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~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
~subject:"Bank risk"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Risk measure"
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Bank risk
Prognoseverfahren
Risikomaß
231
Risk measure
231
Theorie
110
Theory
110
Portfolio selection
92
Portfolio-Management
92
Risikomanagement
65
Risk management
65
Risiko
59
Risk
59
Statistical distribution
47
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47
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44
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44
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34
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34
Volatility
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25
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Basel Accord
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Estimation theory
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Schätztheorie
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18
Bankrisiko
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English
41
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Marcellino, Massimiliano
3
Weiß, Gregor
3
Carriero, Andrea
2
Clark, Todd E.
2
McNeil, Alexander J.
2
Paterlini, Sandra
2
Wied, Dominik
2
Ziggel, Daniel
2
Aldasoro, Inaki
1
Allen, Linda
1
An, Yunbi
1
Bali, Turan G.
1
Banulescu, Georgiana-Denisa
1
Baumeister, Christiane
1
Berens, Tobias
1
Borowska, Agnieszka
1
Boucher, Christophe
1
Brechmann, Eike
1
Breuer, Thomas
1
Chen, Rui
1
Czado, Claudia
1
Daníelsson, Jón
1
De Polis, Andrea
1
Delle Monache, Davide
1
Di Lascio, F. Marta L.
1
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1
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1
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1
Duong, Diep
1
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1
Egorov, Alexej V.
1
Fan, Jianqing
1
Farmer, J. Doyne
1
Francq, Christian
1
Gagnon, Marie-Hélène
1
Gambacorta, Leonardo
1
Ganics, Gergely
1
Geanakoplos, John
1
Giammusso, Davide
1
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Discussion papers / CEPR
Journal of banking & finance
Journal of econometrics
International journal of forecasting
49
Finance research letters
36
Journal of forecasting
32
Risks : open access journal
25
Journal of risk
22
Discussion paper / Tinbergen Institute
21
International review of financial analysis
20
Journal of empirical finance
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
The North American journal of economics and finance : a journal of financial economics studies
17
The journal of operational risk
17
The journal of risk model validation
17
Journal of risk management in financial institutions
15
Economic modelling
14
Computational economics
13
Econometric Institute research papers
13
Energy economics
12
European journal of operational research : EJOR
12
Journal of financial econometrics
12
Applied economics
11
Journal of economic dynamics & control
11
Journal of financial stability
11
Journal of risk and financial management : JRFM
10
Quantitative finance
10
The European journal of finance
10
Working papers
10
Applied economics letters
9
CFS working paper series
9
Research in international business and finance
9
Insurance / Mathematics & economics
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International review of economics & finance : IREF
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Pacific-Basin finance journal
8
Research paper series / Swiss Finance Institute
8
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8
Discussion paper
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
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ECONIS (ZBW)
41
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1
Risky oil : it's all in the tails
Baumeister, Christiane
;
Huber, Florian
;
Marcellino, …
-
2024
Persistent link: https://www.econbiz.de/10014537272
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
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:
4
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:
5
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
6
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:
7
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:
8
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:
9
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
Saved in:
10
Modelling extremal dependence for operational risk by a bipartite graph
Kley, Oliver
;
Klüppelberg, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012495775
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