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~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of commodity markets"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Risk measure"
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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
Schätzung
29
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25
ARCH-Modell
25
Volatility
24
Volatilität
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23
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23
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Messung
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16
Welt
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Financial services
14
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Value-at-Risk
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English
22
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Weiß, Gregor
3
Carriero, Andrea
2
Clark, Todd E.
2
Marcellino, Massimiliano
2
McNeil, Alexander J.
2
Wied, Dominik
2
Ziggel, Daniel
2
Banulescu, Georgiana-Denisa
1
Berens, Tobias
1
Byers, John W.
1
De Polis, Andrea
1
Delle Monache, Davide
1
Dumitrescu, Elena-Ivona
1
Enilov, Martin
1
Gagnon, Marie-Hélène
1
Ganics, Gergely
1
Gillas, Konstantinos Gkillas
1
Gordy, Michael B.
1
Han, Xuyuan
1
Hua, Jian
1
Kiesel, Rüdiger
1
Konstantatos, Christoforos
1
Kratz, Marie
1
León Valle, Ángel Manuel
1
Li, Yi
1
Liu, Zhenya
1
Lok, Yen H.
1
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1
Manzan, Sebastiano
1
Mensi, Walid
1
Merlo, Luca
1
Papathanasiou, Spyros
1
Petrella, Ivan
1
Petrella, Lea
1
Popova, I.
1
Power, Gabriel J.
1
Rahe, Florentin
1
Raponi, Valentina
1
Rossi, Barbara
1
Sekhposyan, Tatevik
1
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Discussion papers / CEPR
Journal of banking & finance
Journal of commodity markets
International journal of forecasting
45
Journal of forecasting
31
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
14
International review of financial analysis
13
Econometric Institute research papers
11
Journal of financial econometrics
11
Journal of risk
11
The North American journal of economics and finance : a journal of financial economics studies
11
The journal of risk model validation
11
Quantitative finance
10
Applied economics
9
Energy economics
9
Computational economics
8
Journal of risk and financial management : JRFM
8
Working paper
8
Applied economics letters
7
Economic modelling
7
Journal of economic dynamics & control
7
The European journal of finance
7
Working papers
7
CFS working paper series
6
European journal of operational research : EJOR
6
Journal of econometrics
6
Journal of risk management in financial institutions
6
International review of economics & finance : IREF
5
Research paper series / Swiss Finance Institute
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Pacific-Basin finance journal
4
Research in international business and finance
4
SFB 649 discussion paper
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Annals of financial economics
3
CESifo working papers
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ECONIS (ZBW)
22
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Nowcasting tail risk to economic activity at a weekly frequency
Marcellino, Massimiliano
;
Clark, Todd E.
;
Carriero, Andrea
-
2021
Persistent link: https://www.econbiz.de/10012609779
Saved in:
8
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:
9
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:
10
Robust estimation of conditional risk measures using machine learning algorithm for commodity futures prices in the presence of outliers
Byers, John W.
;
Popova, I.
;
Simkins, Betty J.
- In:
Journal of commodity markets
24
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013392402
Saved in:
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