//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economic modelling"
~isPartOf:"Journal of risk"
~subject:"Multivariate Verteilung"
~subject:"Prognoseverfahren"
~subject:"Risikomaß"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk measure"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Multivariate Verteilung
Prognoseverfahren
Risikomaß
Risk measure
190
Portfolio selection
85
Portfolio-Management
85
Theorie
76
Theory
76
Risikomanagement
67
Risk management
67
Risiko
45
Risk
45
ARCH model
43
ARCH-Modell
43
Estimation
37
Schätzung
37
Statistical distribution
33
Statistische Verteilung
33
Measurement
29
Messung
29
Volatility
29
Volatilität
29
Estimation theory
22
Schätztheorie
22
Credit risk
18
Forecasting model
18
Kreditrisiko
18
Bank risk
17
Bankrisiko
17
Financial crisis
17
Finanzkrise
17
value-at-risk (VaR)
17
Ausreißer
16
Basel Accord
16
Basler Akkord
16
Capital income
16
Kapitaleinkommen
16
Multivariate distribution
16
Outliers
16
Financial services
13
more ...
less ...
Online availability
All
Undetermined
101
Type of publication
All
Article
190
Type of publication (narrower categories)
All
Article in journal
190
Aufsatz in Zeitschrift
190
Language
All
English
190
Author
All
Berger, Theo
4
Jiang, Cuixia
3
Uryasev, Stan
3
Xu, Qifa
3
Yu, Keming
3
Araichi, Sawssen
2
Ardia, David
2
Auer, Benjamin R.
2
Belkacem, Lotfi
2
Boudt, Kris
2
Gatfaoui, Hayette
2
Ghorbel, Ahmed
2
Joëts, Marc
2
Lampenius, Niklas
2
Martin, R. Douglas
2
Marumo, Kohei
2
Peretti, Christian de
2
Righi, Marcelo Brutti
2
Su, Jung-bin
2
Tokpavi, Sessi
2
Trabelsi, Abdelwahed
2
Ziggel, Daniel
2
Abad, Pilar
1
Abbas, Qaisar
1
Adrian, Tobias
1
Akhter, Selim
1
Alemany, Ramon
1
Ali Shah, Syed Zulfiqar
1
Ally, Abdallah K.
1
Aloui, Chaker
1
Amendola, Alessandra
1
Andrieş, Alin Marius
1
Arias-Sema, María A.
1
Arici, G.
1
Arora, Rohit
1
Arunachalam, Viswanathan
1
Ayub, Usman
1
Bai, Manying
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
more ...
less ...
Published in...
All
Economic modelling
Journal of risk
Insurance / Mathematics & economics
217
Journal of banking & finance
181
European journal of operational research : EJOR
110
Risks : open access journal
106
Finance research letters
93
Energy economics
69
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
67
Discussion paper / Tinbergen Institute
62
The journal of risk model validation
60
International journal of forecasting
55
Journal of empirical finance
54
Applied economics
53
Journal of risk and financial management : JRFM
52
Quantitative finance
51
International journal of theoretical and applied finance
47
Journal of risk management in financial institutions
47
The journal of operational risk
45
Journal of forecasting
42
Journal of econometrics
41
Computational economics
38
The European journal of finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
International review of economics & finance : IREF
35
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Journal of economic dynamics & control
33
Journal of international financial markets, institutions & money
32
Working papers
32
Applied economics letters
31
Scandinavian actuarial journal
31
Finance and stochastics
30
Econometric Institute research papers
29
Pacific-Basin finance journal
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Operations research letters
28
Working paper
28
more ...
less ...
Source
All
ECONIS (ZBW)
190
Showing
1
-
10
of
190
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
2
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:
3
Accounting for PD-LGD dependency : a tractable extension to the Basel ASRF framework
Barbagli, Matteo
;
Vrins, Frédéric
- In:
Economic modelling
125
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463531
Saved in:
4
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:
5
Price risk analysis using GARCH family models : evidence from Shanghai crude oil futures market
Bei, Shuhua
;
Yang, Aijun
;
Pei, Haotian
;
Si, Xiaoli
- In:
Economic modelling
125
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463673
Saved in:
6
Value-at-risk models : a systematic review of the literature
Shayya, Reem
;
Sorrosal Forradellas, Maria Teresa
; …
- In:
Journal of risk
25
(
2023
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014314618
Saved in:
7
A theory for combinations of risk measures
Righi, Marcelo Brutti
- In:
Journal of risk
25
(
2023
)
4
,
pp. 25-60
Persistent link: https://www.econbiz.de/10014314623
Saved in:
8
Allocating and forecasting changes in risk
Gaigall, Daniel
- In:
Journal of risk
25
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014283880
Saved in:
9
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
10
Optimal reinsurance with expectile under the Vajda condition
Chen, Yanhong
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10012500128
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->