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~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of banking & finance"
~subject:"Prognoseverfahren"
~subject:"Systemic risk"
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Prognoseverfahren
Systemic risk
Risikomaß
236
Risk measure
236
Theorie
113
Theory
113
Portfolio selection
90
Portfolio-Management
90
Risk management
64
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77
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Weiß, Gregor
4
Polanski, Arnold
3
Stoja, Evarist
3
Taylor, James W.
3
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2
Gerlach, Richard
2
Herrera, Rodrigo
2
Lucas, André
2
McNeil, Alexander J.
2
Rubia, Antonio
2
Taleb, Nassim Nicholas
2
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2
Wied, Dominik
2
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2
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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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International journal of forecasting
Journal of banking & finance
Finance research letters
37
Journal of forecasting
33
Discussion paper / Tinbergen Institute
24
International review of financial analysis
23
Risks : open access journal
20
The North American journal of economics and finance : a journal of financial economics studies
18
Economic modelling
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of empirical finance
16
Energy economics
15
Applied economics letters
14
Journal of risk
14
The journal of risk model validation
14
Journal of risk and financial management : JRFM
12
Quantitative finance
12
SFB 649 discussion paper
12
Computational economics
11
Econometric Institute research papers
11
International review of economics & finance : IREF
11
Journal of economic dynamics & control
11
Journal of financial econometrics
11
Research in international business and finance
11
The European journal of finance
11
Applied economics
10
Journal of econometrics
10
Journal of financial stability
10
Journal of risk management in financial institutions
10
Pacific-Basin finance journal
10
European journal of operational research : EJOR
9
Working paper
9
Working papers
9
CFS working paper series
8
Insurance / Mathematics & economics
8
Journal of international financial markets, institutions & money
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Research paper series / Swiss Finance Institute
6
Risk management : a journal of risk, crisis and disaster
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
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ECONIS (ZBW)
77
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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
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:
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 value at risk and expected shortfall using a model with a dynamic omega ratio
Taylor, James W.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463062
Saved in:
5
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:
6
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:
7
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:
8
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:
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
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