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~isPartOf:"Computational economics"
~isPartOf:"International journal of forecasting"
~isPartOf:"International review of economics & finance : IREF"
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Risikomaß
309
Risk measure
309
Theorie
144
Theory
144
Portfolio selection
123
Portfolio-Management
123
Risk management
88
Risikomanagement
87
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78
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Weiß, Gregor
5
Daníelsson, Jón
4
Pérignon, Christophe
4
Bali, Turan G.
3
Bianchi, Michele Leonardo
3
Brandtner, Mario
3
Dias, Alexandra
3
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3
Gerlach, Richard
3
McAleer, Michael
3
McNeil, Alexander J.
3
Müller, Fernanda Maria
3
Nadarajah, Saralees
3
Paterlini, Sandra
3
Polanski, Arnold
3
Righi, Marcelo Brutti
3
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3
Stoja, Evarist
3
Taleb, Nassim Nicholas
3
Taylor, James W.
3
Uryasev, Stan
3
Yu, Min-Teh
3
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2
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2
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2
Asai, Manabu
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2
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2
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2
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2
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2
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2
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2
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2
Cheng, Nick Ying-pin
2
Cui, Xueting
2
Dionne, Georges
2
Dowd, Kevin
2
Escanciano, Juan Carlos
2
Fabozzi, Frank J.
2
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Seminar on Statistical and Computational Problems in Risk Management: VaR and Beyond VaR <2001, Rom>
1
Università degli studi di Roma "La Sapienza"
1
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Computational economics
International journal of forecasting
International review of economics & finance : IREF
Journal of banking & finance
Insurance / Mathematics & economics
217
Journal of risk
121
European journal of operational research : EJOR
110
Risks : open access journal
106
Finance research letters
94
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70
Energy economics
70
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
68
Discussion paper / Tinbergen Institute
64
The journal of risk model validation
60
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
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51
MPRA Paper
50
Journal of risk management in financial institutions
47
International journal of theoretical and applied finance
46
The journal of operational risk
45
Journal of forecasting
44
Journal of econometrics
42
The European journal of finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
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Journal of economic dynamics & control
33
Journal of international financial markets, institutions & money
33
Scandinavian actuarial journal
32
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Applied economics letters
31
Finance and stochastics
30
Pacific-Basin finance journal
30
Econometric Institute research papers
29
Management science : journal of the Institute for Operations Research and the Management Sciences
29
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ECONIS (ZBW)
310
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
An application of the IFM method for the risk assessment of financial instruments
Pons, Adrià
;
Cristobal-Fransi, Eduard
;
Vintrò, Carla
; …
- In:
Computational economics
61
(
2023
)
1
,
pp. 295-315
Persistent link: https://www.econbiz.de/10014228427
Saved in:
3
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:
4
Do green financial markets offset the risk of cryptocurrencies and carbon markets?
Siddique, Md Abubakar
;
Nobanee, Haitham
;
Sitara Karim
; …
- In:
International review of economics & finance : IREF
86
(
2023
),
pp. 822-833
Persistent link: https://www.econbiz.de/10014434775
Saved in:
5
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
6
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:
7
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:
8
Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets : comparing the impacts of three Stock Connect programs
Yao, Yinhong
;
Li, Jingyu
;
Chen, Wei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1217-1233
Persistent link: https://www.econbiz.de/10014446620
Saved in:
9
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
10
Forecasting value at risk and expected shortfall using a model with a dynamic omega ratio
Taylor, James W.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463062
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