//--> //--> //--> //-->
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:"International journal of forecasting"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of futures markets"
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:"Expected tail loss"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
249
Risk measure
249
Theorie
114
Theory
114
Portfolio selection
93
Portfolio-Management
93
Risk management
67
Risikomanagement
66
Forecasting model
62
Prognoseverfahren
62
Risk
56
Statistical distribution
55
Statistische Verteilung
55
Risiko
54
ARCH model
48
ARCH-Modell
48
Volatility
43
Volatilität
43
Estimation
40
Schätzung
40
Capital income
27
Kapitaleinkommen
27
Credit risk
25
Financial crisis
25
Finanzkrise
25
Kreditrisiko
25
Expected shortfall
23
Measurement
22
Messung
22
Systemic risk
21
Value-at-Risk
20
Basel Accord
19
Basler Akkord
19
Outliers
19
Systemrisiko
19
Ausreißer
18
Bank risk
16
Bankrisiko
16
Multivariate Verteilung
16
Multivariate distribution
16
more ...
less ...
Online availability
All
Undetermined
95
Free
2
Type of publication
All
Article
248
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
249
Aufsatz in Zeitschrift
249
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
249
Author
All
Weiß, Gregor
5
Daníelsson, Jón
4
Harris, Richard D. F.
4
Pérignon, Christophe
4
Bali, Turan G.
3
Brandtner, Mario
3
Dias, Alexandra
3
Dowd, Kevin
3
Fuertes, Ana María
3
Gerlach, Richard
3
McNeil, Alexander J.
3
Paterlini, Sandra
3
Polanski, Arnold
3
Rösch, Daniel
3
Stoja, Evarist
3
Taleb, Nassim Nicholas
3
Taylor, James W.
3
Uryasev, Stan
3
Acerbi, Carlo
2
Armstrong, John
2
Bernard, Carole
2
Bianchi, Michele Leonardo
2
Breuer, Thomas
2
Brigo, Damiano
2
Campbell, Rachel
2
Cotter, John
2
Cui, Xueting
2
Dionne, Georges
2
Escanciano, Juan Carlos
2
Fabozzi, Frank J.
2
Faff, Robert W.
2
Fermanian, Jean-David
2
Gatzert, Nadine
2
Giot, Pierre
2
Gordy, Michael B.
2
Herrera, Rodrigo
2
Huisman, Ronald
2
Jacobson, Tor
2
Kalotychou, Elena
2
Kellner, Ralf
2
more ...
less ...
Institution
All
Seminar on Statistical and Computational Problems in Risk Management: VaR and Beyond VaR <2001, Rom>
1
Università degli studi di Roma "La Sapienza"
1
Published in...
All
International journal of forecasting
Journal of banking & finance
The journal of futures markets
Insurance / Mathematics & economics
217
Journal of risk
121
European journal of operational research : EJOR
110
Risks : open access journal
106
Finance research letters
93
Economic modelling
69
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
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
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)
249
Showing
1
-
10
of
249
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
3
A time-varying skewness model for Growth-at-Risk
Iseringhausen, Martin
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10014450268
Saved in:
4
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
5
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
6
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:
7
Impact of systemic risk regulation on optimal policies and asset prices
Bernard, Carole
;
Cui, Xuecan
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491945
Saved in:
8
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
9
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
10
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:
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...
//-->