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~isPartOf:"Economic research"
~subject:"Conditional value at risk"
~subject:"Estimation theory"
~subject:"Risikomaß"
~type_genre:"Aufsatz in Zeitschrift"
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Conditional value at risk
Estimation theory
Risikomaß
Risk measure
7
Portfolio selection
4
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4
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2
ARCH-Modell
2
China
2
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Aufsatz in Zeitschrift
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Balteş, Nicolae
1
Barañano, Aitor
1
Cerovic Smolovic, Julija
1
Chen, Zhenlong
1
Hao, Xiaozhen
1
Ilić, Mirjana
1
Li, Cangshu
1
Lipovina-Božović, Milena
1
Miletic, Mirjana
1
Miletic, Sinisa
1
Moreno, Rafael
1
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1
Petrović, Evica
1
Peña Esteban, J. Iñaki de la
1
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1
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1
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1
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Economic research
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
121
European journal of operational research : EJOR
109
Risks : open access journal
106
Finance research letters
93
Energy economics
70
Economic modelling
69
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
67
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
Journal of risk management in financial institutions
47
International journal of theoretical and applied finance
46
The journal of operational risk
45
Journal of forecasting
43
Journal of econometrics
42
Computational economics
38
The European journal of finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
International review of economics & finance : IREF
35
Research in international business and finance
35
Journal of economic dynamics & control
33
Journal of international financial markets, institutions & money
32
Applied economics letters
31
Scandinavian actuarial journal
31
Finance and stochastics
30
Pacific-Basin finance journal
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Operations research letters
28
Journal of financial econometrics
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Journal of mathematical finance
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
25
Mathematics and financial economics
25
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ECONIS (ZBW)
7
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1
Quantitative measurement and analysis of FinTech risk in China
Li, Cangshu
- In:
Economic research
35
(
2022
)
1,3
,
pp. 2596-2614
Persistent link: https://www.econbiz.de/10014382209
Saved in:
2
Systemic risk in Chinese financial industries : a vine copula grouped CoVaR approach
Hao, Xiaozhen
;
Chen, Zhenlong
- In:
Economic research
35
(
2022
)
1,3
,
pp. 2747-2763
Persistent link: https://www.econbiz.de/10014382240
Saved in:
3
Valuation of real-estate losses via Monte Carlo simulation
Barañano, Aitor
;
Peña Esteban, J. Iñaki de la
; …
- In:
Economic research
33
(
2020
)
1,2
,
pp. 1867-1888
Persistent link: https://www.econbiz.de/10013191231
Saved in:
4
Technical analysis in estimating currency riskportfolios : case study : commercial banks in Romania
Balteş, Nicolae
;
Rodean, Maria-Daciana
- In:
Economic research
32
(
2019
)
1,1
,
pp. 604-621
Persistent link: https://www.econbiz.de/10012388367
Saved in:
5
GARCH models in
value
at
risk
estimation : empirical evidence from the Montenegrin stock exchange
Cerovic Smolovic, Julija
;
Lipovina-Božović, Milena
; …
- In:
Economic research
30
(
2017
)
1,1
,
pp. 477-498
Persistent link: https://www.econbiz.de/10012223947
Saved in:
6
Assessing the accuracy of delta-normal VaR evaluation for Serbian government bond portfolio
Obadović, Milica
;
Petrović, Evica
;
Vunjak, Nenad
; …
- In:
Economic research
29
(
2016
)
1
,
pp. 475-484
Persistent link: https://www.econbiz.de/10012221663
Saved in:
7
Performance of
Value
at
Risk
models in the midst of the global financial crisis in selected CEE emerging capital markets
Miletic, Mirjana
;
Miletic, Sinisa
- In:
Economic research
28
(
2015
)
1
,
pp. 132-166
Persistent link: https://www.econbiz.de/10012220692
Saved in:
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