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~isPartOf:"Journal of banking & finance"
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~subject:"Prognoseverfahren"
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Prognoseverfahren
Risikomaß
262
Risk measure
262
Theorie
111
Theory
111
Portfolio selection
106
Portfolio-Management
106
Risikomanagement
67
Risk management
67
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63
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49
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49
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25
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McAleer, Michael
8
Blazsek, Szabolcs
3
Jiménez-Martín, Juan-Ángel
3
Pérez Amaral, Teodosio
3
Weiß, Gregor
3
Allen, David E.
2
Caporin, Massimiliano
2
McNeil, Alexander J.
2
Monteros, Luis Antonio
2
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2
Ziggel, Daniel
2
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1
Al-Fayoumi, Nedal
1
Asai, Manabu
1
Asai, Manuabu
1
Banulescu, Georgiana-Denisa
1
Berens, Tobias
1
Chang, Matthew C.
1
Charfeddine, Lanouar
1
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1
Diao, Xundi
1
Dumitrescu, Elena-Ivona
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
Lok, Yen H.
1
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1
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University of Canterbury / Dept. of Economics and Finance
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Applied economics
Journal of banking & finance
Working paper
International journal of forecasting
45
Journal of forecasting
32
Finance research letters
22
Discussion paper / Tinbergen Institute
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of empirical finance
14
Risks : open access journal
14
International review of financial analysis
13
Econometric Institute research papers
11
Journal of financial econometrics
11
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11
The North American journal of economics and finance : a journal of financial economics studies
11
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11
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10
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9
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8
Journal of risk and financial management : JRFM
8
Applied economics letters
7
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7
The European journal of finance
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CFS working paper series
6
European journal of operational research : EJOR
6
Journal of econometrics
6
Journal of risk management in financial institutions
6
International review of economics & finance : IREF
5
Research paper series / Swiss Finance Institute
5
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of commodity markets
4
Pacific-Basin finance journal
4
Research in international business and finance
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SFB 649 discussion paper
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Annals of financial economics
3
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ECONIS (ZBW)
31
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1
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:
2
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:
3
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:
4
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:
5
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
Saved in:
6
The impact of liquidity on portfolio value-at-risk forecasts
Hung, Jui-Cheng
;
Su, Jung-bin
;
Chang, Matthew C.
;
Wang, …
- In:
Applied economics
52
(
2020
)
3
,
pp. 242-259
Persistent link: https://www.econbiz.de/10012197387
Saved in:
7
Modeling asset returns under time-varying semi-nonparametric distributions
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012520880
Saved in:
8
Spectral backtests of forecast distributions with application to risk management
Gordy, Michael B.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012489248
Saved in:
9
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
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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