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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of banking & finance"
~subject:"Risk measure"
~subject:"Theory"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Risk measure
Theory
Statistical distribution
118
Statistische Verteilung
118
Theorie
58
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35
Option pricing theory
33
Optionspreistheorie
33
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Kim, Young Shin
3
Račev, Svetlozar T.
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Weiß, Gregor
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Dias, Alexandra
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1
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International journal of theoretical and applied finance
Journal of banking & finance
Insurance / Mathematics & economics
155
Journal of econometrics
89
Discussion paper / Tinbergen Institute
82
Risks : open access journal
64
International journal of forecasting
62
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
Economics letters
45
European journal of operational research : EJOR
45
Applied economics
35
Scandinavian actuarial journal
34
Econometric reviews
33
Economic modelling
32
Journal of forecasting
30
Journal of empirical finance
29
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28
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28
The journal of operational risk
27
Discussion paper / Center for Economic Research, Tilburg University
26
Econometric theory
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International review of financial analysis
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SFB 649 discussion paper
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The European journal of finance
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Applied economics letters
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Journal of economic theory
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Quantitative finance
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Astin bulletin : the journal of the International Actuarial Association
22
Computational economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
NBER Working Paper
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NBER working paper series
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Journal of applied econometrics
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Journal of economic dynamics & control
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ECONIS (ZBW)
72
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1
Modeling the time-varying dynamic term structure of interest rates
Choi, Ahjin
;
Kang, Kyu Ho
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014490339
Saved in:
2
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:
3
The pricing of skewness over different return horizons
Aretz, Kevin
;
Arisoy, Yakup Eser
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014248256
Saved in:
4
What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi
;
Chan, Kam Fong
;
Faff, Robert W.
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013461866
Saved in:
5
Modeling and forecasting realized portfolio weights
Golosnoy, Vasyl
;
Gribisch, Bastian
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013461907
Saved in:
6
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:
7
The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio
;
Tang, Qihe
;
Tong, Zhiwei
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
Saved in:
8
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
9
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
10
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
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