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~isPartOf:"International review of financial analysis"
~subject:"Basel Accord"
~subject:"Estimation theory"
~subject:"Estimation"
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Basel Accord
Estimation theory
Estimation
Risikomaß
69
Risk measure
69
Portfolio selection
28
Portfolio-Management
28
Theorie
28
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28
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20
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2
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International review of financial analysis
Journal of banking & finance
45
Journal of risk
45
Insurance / Mathematics & economics
36
Finance research letters
27
Discussion paper / Tinbergen Institute
26
Journal of econometrics
26
The North American journal of economics and finance : a journal of financial economics studies
24
Risks : open access journal
23
Economic modelling
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Applied economics
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Econometric Institute research papers
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The journal of risk model validation
20
International journal of forecasting
18
Energy economics
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The journal of operational risk
15
Journal of empirical finance
14
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14
Journal of risk management in financial institutions
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Journal of financial econometrics
13
Journal of risk and financial management : JRFM
13
Journal of international financial markets, institutions & money
12
Research in international business and finance
12
SFB 649 discussion paper
12
Computational economics
11
International journal of theoretical and applied finance
11
International review of economics & finance : IREF
11
European journal of operational research : EJOR
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
CFS working paper series
9
Journal of economic dynamics & control
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Research paper series / Swiss Finance Institute
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Finance and economics discussion series
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Journal of mathematical finance
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Pacific-Basin finance journal
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ECONIS (ZBW)
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Is downside risk priced in cryptocurrency market?
Dobrynskaja, V. V.
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446931
Saved in:
2
From BASEL III to BASEL IV and beyond : expected shortfall and expectile risk measures
Zaevski, Tsvetelin S.
;
Nedeltchev, Dragomir C.
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460567
Saved in:
3
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:
4
Asset pricing anomalies : liquidity risk hedgers or liquidity risk spreaders?
Virk, Nader Shahzad
;
Butt, Hilal Anwar
- In:
International review of financial analysis
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013410674
Saved in:
5
Tail risk measurement in crypto-asset markets
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Mojtahedi, Fatemeh
- In:
International review of financial analysis
73
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012803601
Saved in:
6
Predicting stock returns : a risk measurement perspective
Dai, Zhifeng
;
Kang, Jie
;
Wen, Fenghua
- In:
International review of financial analysis
74
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012803806
Saved in:
7
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
8
Asymmetry, tail risk and time series momentum
Liu, Zhenya
;
Lu, Shanglin
;
Wang, Shixuan
- In:
International review of financial analysis
78
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013255854
Saved in:
9
Liquidity, implied volatility and tail risk: a comparison of liquidity measures
Ramos, Henrique Pinto
;
Righi, Marcelo Brutti
- In:
International review of financial analysis
69
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012316872
Saved in:
10
Market risk and market-implied inflation expectations
Orłowski, Lucjan T.
;
Soper, Carolyne
- In:
International review of financial analysis
66
(
2019
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012208965
Saved in:
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