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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of risk management in financial institutions"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Prognoseverfahren
Risikomaß
78
Risk measure
78
Theorie
29
Theory
29
Risikomanagement
28
Risk management
28
Portfolio selection
20
Portfolio-Management
20
Risiko
16
Risk
16
Bank risk
13
Bankrisiko
13
Credit risk
13
Forecasting model
13
Kreditrisiko
13
Basel Accord
11
Basler Akkord
11
Statistical distribution
11
Statistische Verteilung
11
Systemic risk
11
Systemrisiko
11
Measurement
10
Messung
10
USA
10
United States
10
ARCH model
9
ARCH-Modell
9
Financial crisis
9
Finanzkrise
9
Welt
9
World
9
risk management
7
systemic risk
7
value-at-risk
7
Estimation
6
Financial market
6
Finanzmarkt
6
Schätzung
6
Bank failure
5
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13
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13
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English
13
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Almudhaf, Fahad
1
Angulo, Javier A.
1
Ardia, David
1
Choi, Ji-Eun
1
Diao, Xundi
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
Payant, W. Randall
1
Quell, Peter
1
Rowe, David M.
1
Sarraf, Hanna
1
Shin, Dong-wan
1
Tong, Bin
1
Wilkens, Sascha
1
Zhang, Jing
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Applied economics letters
Journal of risk management in financial institutions
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
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
Insurance / Mathematics & economics
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
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ECONIS (ZBW)
13
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1
Lost in noise? : some thoughts on the use of machine learning in financial market risk measurement
Quell, Peter
- In:
Journal of risk management in financial institutions
17
(
2023
)
1
,
pp. 43-52
Persistent link: https://www.econbiz.de/10014489153
Saved in:
2
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:
3
Sustainable profitability in volatile cyclical markets
Sarraf, Hanna
- In:
Journal of risk management in financial institutions
13
(
2019/2020
)
2
,
pp. 182-189
Persistent link: https://www.econbiz.de/10012250026
Saved in:
4
Machine learning in risk measurement : Gaussian process regression for value-at-risk and expected shortfall
Wilkens, Sascha
- In:
Journal of risk management in financial institutions
12
(
2019
)
3
,
pp. 374-383
Persistent link: https://www.econbiz.de/10012131743
Saved in:
5
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:
6
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:
7
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:
8
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:
9
The role of models in economics and risk management
Rowe, David M.
- In:
Journal of risk management in financial institutions
7
(
2014
)
2
,
pp. 103-109
Persistent link: https://www.econbiz.de/10010359522
Saved in:
10
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:
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