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~isPartOf:"Applied economics"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Multivariate distribution"
~subject:"extreme value theory"
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Multivariate distribution
extreme value theory
Risk measure
271
Risikomaß
270
Theorie
197
Theory
197
Risk
138
Risiko
137
Portfolio selection
125
Portfolio-Management
125
Measurement
109
Messung
109
Risikomanagement
108
Risk management
108
Statistical distribution
91
Statistische Verteilung
91
Multivariate Verteilung
34
Ausreißer
33
Outliers
33
Risikomodell
33
Risk model
33
Reinsurance
32
Rückversicherung
32
Estimation
30
Schätzung
29
ARCH model
27
ARCH-Modell
27
Capital income
27
Kapitaleinkommen
27
Estimation theory
26
Schätztheorie
26
Value-at-Risk
25
Stochastic process
21
Stochastischer Prozess
21
Probability theory
19
Wahrscheinlichkeitsrechnung
19
Risk measures
17
Capital allocation
15
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15
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15
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39
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Di Bernardino, Elena
2
Eling, Martin
2
Gijbels, Irène
2
Hammoudeh, Shawkat
2
Hernandez, Jose Arreola
2
Jung, Kwangmin
2
Tiwari, Aviral Kumar
2
Yang, Fan
2
Al-Yahyaee, Khamis Hamed
1
Allen, David E.
1
Apaydin, Aysen
1
Artís Ortuño, Manuel
1
Bahroui, Zuhair
1
Barbi, Massimiliano
1
Bartels, Mariana
1
Bolancé, Catalina
1
Božović, Miloš
1
Cao, Hong
1
Chen, Yu
1
Cong, Rong-Gang
1
Coqueret, Guillaume
1
Cossette, Hélène
1
Cousin, Areski
1
DasGupta, Ranjan
1
Dhaene, Jan
1
Díaz Hernández, Adán
1
Ergen, Ibrahim
1
Feng, Xiaoping
1
Fernández-Ponce, J. M.
1
Fretheim, Torun
1
Furman, Edward
1
Geman, Hélyette
1
Geng, Wenjing
1
Goodwin, Barry K.
1
Guan, Dabo
1
Herrmann, Klaus
1
Hou, Yanxi
1
Hu, Taizhong
1
Hua, Lei
1
Ivantsova, Anastasia
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Applied economics
Insurance / Mathematics & economics
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
Finance research letters
6
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)
39
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1
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:
2
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:
3
Risk aggregation and capital allocation using a new generalized Archimedean copula
Marri, Fouad
;
Moutanabbir, Khouzeima
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013271960
Saved in:
4
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
Saved in:
5
Statistical inference for tail-based cumulative residual entropy
Sun, Hongfang
;
Chen, Yu
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 66-95
Persistent link: https://www.econbiz.de/10013198327
Saved in:
6
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:
7
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:
8
Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan
;
Tan, Ken Seng
;
Yang, Fan
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
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
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
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