//--> //--> //--> //-->
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 review of financial analysis"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Finanzkrise"
~subject:"Multivariate distribution"
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:"Risk measure"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Finanzkrise
Multivariate distribution
Risikomaß
81
Risk measure
81
Theorie
35
Theory
35
Portfolio selection
31
Portfolio-Management
31
Capital income
22
Kapitaleinkommen
22
Risiko
20
Risk
20
Volatility
20
Volatilität
20
Risikomanagement
19
Risk management
19
Estimation
17
Schätzung
17
ARCH model
16
ARCH-Modell
16
Forecasting model
14
Prognoseverfahren
14
Statistical distribution
14
Statistische Verteilung
14
Aktienmarkt
13
Stock market
13
USA
12
United States
12
Value-at-risk
12
Welt
12
World
12
Financial crisis
11
Systemic risk
11
Systemrisiko
11
Measurement
10
Messung
10
Expected shortfall
9
Multivariate Verteilung
9
Time series analysis
9
Zeitreihenanalyse
9
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
17
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
18
Author
All
Adrian, Tobias
1
Battaglia, Francesca
1
Berger, Theo
1
Borer, Daniel
1
Brunnermeier, Markus Konrad
1
Ceretta, Paulo Sergio
1
Chau Trinh Nguyen
1
Chen, Xiang
1
Chen, Zhihua
1
Cincinelli, Peter
1
Di, Zengru
1
Fang, Yi
1
Fitriya Fauzi
1
Gallo, Angela
1
Gao, Xiangyun
1
Gong, Xiao-Li
1
González Sánchez, Mariano
1
Grout, Paul A.
1
Guo, Yanhong
1
Hoang, Thi Hong Van
1
Huang, Shupei
1
Lee, Tae-hwy
1
Lee, Yong Woong
1
Li, Aihua
1
Li, Ping
1
Liu, Xi-Hua
1
Liu, Xiao-xing
1
Lu, Richard
1
Ly, Sel
1
Missong, Martin
1
Nave Pineda, Juan M.
1
Ouyang, Ruolan
1
Pellini, Elisabetta
1
Perera, Devmali
1
Pho, Kim-Hung
1
Power, Gabriel J.
1
Rahman, Md Lutfur
1
Righi, Marcelo Brutti
1
Sun, Qingru
1
Tang, Renwu
1
more ...
less ...
Published in...
All
International review of financial analysis
Working paper / National Bureau of Economic Research, Inc.
Journal of banking & finance
33
Insurance / Mathematics & economics
22
The North American journal of economics and finance : a journal of financial economics studies
21
Finance research letters
20
Energy economics
19
Economic modelling
18
Applied economics
17
Journal of risk and financial management : JRFM
15
Risks : open access journal
15
International review of economics & finance : IREF
13
Discussion paper / Tinbergen Institute
12
Journal of international financial markets, institutions & money
12
Journal of risk
12
Pacific-Basin finance journal
11
SFB 649 discussion paper
10
The European journal of finance
9
Working paper
9
Applied economics letters
8
European journal of operational research : EJOR
8
Econometric Institute research papers
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of economic dynamics & control
7
Research in international business and finance
7
Computational economics
6
International journal of forecasting
6
Risk management : a journal of risk, crisis and disaster
6
International Journal of Financial Studies : open access journal
5
Journal of empirical finance
5
Journal of financial stability
5
Review of quantitative finance and accounting
5
Emerging markets review
4
International journal of finance & economics : IJFE
4
Journal of forecasting
4
Journal of mathematical finance
4
Journal of risk management in financial institutions
4
Quantitative finance
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
Staff working papers / Bank of England
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
Where is the distribution tail threshold? : a tale on tail and copulas in financial risk measurement
González Sánchez, Mariano
;
Nave Pineda, Juan M.
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248319
Saved in:
4
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
Saved in:
5
Systemic risk of commodity markets : a dynamic factor copula approach
Ouyang, Ruolan
;
Chen, Xiang
;
Fang, Yi
;
Zhao, Yang
- In:
International review of financial analysis
82
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013431229
Saved in:
6
Systemic risk contribution of banks and non-bank financial institutions across frequencies : the Australian experience
Rahman, Md Lutfur
;
Troster, Victor
;
Uddin, Mohammed …
- In:
International review of financial analysis
79
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013350007
Saved in:
7
We don't need no fancy hedges! Or do we?
Vedenov, Dmitrij V.
;
Power, Gabriel J.
- In:
International review of financial analysis
81
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013375398
Saved in:
8
Measuring systemic risk contribution of global stock markets : a dynamic tail risk network approach
Wang, Ze
;
Gao, Xiangyun
;
Huang, Shupei
;
Sun, Qingru
; …
- In:
International review of financial analysis
84
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013472796
Saved in:
9
Tail risk contagion between international financial markets during COVID-19 pandemic
Guo, Yanhong
;
Li, Ping
;
Li, Aihua
- In:
International review of financial analysis
73
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012803618
Saved in:
10
Is Bitcoin a better portfolio diversifier than gold? : a copula and sectoral analysis for China
Pho, Kim-Hung
;
Ly, Sel
;
Lu, Richard
;
Hoang, Thi Hong Van
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012803931
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->