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~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of commodity markets"
~subject:"Finanzkrise"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Risk measure"
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Finanzkrise
Prognoseverfahren
Risikomaß
195
Risk measure
195
Theorie
90
Theory
90
Portfolio selection
81
Portfolio-Management
81
Risiko
53
Risikomanagement
53
Risk
53
Risk management
53
Statistical distribution
32
Statistische Verteilung
32
Estimation
29
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29
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25
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25
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14
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14
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14
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43
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Weiß, Gregor
4
Carriero, Andrea
2
Clark, Todd E.
2
Marcellino, Massimiliano
2
McNeil, Alexander J.
2
Wied, Dominik
2
Ziggel, Daniel
2
Abduraimova, Kumushoy
1
Banulescu, Georgiana-Denisa
1
Beirlant, Jan
1
Berens, Tobias
1
Bernard, Carole
1
Bostandzic, Denefa
1
Breuer, Thomas
1
Brownlees, Christian
1
Byers, John W.
1
Chabot, Ben
1
Chiu, Wan-chien
1
Consigli, Giorgio
1
Cui, Xuecan
1
Cui, Xueting
1
Daníelsson, Jón
1
De Polis, Andrea
1
Delle Monache, Davide
1
Dias, Alexandra
1
Du, Zaichao
1
Dumitrescu, Elena-Ivona
1
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1
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1
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1
Farmer, J. Doyne
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Fethı, Meryem Duygun
1
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1
Ganics, Gergely
1
Geanakoplos, John
1
Ghysels, Eric
1
Gillas, Konstantinos Gkillas
1
Gordy, Michael B.
1
Han, Xuyuan
1
Hua, Jian
1
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Discussion papers / CEPR
Journal of banking & finance
Journal of commodity markets
International journal of forecasting
45
Finance research letters
37
Journal of forecasting
32
Discussion paper / Tinbergen Institute
26
International review of financial analysis
21
The North American journal of economics and finance : a journal of financial economics studies
21
Economic modelling
18
Risks : open access journal
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of empirical finance
16
Applied economics
15
Journal of risk
15
Econometric Institute research papers
14
International review of economics & finance : IREF
14
Energy economics
13
Journal of economic dynamics & control
13
Journal of risk and financial management : JRFM
13
The journal of risk model validation
13
Applied economics letters
12
The European journal of finance
12
Working paper
12
Journal of financial econometrics
11
Computational economics
10
Journal of international financial markets, institutions & money
10
Journal of risk management in financial institutions
10
Pacific-Basin finance journal
10
Quantitative finance
10
Journal of econometrics
9
Research in international business and finance
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Working papers
9
European journal of operational research : EJOR
8
Risk management : a journal of risk, crisis and disaster
7
CFS working paper series
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial stability
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Research paper series / Swiss Finance Institute
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School of Accounting, Finance and Economics & FEMARC working paper series
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ECONIS (ZBW)
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1
The case for CASE : estimating heterogeneous systemic effects
Du, Zaichao
;
Escanciano, Juan Carlos
;
Zhu, Guangwei
- In:
Journal of banking & finance
157
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490722
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
Estimation of value at risk for copper
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014495711
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
Does safe haven exist? : tail risks of commodity markets during COVID-19 pandemic
Enilov, Martin
;
Mensi, Walid
;
Stankov, Petar
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014277048
Saved in:
6
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
Saved in:
7
Machine-learning-enhanced systemic risk measure : a two-step supervised learning approach
Liu, Ruicheng
;
Pun, Chi Seng
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013448776
Saved in:
8
Capturing macroeconomic tail risks with bayesian vector autoregressions
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2022
Persistent link: https://www.econbiz.de/10013286806
Saved in:
9
An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting
Han, Xuyuan
;
Liu, Zhenya
;
Wang, Shixuan
- In:
Journal of commodity markets
25
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013204443
Saved in:
10
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:
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