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~isPartOf:"Computational economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial econometrics"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Risk measure"
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Prognoseverfahren
Risikomaß
281
Risk measure
281
Theorie
128
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128
Portfolio selection
117
Portfolio-Management
117
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84
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84
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76
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Estimation theory
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Weiß, Gregor
3
Asai, Manabu
2
Dimitriadis, Timo
2
Hoga, Yannick
2
McAleer, Michael
2
McNeil, Alexander J.
2
Wied, Dominik
2
Ziggel, Daniel
2
Afuecheta, Emmanuel
1
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1
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1
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1
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1
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1
Bekiros, Stelios
1
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1
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1
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1
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1
Caporin, Massimiliano
1
Chan, Jennifer So-Kuen
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Chen, Cathy W. S.
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Chen, Guojin
1
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Chiang, Shu-mei
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1
Gomide, Fernando
1
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1
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Computational economics
International review of economics & finance : IREF
Journal of banking & finance
Journal of financial econometrics
International journal of forecasting
45
Journal of forecasting
32
Finance research letters
22
Discussion paper / Tinbergen Institute
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of empirical finance
14
Risks : open access journal
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International review of financial analysis
13
Econometric Institute research papers
11
Journal of risk
11
The North American journal of economics and finance : a journal of financial economics studies
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The journal of risk model validation
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Quantitative finance
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Applied economics
9
Energy economics
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Journal of risk and financial management : JRFM
8
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The European journal of finance
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CFS working paper series
6
European journal of operational research : EJOR
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Journal of econometrics
6
Journal of risk management in financial institutions
6
Research paper series / Swiss Finance Institute
5
Discussion papers / CEPR
4
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
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SFB 649 discussion paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Annals of financial economics
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ECONIS (ZBW)
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1
Regression-based expected shortfall backtesting
Bayer, Sebastian
;
Dimitriadis, Timo
- In:
Journal of financial econometrics
20
(
2022
)
3
,
pp. 437-471
Persistent link: https://www.econbiz.de/10013349110
Saved in:
2
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:
3
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:
4
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:
5
Encompassing tests for value at risk and expected shortfall multistep forecasts based on inference on the boundary
Dimitriadis, Timo
;
Liu, Xiaochun
;
Schnaitmann, Julie
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 412-444
Persistent link: https://www.econbiz.de/10014314753
Saved in:
6
Measuring systemic risk using multivariate quantile-located ES models
Garcia-Jorcano, Laura
;
Sanchis-Marco, Lidia
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 1-72
Persistent link: https://www.econbiz.de/10013542847
Saved in:
7
Improving value-at-risk prediction under model uncertainty
Peng, Shige
;
Yang, Shuzhen
;
Yao, Jianfeng
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 228-259
Persistent link: https://www.econbiz.de/10013542865
Saved in:
8
Limit theory for forecasts of extreme distortion risk measures and expectiles
Hoga, Yannick
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 18-44
Persistent link: https://www.econbiz.de/10012878185
Saved in:
9
Bayesian semi-parametric realized conditional autoregressive expectile models for tail risk forecasting
Gerlach, Richard
;
Wang, Chao
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 105-138
Persistent link: https://www.econbiz.de/10012878188
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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