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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of banking & finance"
~subject:"Prognoseverfahren"
~subject:"Systemic risk"
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Prognoseverfahren
Systemic risk
Risikomaß
250
Risk measure
250
Theorie
111
Theory
111
Portfolio selection
105
Portfolio-Management
105
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69
Risk management
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Expected shortfall
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Bank risk
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Weiß, Gregor
4
Degiannakis, Stavros
2
Lazar, Emese
2
McNeil, Alexander J.
2
Wied, Dominik
2
Xiong, Xiong
2
Zhang, Wei
2
Ziggel, Daniel
2
Ahelegbey, Daniel Felix
1
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1
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1
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1
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1
Chau Trinh Nguyen
1
Chen Zhou
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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Di, Zengru
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Düllmann, Klaus
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International review of financial analysis
Journal of banking & finance
International journal of forecasting
46
Finance research letters
37
Journal of forecasting
33
Discussion paper / Tinbergen Institute
24
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)
54
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1
VaR and ES forecasting via recurrent neural network-based stateful models
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
2
Does systemic risk in the fund markets predict future economic downturns?
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
International review of financial analysis
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014492409
Saved in:
3
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:
4
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:
5
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:
6
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
Pourkhanali, Armin
;
Tafakori, Laleh
;
Bee, Marco
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467094
Saved in:
7
Identifying systemic risk of assets during international financial crises using Value at Risk elasticities
Borer, Daniel
;
Perera, Devmali
;
Fitriya Fauzi
;
Chau …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014469916
Saved in:
8
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:
9
An empirical investigation of multiperiod tail risk forecasting models
Zhang, Ning
;
Su, Xiaoman
;
Qi, Shuyuan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248332
Saved in:
10
Systemic risk in the Chinese financial system : a panel Granger causality analysis
Cincinelli, Peter
;
Pellini, Elisabetta
;
Urga, Giovanni
- In:
International review of financial analysis
82
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013431113
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