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~isPartOf:"Economic modelling"
~isPartOf:"Journal of banking & finance"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Statistical distribution"
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Prognoseverfahren
Risk
Statistical distribution
Risikomaß
252
Risk measure
252
Theorie
120
Theory
120
Portfolio selection
108
Portfolio-Management
108
Risikomanagement
79
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79
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65
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46
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44
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Weiß, Gregor
4
Brandtner, Mario
3
Daníelsson, Jón
3
Armstrong, John
2
Breuer, Thomas
2
Brigo, Damiano
2
Candelon, Bertrand
2
Dias, Alexandra
2
Gatfaoui, Hayette
2
McNeil, Alexander J.
2
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2
Peña Sánchez de Rivera, Juan Ignacio
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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1
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1
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1
An, Yunbi
1
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1
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1
Bali, Turan G.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Economic modelling
Journal of banking & finance
Insurance / Mathematics & economics
166
Risks : open access journal
76
Finance research letters
72
European journal of operational research : EJOR
66
International journal of forecasting
54
Journal of risk
47
Quantitative finance
43
Discussion paper / Tinbergen Institute
40
International review of financial analysis
40
Journal of forecasting
34
Energy economics
33
Journal of empirical finance
32
The journal of risk model validation
31
Applied economics
30
The North American journal of economics and finance : a journal of financial economics studies
28
Computational economics
26
International review of economics & finance : IREF
26
Journal of risk and financial management : JRFM
25
Journal of econometrics
24
The journal of operational risk
23
Finance and stochastics
22
Journal of financial econometrics
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Mathematics of operations research
22
Scandinavian actuarial journal
22
International journal of theoretical and applied finance
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Research paper series / Swiss Finance Institute
20
The European journal of finance
19
Operations research
18
Pacific-Basin finance journal
18
Applied economics letters
17
Astin bulletin : the journal of the International Actuarial Association
17
Mathematics and financial economics
17
Working papers
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Journal of mathematical finance
16
SFB 649 discussion paper
16
Journal of economic dynamics & control
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ECONIS (ZBW)
110
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1
The determinants of systemic risk contagion
Sencer Atasoy, Burak
;
Ozkan, Ibrahim
;
Erden, Lütfi
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451156
Saved in:
2
What drives the tail risk effect in the Chinese stock market?
Sun, Kaisi
;
Wang, Hui
;
Zhu, Yifeng
- In:
Economic modelling
132
(
2024
)
Persistent link: https://www.econbiz.de/10014547938
Saved in:
3
Robust portfolio selection with subjective risk aversion under dependence uncertainty
Su, Xiaoshan
;
Li, Yuhan
- In:
Economic modelling
132
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014547968
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
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:
6
Portfolio optimization in the presence of tail correlation
Ben Abdelaziz, Fouad
;
Chibane, Messaoud
- In:
Economic modelling
122
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014388707
Saved in:
7
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
8
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
Naimoli, Antonio
;
Gerlach, Richard
;
Storti, Giuseppe
- In:
Economic modelling
107
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367470
Saved in:
9
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
10
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
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