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~isPartOf:"Applied economics"
~isPartOf:"International journal of risk assessment and management : IJRAM"
~subject:"Risiko"
~subject:"Szenariotechnik"
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Search: subject_exact:"Risikomaß"
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Risiko
Szenariotechnik
Risikomaß
76
Risk measure
76
Risikomanagement
24
Risk management
24
Portfolio selection
23
Portfolio-Management
23
Theorie
23
Theory
23
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22
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21
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extreme value theory
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Corotis, Ross B.
2
Long, Huaigang
2
Alles, Lakshman
1
Barbi, Massimiliano
1
Blazsek, Szabolcs
1
Borges, Maria Rosa
1
Božović, Miloš
1
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1
Cover, James Peery
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Feng, Wenjun
1
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1
Fretheim, Torun
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1
Hamdi, Faiza
1
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1
Ho, Han-Chiang
1
Jiang, Yuexiang
1
Jones, Jennifer Marie
1
Kabalyants, Petr
1
Kristiansen, Glenn
1
Kussy, Mikhail
1
Lee, Eun-joo
1
Lee, Hye-Jin
1
Lee, Seung-Hwan
1
Liu, Su-Ping
1
Long, Xingchen
1
Long, Yunshen
1
Ma, Feng
1
Masmoudi, Faouzi
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1
Murray, Louis
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Romagnoli, Silvia
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1
Shim, Jeungbo
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Silva, André Luiz Carvalhal da
1
Siu, Tak Kuen
1
Soave, Gian Paulo
1
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1
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Applied economics
International journal of risk assessment and management : IJRAM
Insurance / Mathematics & economics
121
European journal of operational research : EJOR
51
Risks : open access journal
48
Journal of banking & finance
45
Finance research letters
36
Journal of risk
27
Quantitative finance
27
Mathematics of operations research
21
Finance and stochastics
20
International review of financial analysis
19
Economic modelling
18
Energy economics
18
Scandinavian actuarial journal
18
Mathematics and financial economics
17
Operations research
17
International journal of theoretical and applied finance
16
International review of economics & finance : IREF
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
The North American journal of economics and finance : a journal of financial economics studies
14
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Pacific-Basin finance journal
13
Research paper series / Swiss Finance Institute
13
Discussion paper / Tinbergen Institute
12
Journal of mathematical finance
12
Journal of risk and financial management : JRFM
12
Astin bulletin : the journal of the International Actuarial Association
11
Journal of empirical finance
11
Computational economics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of risk management in financial institutions
9
Operations research letters
9
The European journal of finance
9
The journal of risk model validation
9
Journal of international financial markets, institutions & money
8
Swiss Finance Institute Research Paper
8
Applied economics letters
7
Journal of econometrics
7
Journal of economic dynamics & control
7
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ECONIS (ZBW)
24
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24
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1
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:
2
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:
3
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:
4
On the black swan risk dynamical evaluation
Zuev, Sergei
;
Kabalyants, Petr
- In:
International journal of risk assessment and management …
25
(
2022
)
1/2
,
pp. 56-66
Persistent link: https://www.econbiz.de/10014227074
Saved in:
5
Scenario-based stochastic model for supplier selection and order allocation under disruption risk and quantity discount
Hamdi, Faiza
;
Masmoudi, Faouzi
- In:
International journal of risk assessment and management …
25
(
2022
)
1/2
,
pp. 84-102
Persistent link: https://www.econbiz.de/10014227076
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
The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights
Siu, Tak Kuen
- In:
Applied economics
53
(
2021
)
17
,
pp. 1991-2014
Persistent link: https://www.econbiz.de/10012500918
Saved in:
8
Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
Saved in:
9
Can cryptocurrencies be a safe haven : a tail risk perspective analysis
Feng, Wenjun
;
Yiming, Wang
;
Zhang, Zhengjun
- In:
Applied economics
50
(
2018
)
44
,
pp. 4745-4762
Persistent link: https://www.econbiz.de/10012061627
Saved in:
10
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
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