
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
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
4
A panel threshold VAR with stochastic volatility-in-mean model : an application to the effects of financial and uncertainty shocks in emerging economies
Soave, Gian Paulo
- In:
Applied economics
55
(
2023
)
4
,
pp. 397-431
Persistent link: https://www.econbiz.de/10013494431
Saved in:
5
Unconditional density vs conditional density functions in estimating
value
-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
Saved in:
6
Quantification of Structural Liquidity Risk in Banks
Wieser, Christoph
-
2022
for stressing the refinancing costs. The change in present
value
between closing open liquidity positions under stressed …
Persistent link: https://www.econbiz.de/10013414562
Saved in:
7
Capital Market Finance : An Introduction to Primitive Assets, Derivatives, Portfolio Management and Risk
Poncet, Patrice
;
Portait, Roland
;
Toder, Igor
-
2022
Simulations -- 27
Value
at Risk, Expected Shortfall and Other Risk Measures -- 28 Credit Risk (1) – Credit Risk Assessment …
Persistent link: https://www.econbiz.de/10013441427
Saved in:
8
A gradient boosting approach to estimating tail risk interconnectedness
Long, Yunshen
;
Zeng, LinQing
;
Wang, Jing
;
Long, Xingchen
; …
- In:
Applied economics
54
(
2022
)
8
,
pp. 862-879
Persistent link: https://www.econbiz.de/10012874756
Saved in:
9
Energy Trading and Risk Management : Commentary on Arbitrage, Risk Measurement, and Hedging Strategy
Nakajima, Tadahiro
;
Hamori, Shigeyuki
-
2022
hedge ratio, copula,
value
-at-risk (VaR), expected shortfall, vector autoregressive (VAR) models, vector moving average (VMA …
Persistent link: https://www.econbiz.de/10013431279
Saved in:
10
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
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