//--> //--> //--> //-->
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:"Journal of banking & finance"
~subject:"Capital income"
~subject:"Finanzdienstleistung"
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:"Value at risk"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Finanzdienstleistung
Risikomaß
221
Risk measure
221
Theorie
104
Theory
104
Portfolio selection
96
Portfolio-Management
96
Risikomanagement
62
Risk management
62
Risk
56
Risiko
55
Statistical distribution
39
Statistische Verteilung
39
ARCH model
31
ARCH-Modell
31
Estimation
31
Schätzung
30
Volatility
30
Volatilität
30
Measurement
28
Messung
28
Credit risk
25
Kreditrisiko
25
Financial crisis
24
Finanzkrise
24
Forecasting model
24
Prognoseverfahren
24
Systemic risk
22
Basel Accord
19
Basler Akkord
19
Kapitaleinkommen
19
Systemrisiko
19
Bank risk
18
Bankrisiko
18
Expected shortfall
18
Multivariate Verteilung
17
Multivariate distribution
17
Financial services
16
Welt
16
more ...
less ...
Online availability
All
Undetermined
21
Type of publication
All
Article
35
Type of publication (narrower categories)
All
Article in journal
35
Aufsatz in Zeitschrift
35
Language
All
English
35
Author
All
Bernard, Carole
2
Moura, Guilherme Valle
2
Santos, André A. P.
2
Abduraimova, Kumushoy
1
An, Yunbi
1
Baek, Seungho
1
Bali, Turan G.
1
Banulescu, Georgiana-Denisa
1
Bellini, Fabio
1
Bilson, John F.
1
Boubaker, Heni
1
Boucher, Christophe
1
Breuer, Thomas
1
Caldeira, João F.
1
Candelon, Bertrand
1
Chan, Stephen
1
Chen, Yi-Hsuan
1
Chen, Ying
1
Chiang, Thomas C.
1
Chou, Ray Yeutien
1
Cui, Xuecan
1
Daníelsson, Jón
1
Deng, Xue
1
DiTraglia, Francis J.
1
Dumitrescu, Elena-Ivona
1
Ergün, Tolga A.
1
Gagnon, Marie-Hélène
1
Gerlach, Jeffrey R.
1
Girardi, Giulio
1
Gokcan, Suleyman
1
He, Liang
1
Hua, Jian
1
Härdle, Wolfgang
1
Idier, Julien
1
Kouontchou, Patrick S.
1
Lamé, Gildas
1
Lee, Kyungsub
1
León Valle, Ángel Manuel
1
Li, Yi
1
Liang, Bing
1
more ...
less ...
Published in...
All
Computational economics
Journal of banking & finance
Finance research letters
27
Insurance / Mathematics & economics
24
The North American journal of economics and finance : a journal of financial economics studies
24
International review of financial analysis
21
Journal of risk
21
Risks : open access journal
18
Research in international business and finance
14
Energy economics
13
International journal of forecasting
12
Journal of econometrics
12
Journal of empirical finance
12
Quantitative finance
12
Applied economics
11
Journal of financial econometrics
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Discussion paper / Tinbergen Institute
9
International review of economics & finance : IREF
9
Journal of forecasting
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Econometric Institute research papers
8
Economic modelling
8
Journal of international financial markets, institutions & money
8
Journal of risk and financial management : JRFM
8
Pacific-Basin finance journal
8
The European journal of finance
8
The journal of risk model validation
8
European journal of operational research : EJOR
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of financial economics
7
Review of quantitative finance and accounting
7
The journal of asset management
7
The journal of operational risk
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
International journal of finance & economics : IJFE
6
Research paper series / Swiss Finance Institute
6
Working paper
6
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Robust portfolio optimization based on semi-parametric ARMA-TGARCH-EVT model with mixed copula using WCVaR
Deng, Xue
;
Liang, Ying
- In:
Computational economics
61
(
2023
)
1
,
pp. 267-294
Persistent link: https://www.econbiz.de/10014228426
Saved in:
4
A new approach to credit ratings
Pertaia, Giorgi
;
Prokhorov, Artem
;
Uryasev, Stan
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
Saved in:
5
Contagion and tail risk in complex financial networks
Abduraimova, Kumushoy
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013530779
Saved in:
6
Tail risk early warning system for capital markets based on machine learning algorithms
Zhang, Zongxin
;
Chen, Ying
- In:
Computational economics
60
(
2022
)
3
,
pp. 901-923
Persistent link: https://www.econbiz.de/10013380850
Saved in:
7
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
Saved in:
8
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
Saved in:
9
Downside risk and the performance of volatility-managed portfolios
Wang, Feifei
;
Yan, Xuemin Sterling
- In:
Journal of banking & finance
131
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013365948
Saved in:
10
Modeling asset returns under time-varying semi-nonparametric distributions
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012520880
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->