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~isPartOf:"Economic modelling"
~isPartOf:"Journal of banking & finance"
~subject:"Prognoseverfahren"
~subject:"Theorie"
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Prognoseverfahren
Theorie
Risikomaß
288
Risk measure
288
Theory
139
Portfolio selection
125
Portfolio-Management
125
Risikomanagement
89
Risk management
89
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74
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73
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55
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55
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51
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46
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36
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Systemic risk
32
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31
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31
Forecasting model
29
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27
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25
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25
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25
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25
Basel Accord
24
Basler Akkord
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Capital income
24
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Brandtner, Mario
3
Daníelsson, Jón
3
Dias, Alexandra
3
Weiß, Gregor
3
Acerbi, Carlo
2
Araichi, Sawssen
2
Armstrong, John
2
Belkacem, Lotfi
2
Bernard, Carole
2
Brigo, Damiano
2
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2
Cui, Xueting
2
Huisman, Ronald
2
Jiang, Cuixia
2
Koedijk, Kees
2
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2
Moura, Guilherme Valle
2
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2
Peretti, Christian de
2
Puccetti, Giovanni
2
Righi, Marcelo Brutti
2
Santos, André A. P.
2
Tasche, Dirk
2
Wang, Ruodu
2
Wied, Dominik
2
Xu, Qifa
2
Yu, Keming
2
Zhu, Shushang
2
Ziggel, Daniel
2
Abbas, Qaisar
1
Afuecheta, Emmanuel
1
Alcock, Jamie
1
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1
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1
Allen, Linda
1
Anand, Abhinav
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Computational economics
Economic modelling
Journal of banking & finance
Insurance / Mathematics & economics
175
European journal of operational research : EJOR
89
Risks : open access journal
71
Finance research letters
48
International journal of forecasting
48
Journal of risk
45
Quantitative finance
40
Discussion paper / Tinbergen Institute
39
Journal of empirical finance
39
International review of financial analysis
35
Journal of forecasting
35
International journal of theoretical and applied finance
28
Journal of risk and financial management : JRFM
28
The journal of risk model validation
27
Finance and stochastics
26
Scandinavian actuarial journal
26
Applied economics
24
Journal of econometrics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
SFB 649 discussion paper
24
Research paper series / Swiss Finance Institute
23
The European journal of finance
23
Journal of economic dynamics & control
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Energy economics
21
Mathematics and financial economics
21
The North American journal of economics and finance : a journal of financial economics studies
21
The journal of credit risk : published quarterly by Incisive Media
21
Operations research letters
20
Applied economics letters
19
Astin bulletin : the journal of the International Actuarial Association
19
Mathematics of operations research
19
Operations research
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SpringerLink / Bücher
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Journal of risk management in financial institutions
18
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18
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ECONIS (ZBW)
151
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151
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1
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
2
The determinants of systemic risk contagion
Sencer Atasoy, Burak
;
Ozkan, Ibrahim
;
Erden, Lütfi
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451156
Saved in:
3
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
4
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
5
Accounting for PD-LGD dependency : a tractable extension to the Basel ASRF framework
Barbagli, Matteo
;
Vrins, Frédéric
- In:
Economic modelling
125
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463531
Saved in:
6
Importance sampling for calculating the Value-at-Risk and expected shortfall of the quadratic portfolio with t-distributed risk factors
Teng, Huei-Wen
- In:
Computational economics
62
(
2023
)
3
,
pp. 1125-1154
Persistent link: https://www.econbiz.de/10014382887
Saved in:
7
Portfolio optimization in the presence of tail correlation
Ben Abdelaziz, Fouad
;
Chibane, Messaoud
- In:
Economic modelling
122
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014388707
Saved in:
8
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:
9
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:
10
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
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