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~isPartOf:"Computational economics"
~subject:"Prognoseverfahren"
~subject:"Risk"
~type_genre:"Article in journal"
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Prognoseverfahren
Risk
Risikomaß
38
Risk measure
38
Theorie
20
Theory
20
Portfolio selection
18
Portfolio-Management
18
Risiko
10
Risikomanagement
10
Risk management
10
Statistical distribution
9
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9
Forecasting model
8
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6
Estimation theory
6
Schätztheorie
6
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5
Multivariate Verteilung
5
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5
Schätzung
5
Value at risk
5
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4
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4
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4
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4
VAR-Modell
4
Value-at-risk
4
Zeitreihenanalyse
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3
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English
18
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Müller, Fernanda Maria
2
Nadarajah, Saralees
2
Righi, Marcelo Brutti
2
Sun, Edward W.
2
Yu, Min-Teh
2
Afuecheta, Emmanuel
1
Asai, Manabu
1
Avdoulas, Christos
1
Ballini, Rosangela
1
Beaumont, Paul Michael
1
Bekiros, Stelios
1
Berkhouch, Mohammed
1
Caldeira, João F.
1
Chan, Stephen
1
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1
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1
Cristobal-Fransi, Eduard
1
Du, Junhong
1
Eleftheriadis, Iordanis
1
Fang, Yuantao
1
Gao, Yu
1
Gomide, Fernando
1
Hossain, Md. Alamgir
1
Lakhnati, Ghizlane
1
Li, Zhiming
1
Loukeris, Nikolaos
1
Lu, Chunyi
1
Maciel, Leandro
1
Moura, Guilherme Valle
1
Mußhoff, Oliver
1
Nzeribe, Geraldine E.
1
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1
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1
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1
Querol, Oriol
1
Ritter, Matthias
1
Ruttiens, Alain
1
Santos, André A. P.
1
Teng, Zhuoqi
1
Than-Thi, Hong
1
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Computational economics
Insurance / Mathematics & economics
126
Risks : open access journal
59
Journal of banking & finance
57
European journal of operational research : EJOR
56
Finance research letters
50
International journal of forecasting
45
Journal of risk
36
Quantitative finance
36
Journal of forecasting
33
International review of financial analysis
29
Energy economics
26
Economic modelling
25
Journal of empirical finance
24
The North American journal of economics and finance : a journal of financial economics studies
23
Applied economics
22
Finance and stochastics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Mathematics of operations research
21
International review of economics & finance : IREF
19
Journal of risk and financial management : JRFM
19
Scandinavian actuarial journal
19
The journal of risk model validation
19
International journal of theoretical and applied finance
17
Mathematics and financial economics
17
Operations research
17
Journal of financial econometrics
16
The European journal of finance
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Pacific-Basin finance journal
15
Journal of economic dynamics & control
14
Journal of mathematical finance
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Applied economics letters
13
Journal of econometrics
13
Astin bulletin : the journal of the International Actuarial Association
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of risk management in financial institutions
12
Journal of international financial markets, institutions & money
10
Research in international business and finance
10
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ECONIS (ZBW)
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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
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
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:
5
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:
6
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:
7
Analysis of early warning of RMB exchange rate fluctuation and value at risk measurement based on deep learning
Lu, Chunyi
;
Teng, Zhuoqi
;
Gao, Yu
;
Wu, Renhong
; …
- In:
Computational economics
59
(
2022
)
4
,
pp. 1501-1524
Persistent link: https://www.econbiz.de/10013261898
Saved in:
8
On a bivariate hysteretic AR-GARCH model with conditional asymmetry in correlations
Chen, Cathy W. S.
;
Than-Thi, Hong
;
Asai, Manabu
- In:
Computational economics
58
(
2021
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10012615031
Saved in:
9
Tail-related risk measurement and forecasting in equity markets
Bekiros, Stelios
;
Loukeris, Nikolaos
;
Eleftheriadis, …
- In:
Computational economics
53
(
2019
)
2
,
pp. 783-816
Persistent link: https://www.econbiz.de/10012134868
Saved in:
10
Optimal stop-loss reinsurance under the VaR and CTE risk measures : variable transformation method
Du, Junhong
;
Li, Zhiming
;
Wu, Lijun
- In:
Computational economics
53
(
2019
)
3
,
pp. 1133-1151
Persistent link: https://www.econbiz.de/10012135119
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