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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
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Prognoseverfahren
Schätzung
Risk measure
253
Risikomaß
252
Theorie
185
Theory
185
Risk
137
Risiko
136
Portfolio selection
120
Portfolio-Management
120
Measurement
110
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110
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108
Risk management
108
Statistical distribution
84
Statistische Verteilung
84
Risikomodell
33
Risk model
33
Reinsurance
32
Rückversicherung
32
Value-at-Risk
29
Multivariate Verteilung
26
Multivariate distribution
26
Capital income
25
Kapitaleinkommen
25
Estimation theory
24
Schätztheorie
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21
Probability theory
19
Stochastic process
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Stochastischer Prozess
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Risk measures
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27
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McAleer, Michael
2
Wang, Ruodu
2
Ahn, Jae Youn
1
Alexeev, Vitali
1
Asai, Manabu
1
Bartels, Mariana
1
Bermúdez, Lluís
1
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Byström, Hans N. E.
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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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Insurance / Mathematics & economics
International review of economics & finance : IREF
International journal of forecasting
48
Finance research letters
33
Journal of banking & finance
33
Journal of forecasting
33
Journal of risk
30
The North American journal of economics and finance : a journal of financial economics studies
26
Discussion paper / Tinbergen Institute
24
International review of financial analysis
24
Applied economics
23
Risks : open access journal
23
Journal of empirical finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
The journal of risk model validation
21
Energy economics
20
Economic modelling
19
Journal of econometrics
18
Journal of financial econometrics
17
Quantitative finance
17
Working papers
16
Journal of risk and financial management : JRFM
15
Econometric Institute research papers
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Research in international business and finance
13
Journal of economic dynamics & control
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Computational economics
11
Working paper
11
CFS working paper series
10
Pacific-Basin finance journal
10
Applied economics letters
9
SFB 649 discussion paper
9
The European journal of finance
9
Journal of risk management in financial institutions
8
CESifo working papers
7
Economics letters
7
European journal of operational research : EJOR
7
Journal of international financial markets, institutions & money
7
Journal of mathematical finance
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ECONIS (ZBW)
27
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1
Diversification quotients based on VaR and ES
Han, Xia
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
Saved in:
2
Estimating and backtesting risk under heavy tails
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013264930
Saved in:
3
Orthogonal portfolios to assess estimation risk
Chávez-Bedoya, Luis
;
Rosales, Francisco
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 906-937
Persistent link: https://www.econbiz.de/10013342794
Saved in:
4
Estimating tail-risk using semiparametric conditional variance with an application to meme stocks
D'Addona, Stefano
;
Khanom, Najrin
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 241-260
Persistent link: https://www.econbiz.de/10013543110
Saved in:
5
Extreme value estimation of the conditional risk premium in reinsurance
Goegebeur, Yuri
;
Guillou, Armelle
;
Qin, Jing
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 68-80
Persistent link: https://www.econbiz.de/10012482751
Saved in:
6
Systemic risk measures and distribution forecasting of macroeconomic shocks
Chen, Guojin
;
Liu, Yanzhen
;
Zhang, Yu
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 178-196
Persistent link: https://www.econbiz.de/10012692464
Saved in:
7
Systemic risk in international stock markets : role of the oil market
Yin, Libo
;
Feng, Jiabao
;
Han, Liyan
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 592-619
Persistent link: https://www.econbiz.de/10012627999
Saved in:
8
Joint generalized quantile and conditional tail expectation regression for insurance risk analysis
Guillén, Montserrat
;
Bermúdez, Lluís
;
Pitarque, Albert
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012649203
Saved in:
9
Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions
Chan, Jennifer So-Kuen
;
Kok Haur Ng
;
Ragell, Rachel
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 188-212
Persistent link: https://www.econbiz.de/10012205409
Saved in:
10
Asymmetric jump beta estimation with implications for portfolio risk management
Alexeev, Vitali
;
Urga, Giovanni
;
Yao, Wenying
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 20-40
Persistent link: https://www.econbiz.de/10012205461
Saved in:
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