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~isPartOf:"Applied economics"
~isPartOf:"Journal of banking & finance"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Systemrisiko"
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Prognoseverfahren
Risk
Systemrisiko
Risikomaß
234
Risk measure
234
Theorie
106
Theory
106
Portfolio selection
97
Portfolio-Management
97
Risikomanagement
66
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60
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Multivariate Verteilung
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Credit risk
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Ausreißer
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Outliers
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Basel Accord
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Basler Akkord
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Weiß, Gregor
4
Blazsek, Szabolcs
3
Brandtner, Mario
3
Daníelsson, Jón
3
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2
Armstrong, John
2
Breuer, Thomas
2
Brigo, Damiano
2
Long, Huaigang
2
McNeil, Alexander J.
2
Monteros, Luis Antonio
2
Murray, Louis
2
Peña Sánchez de Rivera, Juan Ignacio
2
Puccetti, Giovanni
2
Qin, Xiao
2
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2
Wied, Dominik
2
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2
Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
An, Yunbi
1
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1
Banulescu, Georgiana-Denisa
1
Barbi, Massimiliano
1
Bellini, Fabio
1
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1
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1
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1
Bostandzic, Denefa
1
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1
Chen Zhou
1
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1
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1
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1
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Applied economics
Journal of banking & finance
Insurance / Mathematics & economics
126
Finance research letters
75
European journal of operational research : EJOR
64
Risks : open access journal
62
International journal of forecasting
50
Journal of risk
40
Quantitative finance
40
International review of financial analysis
37
Energy economics
34
Journal of forecasting
33
Economic modelling
31
Discussion paper / Tinbergen Institute
30
The North American journal of economics and finance : a journal of financial economics studies
28
International review of economics & finance : IREF
25
Journal of empirical finance
25
The journal of risk model validation
24
Computational economics
22
Journal of risk and financial management : JRFM
22
Finance and stochastics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Mathematics of operations research
21
Operations research
20
The European journal of finance
20
Applied economics letters
19
International journal of theoretical and applied finance
19
Scandinavian actuarial journal
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of econometrics
17
Journal of economic dynamics & control
17
Journal of financial econometrics
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Mathematics and financial economics
17
Pacific-Basin finance journal
17
Research paper series / Swiss Finance Institute
17
Journal of international financial markets, institutions & money
16
Research in international business and finance
16
Journal of risk management in financial institutions
15
SFB 649 discussion paper
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ECONIS (ZBW)
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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
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
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
The case for CASE : estimating heterogeneous systemic effects
Du, Zaichao
;
Escanciano, Juan Carlos
;
Zhu, Guangwei
- In:
Journal of banking & finance
157
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490722
Saved in:
5
Impact of systemic risk regulation on optimal policies and asset prices
Bernard, Carole
;
Cui, Xuecan
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491945
Saved in:
6
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:
7
Machine-learning-enhanced systemic risk measure : a two-step supervised learning approach
Liu, Ruicheng
;
Pun, Chi Seng
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013448776
Saved in:
8
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
9
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:
10
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
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