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~isPartOf:"Applied economics"
~subject:"Credit risk"
~subject:"Multivariate Verteilung"
~subject:"Prognoseverfahren"
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Credit risk
Multivariate Verteilung
Prognoseverfahren
Risikomaß
53
Risk measure
53
Theorie
23
Theory
23
ARCH model
20
ARCH-Modell
20
Portfolio selection
20
Portfolio-Management
20
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18
Schätzung
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15
Risk
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extreme value theory
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Blazsek, Szabolcs
3
Hammoudeh, Shawkat
2
Hernandez, Jose Arreola
2
Monteros, Luis Antonio
2
Tiwari, Aviral Kumar
2
Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Al-Yahyaee, Khamis Hamed
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Allen, David E.
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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
Ho, Han-Chiang
1
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1
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1
Janabi, Mazin A. M. al
1
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1
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Nguyen, Duc Khuong
1
Nolasco Jáuregui, Oralia
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Pan, Xiao
1
Park, Sumin
1
Pathak, Rajesh
1
Powell, Robert
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Applied economics
International journal of forecasting
49
Journal of banking & finance
46
Finance research letters
33
Risks : open access journal
33
Journal of forecasting
32
Insurance / Mathematics & economics
31
Journal of risk
26
The North American journal of economics and finance : a journal of financial economics studies
26
Discussion paper / Tinbergen Institute
24
Energy economics
24
International review of financial analysis
23
The journal of risk model validation
22
Economic modelling
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
The journal of credit risk : published quarterly by Incisive Media
19
Journal of empirical finance
17
Journal of risk and financial management : JRFM
17
Journal of risk management in financial institutions
16
SFB 649 discussion paper
15
The European journal of finance
15
Computational economics
14
European journal of operational research : EJOR
14
Quantitative finance
14
Econometric Institute research papers
13
Journal of financial econometrics
13
Journal of international financial markets, institutions & money
12
Applied economics letters
11
International review of economics & finance : IREF
11
Research paper series / Swiss Finance Institute
11
Working paper
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Pacific-Basin finance journal
9
School of Accounting, Finance and Economics & FEMARC working paper series
9
Journal of economic dynamics & control
8
Journal of financial services research : JFSR
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Discussion paper / Deutsche Bundesbank
7
International journal of theoretical and applied finance
7
Journal of econometrics
7
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Dependence risk analysis in energy, agricultural and precious metals commodities : a pair vine copula approach
Kumar, Satish
;
Tiwari, Aviral Kumar
;
Raheem, I. D.
;
Ji, …
- In:
Applied economics
52
(
2020
)
28
,
pp. 3055-3072
Persistent link: https://www.econbiz.de/10012221480
Saved in:
8
Measuring quantile risk hedging effectiveness : a GO-GARCH-EVT-copula approach
Karnakar, Madhusudan
;
Sharma, Udayan
- In:
Applied economics
52
(
2020
)
48
,
pp. 5244-5262
Persistent link: https://www.econbiz.de/10012307213
Saved in:
9
Tail dependence risk exposure and diversification potential of Islamic and conventional banks
Hernandez, Jose Arreola
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Applied economics
51
(
2019
)
44
,
pp. 4856-4869
Persistent link: https://www.econbiz.de/10012197121
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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