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~isPartOf:"Applied economics letters"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Search: subject_exact:"Risk measure"
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Prognoseverfahren
Risk measure
249
Risikomaß
248
Theorie
188
Theory
188
Risk
130
Risiko
129
Portfolio selection
114
Portfolio-Management
114
Measurement
110
Messung
110
Risikomanagement
102
Risk management
102
Statistical distribution
81
Statistische Verteilung
81
Risikomodell
33
Risk model
33
Reinsurance
32
Rückversicherung
32
Ausreißer
25
Estimation theory
25
Multivariate Verteilung
25
Multivariate distribution
25
Outliers
25
Schätztheorie
25
Value-at-Risk
24
Probability theory
20
Stochastic process
20
Stochastischer Prozess
20
Wahrscheinlichkeitsrechnung
20
Capital income
19
Kapitaleinkommen
19
Risk measures
17
Estimation
16
Capital allocation
15
Schätzung
15
ARCH model
14
ARCH-Modell
14
Value at risk
14
Systemic risk
12
Insurance
11
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10
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Article in journal
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10
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English
10
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Almudhaf, Fahad
1
Ardia, David
1
Bartels, Mariana
1
Bermúdez, Lluís
1
Choi, Ji-Eun
1
Diao, Xundi
1
Guillén, Montserrat
1
Hoogerheide, Lennart F.
1
Huang, Wei-Qiang
1
Lin, Bingxuan
1
Lin, Chen-miao
1
Liu, Peipei
1
Lönnbark, Carl
1
Park, Seul-Ki
1
Pitarque, Albert
1
Puccetti, Giovanni
1
Shin, Dong-wan
1
Tong, Bin
1
Wang, Bin
1
Wang, Ruodu
1
Zhang, Jing
1
Ziegelmann, Flávio A.
1
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Applied economics letters
Insurance / Mathematics & economics
International journal of forecasting
45
Journal of forecasting
32
Finance research letters
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of banking & finance
14
Journal of empirical finance
14
Risks : open access journal
14
International review of financial analysis
13
Journal of financial econometrics
11
Journal of risk
11
The North American journal of economics and finance : a journal of financial economics studies
11
The journal of risk model validation
11
Quantitative finance
10
Applied economics
9
Energy economics
9
Computational economics
8
Journal of risk and financial management : JRFM
8
Economic modelling
7
Journal of economic dynamics & control
7
The European journal of finance
7
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
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
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Annals of financial economics
3
Econometrics : open access journal
3
Economies : open access journal
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of finance & economics : IJFE
3
Journal of applied econometrics
3
Journal of risk : JOR
3
Journal of risk finance : the convergence of financial products and insurance
3
Review of financial economics : RFE
3
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ECONIS (ZBW)
10
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1
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
2
Joint generalized quantile and conditional tail expectation regression for insurance risk analysis
Guillén, Montserrat
;
Bermúdez, Lluís
;
Pitarque, Albert
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012649203
Saved in:
3
Backtesting expected shortfall : evidence from European securitized real estate
Almudhaf, Fahad
- In:
Applied economics letters
25
(
2018
)
3
,
pp. 176-182
Persistent link: https://www.econbiz.de/10011853830
Saved in:
4
SEC FRR No. 48 and analyst forecast accuracy
Lin, Bingxuan
;
Lin, Chen-miao
- In:
Applied economics letters
24
(
2017
)
4/6
,
pp. 427-432
Persistent link: https://www.econbiz.de/10011705408
Saved in:
5
Value at risk forecasting for volatility index
Park, Seul-Ki
;
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Applied economics letters
24
(
2017
)
21
,
pp. 1613-1620
Persistent link: https://www.econbiz.de/10011853568
Saved in:
6
Market risk forecasting for high dimensional portfolios via factor copulas with GAS dynamics
Bartels, Mariana
;
Ziegelmann, Flávio A.
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 66-79
Persistent link: https://www.econbiz.de/10011597172
Saved in:
7
Forecasting intraday volatility and VaR using multiplicative component GARCH model
Diao, Xundi
;
Tong, Bin
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1457-1464
Persistent link: https://www.econbiz.de/10011380317
Saved in:
8
Worldwide equity risk prediction
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1333-1339
Persistent link: https://www.econbiz.de/10010202894
Saved in:
9
Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates
Puccetti, Giovanni
;
Wang, Bin
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 821-828
Persistent link: https://www.econbiz.de/10010227817
Saved in:
10
A corrected Value-at-Risk predictor
Lönnbark, Carl
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1193-1196
Persistent link: https://www.econbiz.de/10008699136
Saved in:
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