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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of banking & finance"
~subject:"Risikomaß"
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Risikomaß
Theory
1,173
Theorie
1,172
Capital income
742
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742
Welt
446
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446
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444
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Weiß, Gregor
5
Daníelsson, Jón
4
Pérignon, Christophe
4
Bali, Turan G.
3
Brandtner, Mario
3
Dias, Alexandra
3
McNeil, Alexander J.
3
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3
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3
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2
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2
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2
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2
Brigo, Damiano
2
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2
Cui, Xueting
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
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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
Rösch, Daniel
2
Scaillet, Olivier
2
Sentana, Enrique
2
Smith, Daniel R.
2
Szegö, Giorgio P.
2
Tasche, Dirk
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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Discussion paper / Centre for Economic Policy Research
Journal of banking & finance
Insurance / Mathematics & economics
217
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121
European journal of operational research : EJOR
110
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106
Finance research letters
93
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69
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International review of financial analysis
69
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67
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60
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55
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54
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52
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51
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47
International journal of theoretical and applied finance
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ECONIS (ZBW)
189
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91
Systemic risk and bank consolidation : international evidence
Weiß, Gregor
;
Neumann, Sascha
;
Bostandzic, Denefa
- In:
Journal of banking & finance
40
(
2014
),
pp. 165-181
Persistent link: https://www.econbiz.de/10010402243
Saved in:
92
Unexpected tails in risk measurement : some international evidence
Tolikas, Konstantinos
- In:
Journal of banking & finance
40
(
2014
),
pp. 476-493
Persistent link: https://www.econbiz.de/10010404698
Saved in:
93
Risk models-at-risk
Boucher, Christophe
;
Daníelsson, Jón
;
Kouontchou, …
- In:
Journal of banking & finance
44
(
2014
),
pp. 72-92
Persistent link: https://www.econbiz.de/10010410376
Saved in:
94
A new set of improved Value-at-Risk backtests
Ziggel, Daniel
;
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of banking & finance
48
(
2014
),
pp. 29-41
Persistent link: https://www.econbiz.de/10010506942
Saved in:
95
Estimating the distribution of total default losses on the Spanish financial system
García-Céspedes, Rubén
;
Moreno, Manuel
- In:
Journal of banking & finance
49
(
2014
),
pp. 242-261
Persistent link: https://www.econbiz.de/10010508036
Saved in:
96
Value at risk and the cross-section of hedge fund returns
Bali, Turan G.
;
Gokcan, Suleyman
;
Liang, Bing
- In:
Journal of banking & finance
31
(
2007
)
4
,
pp. 1135-1166
Persistent link: https://www.econbiz.de/10003459175
Saved in:
97
Model uncertainty and VaR aggregation
Embrechts, Paul
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2750-2764
Persistent link: https://www.econbiz.de/10009776377
Saved in:
98
Canonical vine copulas in the context of modern portfolio management : are they worth it?
Low, Rand Kwong Yew
;
Alcock, Jamie
;
Faff, Robert W.
; …
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3085-3099
Persistent link: https://www.econbiz.de/10009777123
Saved in:
99
Systemic risk measurement : multivariate GARCH estimation of CoVaR
Girardi, Giulio
;
Ergün, Tolga A.
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3169-3180
Persistent link: https://www.econbiz.de/10009778470
Saved in:
100
Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas
Weiß, Gregor
;
Supper, Hendrik
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3334-3350
Persistent link: https://www.econbiz.de/10010126429
Saved in:
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