//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Computational economics"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Risk"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Expected tail loss"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risk
Risikomaß
151
Risk measure
151
Portfolio selection
67
Portfolio-Management
67
Theorie
59
Theory
59
Risk management
48
Risikomanagement
47
Volatility
44
Volatilität
44
Risiko
40
ARCH model
34
ARCH-Modell
34
Estimation
29
Schätzung
28
Capital income
26
Kapitaleinkommen
26
Measurement
25
Messung
25
Statistical distribution
23
Statistische Verteilung
23
Multivariate Verteilung
20
Multivariate distribution
20
Forecasting model
19
Prognoseverfahren
19
Estimation theory
16
Schätztheorie
16
Stochastic process
16
Stochastischer Prozess
16
Börsenkurs
15
Financial crisis
15
Finanzkrise
15
Share price
15
Welt
15
World
15
Credit risk
14
Kreditrisiko
14
Spillover effect
14
Spillover-Effekt
14
more ...
less ...
Online availability
All
Undetermined
30
Free
1
Type of publication
All
Article
41
Type of publication (narrower categories)
All
Article in journal
41
Aufsatz in Zeitschrift
41
Language
All
English
41
Author
All
Chen, Yanhong
2
Hu, Yijun
2
Rudloff, Birgit
2
Sun, Edward W.
2
Yu, Min-Teh
2
Ararat, Çağin
1
Asai, Manabu
1
Auer, Benjamin R.
1
Avdoulas, Christos
1
Bekiros, Stelios
1
Berkhouch, Mohammed
1
Bruzda, Joanna
1
Centrone, Francesca
1
Chan, Stephen
1
Changqing, Luo
1
Chen, Yi-Ting
1
Chou, Ray Yeutien
1
Cristobal-Fransi, Eduard
1
Du, Junhong
1
Dunbar, Kwamie
1
Eleftheriadis, Iordanis
1
Framstad, Nils Chr.
1
Freire, Gustavo
1
Gouriéroux, Christian
1
Guambe, Calisto
1
Gupta, Rangan
1
Haensly, Paul J.
1
Hamel, Andreas
1
Hammoudeh, Shawkat
1
Jian, Zhihong
1
Jokhadze, Valeriane
1
Kang, Sang Hoon
1
Kim, Young Shin
1
Kovacevic, Raimund
1
Kromer, Eduard
1
Kufakunesu, Rodwell
1
Lakhnati, Ghizlane
1
Li, Min-Jian
1
Li, Xupei
1
Li, Zhiming
1
more ...
less ...
Published in...
All
Computational economics
International journal of theoretical and applied finance
The North American journal of economics and finance : a journal of financial economics studies
Insurance / Mathematics & economics
122
European journal of operational research : EJOR
51
Risks : open access journal
48
Journal of banking & finance
45
Finance research letters
36
Journal of risk
27
Quantitative finance
27
Mathematics of operations research
21
Energy economics
20
Finance and stochastics
20
International review of financial analysis
19
Economic modelling
18
Scandinavian actuarial journal
18
Mathematics and financial economics
17
Operations research
17
Applied economics
15
International review of economics & finance : IREF
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Management science : journal of the Institute for Operations Research and the Management Sciences
13
Pacific-Basin finance journal
13
Research paper series / Swiss Finance Institute
13
Discussion paper / Tinbergen Institute
12
Journal of mathematical finance
12
Journal of risk and financial management : JRFM
12
Astin bulletin : the journal of the International Actuarial Association
11
Journal of empirical finance
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of risk management in financial institutions
9
Operations research letters
9
The European journal of finance
9
The journal of risk model validation
9
International journal of forecasting
8
Journal of international financial markets, institutions & money
8
Swiss Finance Institute Research Paper
8
Applied economics letters
7
International journal of risk assessment and management : IJRAM
7
Journal of econometrics
7
more ...
less ...
Source
All
ECONIS (ZBW)
41
Showing
1
-
10
of
41
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets
Yao, Can-Zhong
;
Li, Min-Jian
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483642
Saved in:
3
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
4
Inaccurate value at risk estimations : bad modeling or inappropriate data?
Vasileiou, Evangelos
- In:
Computational economics
59
(
2022
)
3
,
pp. 1155-1171
Persistent link: https://www.econbiz.de/10013169235
Saved in:
5
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
6
Extreme risk transmission channels between the stock index futures and spot markets : evidence from China
Jian, Zhihong
;
Li, Xupei
;
Zhu, Zhican
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413574
Saved in:
7
Early warning of Chinese Yuan's exchange rate fluctuation and value at risk measure using neural network joint optimization algorithm
Xu, Zhaoyi
;
Zeng, Yuqing
;
Xue, Yangrong
;
Yang, Shenggang
- In:
Computational economics
60
(
2022
)
4
,
pp. 1293-1315
Persistent link: https://www.econbiz.de/10013445750
Saved in:
8
Hedging the extreme risk of cryptocurrency
Dunbar, Kwamie
;
Owusu-Amoako, Johnson
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014225746
Saved in:
9
Market risks that change domestic diversification benefits
Sarwar, Ghulam
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014225809
Saved in:
10
Comparing the small-sample estimation error of conceptually different risk measures
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012662011
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->