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~isPartOf:"Computational economics"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of banking & finance"
~subject:"Prognoseverfahren"
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Prognoseverfahren
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Risikomaß
312
Risk measure
312
Portfolio selection
134
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134
Risk
92
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Righi, Marcelo Brutti
4
Brandtner, Mario
3
Daníelsson, Jón
3
Dias, Alexandra
3
Lönnbark, Carl
3
Müller, Fernanda Maria
3
Weiß, Gregor
3
Acerbi, Carlo
2
Armstrong, John
2
Bernard, Carole
2
Brigo, Damiano
2
Campbell, Rachel
2
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2
Cui, Xueting
2
Dowd, Kevin
2
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2
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2
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2
León Valle, Ángel Manuel
2
McNeil, Alexander J.
2
Moura, Guilherme Valle
2
Pierdzioch, Christian
2
Puccetti, Giovanni
2
Santos, André A. P.
2
Tasche, Dirk
2
Wang, Ruodu
2
Wied, Dominik
2
Zhu, Shushang
2
Zhu, Yanjian
2
Ziggel, Daniel
2
Acereda, Beatriz
1
Afuecheta, Emmanuel
1
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1
Anand, Abhinav
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1
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Computational economics
Finance research letters
Journal of banking & finance
Insurance / Mathematics & economics
175
European journal of operational research : EJOR
89
Risks : open access journal
71
International journal of forecasting
48
Journal of risk
45
Quantitative finance
40
Discussion paper / Tinbergen Institute
39
Economic modelling
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
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SFB 649 discussion paper
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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
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Operations research
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SpringerLink / Bücher
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Journal of risk management in financial institutions
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ECONIS (ZBW)
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1
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:
2
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:
3
Measuring systemic risk contribution : a higher-order moment augmented approach
Wang, Peiwen
;
Huang, Guanglin
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445409
Saved in:
4
How useful are energy-related uncertainty for oil price volatility forecasting?
Zhang, Xiaoyun
;
Guo, Qiang
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490433
Saved in:
5
Forecasting and backtesting systemic risk in the cryptocurrency market
Fang, Sheng
;
Cao, Guangxi
;
Egan, Paul
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472755
Saved in:
6
Subjectivity in conventional tail measures : an exploratory model with "risks & biases"
Majumder, Debasish
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014473436
Saved in:
7
Portfolio optimization : a multi-period model with dynamic risk preference and minimum lots of transaction
Liu, Yiying
;
Zhou, Yongbin
;
Niu, Juanjuan
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473466
Saved in:
8
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
9
Uncertainty in systemic risks rankings : Bayesian and frequentist analysis
Goldman, Elena
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473601
Saved in:
10
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
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