//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~subject:"Forecasting model"
~subject:"Multivariate distribution"
~subject:"extreme value theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk measure"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Multivariate distribution
extreme value theory
Risikomaß
53
Risk measure
53
Theorie
23
Theory
23
ARCH model
20
ARCH-Modell
20
Portfolio selection
20
Portfolio-Management
20
Estimation
18
Schätzung
18
Risiko
15
Risk
15
Statistical distribution
15
Statistische Verteilung
15
Risikomanagement
14
Risk management
14
Volatility
14
Volatilität
14
Multivariate Verteilung
12
Ausreißer
11
Outliers
11
Capital income
10
Kapitaleinkommen
10
Prognoseverfahren
9
Börsenkurs
7
Financial crisis
7
Finanzkrise
7
Hedging
7
Share price
7
Aktienmarkt
6
Stock market
6
Emerging economies
5
Measurement
5
Messung
5
Schwellenländer
5
VAR model
5
VAR-Modell
5
more ...
less ...
Online availability
All
Undetermined
21
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Language
All
English
25
Author
All
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
1
Allen, David E.
1
Barbi, Massimiliano
1
Božović, Miloš
1
Cao, Hong
1
Chang, Matthew C.
1
Charfeddine, Lanouar
1
Cong, Rong-Gang
1
Cover, James Peery
1
DasGupta, Ranjan
1
Diao, Xundi
1
Díaz Hernández, Adán
1
Ergen, Ibrahim
1
Fretheim, Torun
1
Geman, Hélyette
1
Geng, Wenjing
1
Goodwin, Barry K.
1
Guan, Dabo
1
He, Yingchen
1
Ho, Han-Chiang
1
Huang, Alex
1
Hung, Jui-Cheng
1
Janabi, Mazin A. M. al
1
Jang, Hyun Jin
1
Ji, Qiang
1
Jiang, Yuexiang
1
Karnakar, Madhusudan
1
Kristiansen, Glenn
1
Kumar, Satish
1
Lee, Eun-joo
1
Lee, Hye-Jin
1
Lee, Seung-Hwan
1
Liu, Su-Ping
1
more ...
less ...
Published in...
All
Applied economics
International journal of forecasting
48
Journal of forecasting
32
Risks : open access journal
29
Finance research letters
28
Energy economics
24
Insurance / Mathematics & economics
24
Journal of banking & finance
24
The North American journal of economics and finance : a journal of financial economics studies
23
International review of financial analysis
21
Discussion paper / Tinbergen Institute
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Journal of risk
18
Journal of risk and financial management : JRFM
18
Journal of empirical finance
16
Economic modelling
15
Journal of financial econometrics
14
SFB 649 discussion paper
14
Quantitative finance
13
The journal of risk model validation
13
Computational economics
12
Applied economics letters
11
Econometric Institute research papers
11
European journal of operational research : EJOR
11
The European journal of finance
10
International review of economics & finance : IREF
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Pacific-Basin finance journal
9
Working paper
9
Journal of risk management in financial institutions
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
International journal of finance & economics : IJFE
7
Journal of economic dynamics & control
7
Working papers
7
CFS working paper series
6
Journal of econometrics
6
Journal of international financial markets, institutions & money
6
Research in international business and finance
6
Annals of financial economics
5
CESifo working papers
5
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
4
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:
5
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:
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
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:
8
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:
9
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:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->