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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
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Search: subject_exact:"Risk measure"
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Prognoseverfahren
Schätzung
Risikomaß
102
Risk measure
102
Volatility
44
Volatilität
44
Portfolio selection
42
Portfolio-Management
42
Risk management
37
ARCH model
36
ARCH-Modell
36
Risikomanagement
36
Capital income
29
Estimation
29
Kapitaleinkommen
29
Risiko
28
Risk
28
Theorie
23
Theory
23
Financial crisis
22
Finanzkrise
22
Spillover effect
19
Spillover-Effekt
19
Welt
19
World
19
Multivariate Verteilung
18
Multivariate distribution
18
Aktienmarkt
17
Börsenkurs
17
Share price
17
Statistical distribution
17
Statistische Verteilung
17
Stock market
17
Forecasting model
16
Systemic risk
14
Systemrisiko
13
Hedging
10
Measurement
10
Messung
10
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10
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39
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39
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English
39
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Gupta, Rangan
3
Kang, Sang Hoon
3
Mensi, Walid
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Asai, Manabu
2
Jiang, Cuixia
2
Kok Haur Ng
2
McAleer, Michael
2
Mo, Guoli
2
Pierdzioch, Christian
2
Tan, Chunzhi
2
Xu, Qifa
2
Zhang, Weiguo
2
Ahelegbey, Daniel Felix
1
Alexeev, Vitali
1
Bouaddi, Mohammed
1
Brugal, Ivan
1
Byström, Hans N. E.
1
Candido, Osvaldo
1
Caporin, Massimiliano
1
Chan, Jennifer So Kuen
1
Chan, Jennifer So-Kuen
1
Changqing, Luo
1
Chen, Guojin
1
Chen, Yi-Hsuan
1
Cheng, Nick Ying-pin
1
Chiang, Shu-mei
1
Choe, Geon Ho
1
Choi, So Eun
1
Chávez-Bedoya, Luis
1
Cuñado Eizaguirre, Juncal
1
D'Addona, Stefano
1
Demirer, Rıza
1
Ding, Xiaoyi
1
Feng, Jiabao
1
Freire, Gustavo
1
Gillas, Konstantinos Gkillas
1
Giudici, Paolo
1
González López-Valcárcel, Beatriz
1
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International review of economics & finance : IREF
The North American journal of economics and finance : a journal of financial economics studies
International journal of forecasting
48
Finance research letters
33
Journal of banking & finance
33
Journal of forecasting
33
Journal of risk
30
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
Insurance / Mathematics & economics
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
7
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ECONIS (ZBW)
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1
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
2
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
3
Forecasting risk measures using intraday and overnight information
Santos, Douglas Gomes dos
;
Candido, Osvaldo
;
Tófoli, …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013449240
Saved in:
4
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
5
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:
6
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:
7
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:
8
Measuring systemic risk of the Chinese banking industry : a wavelet-based quantile regression approach
Xu, Qifa
;
Jin, Bei
;
Jiang, Cuixia
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012667347
Saved in:
9
Network VAR models to measure financial contagion
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Hashem, Shatha …
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012668002
Saved in:
10
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
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