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~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of risk"
~language:"eng"
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
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Estimation theory
Kapitaleinkommen
Risikomaß
138
Risk measure
138
Portfolio selection
65
Portfolio-Management
65
Theorie
52
Theory
52
Risikomanagement
43
Risk management
43
Risiko
28
Risk
28
Estimation
26
Schätzung
26
Measurement
25
Messung
25
Schätztheorie
25
ARCH model
24
ARCH-Modell
24
Statistical distribution
21
Statistische Verteilung
21
value-at-risk (VaR)
18
Volatility
17
Volatilität
17
Forecasting model
16
Prognoseverfahren
16
Basel Accord
15
Basler Akkord
15
Capital income
13
Credit risk
13
Kreditrisiko
13
risk management
11
Bank risk
10
Bankrisiko
10
Financial services
10
Finanzdienstleistung
10
expected shortfall (ES)
10
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8
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8
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Ardia, David
2
Gibson, Michael S.
2
Martin, R. Douglas
2
Marumo, Kohei
2
Oh, Dong Hwan
2
Patton, Andrew J.
2
Pritsker, Matthew
2
Abad, Pilar
1
Ally, Abdallah K.
1
Amendola, Alessandra
1
Anadu, Kenechukwu
1
Arias-Sema, María A.
1
Arora, Rohit
1
Arunachalam, Viswanathan
1
Auer, Benjamin R.
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Baysal, Rafet Evren
1
Belhad, Ahmed
1
Benito Muela, Sonia
1
Berens, Tobias
1
Bohn, James G.
1
Boudt, Kris
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Butler, Andrew
1
Candila, Vincenzo
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Caro-Lopera, Francisco J.
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Chen, Jiusheng
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Croux, Christophe
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Feng, Yuanhua
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Gaigall, Daniel
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Guo, Zi-Yi
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Hand, D. J.
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Jiménez, José Alfredo
1
Kabaila, Paul
1
Keel, Simon
1
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Finance and economics discussion series
Journal of risk
Insurance / Mathematics & economics
39
Finance research letters
30
Journal of banking & finance
24
The North American journal of economics and finance : a journal of financial economics studies
24
International review of financial analysis
22
Journal of econometrics
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
International journal of forecasting
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of empirical finance
14
Research in international business and finance
14
The journal of risk model validation
14
Discussion paper / Tinbergen Institute
13
Energy economics
13
Journal of forecasting
13
Quantitative finance
13
Applied economics
12
Journal of financial econometrics
12
Risks : open access journal
12
Journal of risk and financial management : JRFM
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
International review of economics & finance : IREF
9
Computational economics
8
European journal of operational research : EJOR
8
Pacific-Basin finance journal
8
SFB 649 discussion paper
8
Economics letters
7
International journal of theoretical and applied finance
7
Journal of financial economics
7
Journal of international financial markets, institutions & money
7
Journal of mathematical finance
7
Review of quantitative finance and accounting
7
Econometric Institute research papers
6
Economic modelling
6
International journal of monetary economics and finance
6
Research paper series / Swiss Finance Institute
6
The European journal of finance
6
The journal of asset management
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ECONIS (ZBW)
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1
Better the devil you know : improved forecasts from imperfect models
Oh, Dong Hwan
;
Patton, Andrew J.
-
2021
-
This draft: October 2021
Persistent link: https://www.econbiz.de/10012704988
Saved in:
2
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:
3
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
-
2021
-
This draft: 21 January 2021
Persistent link: https://www.econbiz.de/10012608826
Saved in:
4
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:
5
Semiparametric GARCH models with long memory applied to
value-at-risk
and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
- In:
Journal of risk
25
(
2022
)
2
,
pp. 75-105
Persistent link: https://www.econbiz.de/10014342468
Saved in:
6
Nonparametric estimation of systemic risk via conditional
value-at-risk
Belhad, Ahmed
;
Lauria, Davide
;
Trindade, A. Alexandre
- In:
Journal of risk
25
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013549675
Saved in:
7
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
8
Covariance estimation for risk-based portfolio optimization : an integrated approach
Butler, Andrew
;
Kwon, Roy H.
- In:
Journal of risk
24
(
2021
)
2
,
pp. 11-41
Persistent link: https://www.econbiz.de/10013284828
Saved in:
9
Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of risk
24
(
2021
)
2
,
pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
Saved in:
10
Risk measures : a generalization from the univariate to the matrix-variate
Arias-Sema, María A.
;
Caro-Lopera, Francisco J.
; …
- In:
Journal of risk
23
(
2021
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012593431
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