//--> //--> //-->
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"
~subject:"Welt"
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:"Expected tail loss"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Welt
Risikomaß
69
Risk measure
69
Portfolio selection
28
Portfolio-Management
28
Theorie
28
Theory
28
Capital income
20
Kapitaleinkommen
20
Risiko
19
Risk
19
Volatility
19
Volatilität
19
Risikomanagement
17
Risk management
17
Estimation
16
Schätzung
16
ARCH model
15
ARCH-Modell
15
Aktienmarkt
13
Forecasting model
13
Prognoseverfahren
13
Statistical distribution
13
Statistische Verteilung
13
Stock market
13
Value-at-risk
12
Systemic risk
11
Systemrisiko
11
Financial crisis
10
Finanzkrise
10
World
10
Expected shortfall
9
Measurement
9
Messung
9
Multivariate Verteilung
9
Multivariate distribution
9
Time series analysis
8
Zeitreihenanalyse
8
Ausreißer
7
Outliers
7
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Chen, Xiang
1
Cincinelli, Peter
1
DeBoyrie, Maria Eugenia
1
Dimitrakopoulos, Dimitris N.
1
Fang, Yi
1
Fernández, Viviana
1
Gao, Xinxin
1
Grout, Paul A.
1
Guo, Yanhong
1
Hao, Jianyang
1
Jutamas Wongkantarakorn
1
Kambouroudis, Dimos
1
Kavussanos, Manolis G.
1
Li, Aihua
1
Li, Ping
1
Liu, Xiao-xing
1
Ma, Feng
1
Massaporn Cheuathonghua
1
McMillan, David G.
1
Ouyang, Ruolan
1
Pavlova, Ivelina
1
Pellini, Elisabetta
1
Urga, Giovanni
1
Wang, Lu
1
Zalewska-Mitura, Anna
1
Zhao, Yang
1
Zhou, Dong-hai
1
more ...
less ...
Published in...
All
International review of financial analysis
Energy economics
19
Journal of banking & finance
14
The North American journal of economics and finance : a journal of financial economics studies
12
Finance research letters
9
Econometric Institute research papers
8
Economic modelling
8
International review of economics & finance : IREF
7
Working paper
7
Journal of risk management in financial institutions
6
Journal of financial stability
5
Journal of international financial markets, institutions & money
5
Journal of international money and finance
5
SpringerLink / Bücher
5
BestMasters
4
Discussion paper / Tinbergen Institute
4
Journal of risk
4
Pacific-Basin finance journal
4
Research in international business and finance
4
Applied economics
3
Applied economics letters
3
Journal of empirical finance
3
Journal of forecasting
3
Managerial finance
3
Research paper series / Swiss Finance Institute
3
Risks : open access journal
3
The journal of risk model validation
3
Applied quantitative finance
2
Bundesbank Series 2 Discussion Paper
2
CESifo Working Paper Series
2
CESifo working papers
2
CORE discussion paper : DP
2
Cambridge working papers in economics
2
Computational economics
2
Discussion paper / Deutsche Bundesbank
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
European financial management : the journal of the European Financial Management Association
2
FIW working paper
2
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
2
International journal of banking, accounting and finance : IJBAAF
2
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
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
Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries : a VAR quantile analysis
Massaporn Cheuathonghua
;
DeBoyrie, Maria Eugenia
; …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013366188
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Stock market risk in the financial crisis
Grout, Paul A.
;
Zalewska-Mitura, Anna
- In:
International review of financial analysis
46
(
2016
),
pp. 326-345
Persistent link: https://www.econbiz.de/10011582089
Saved in:
8
Market risk model selection and medium-term risk with limited data : application to ocean tanker freight markets
Kavussanos, Manolis G.
;
Dimitrakopoulos, Dimitris N.
- In:
International review of financial analysis
20
(
2011
)
5
,
pp. 258-268
Persistent link: https://www.econbiz.de/10009492114
Saved in:
9
Are RiskMetrics forecasts good enough? : evidence from 31 stock markets
McMillan, David G.
;
Kambouroudis, Dimos
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 117-124
Persistent link: https://www.econbiz.de/10003880020
Saved in:
10
Risk management under extreme events
Fernández, Viviana
- In:
International review of financial analysis
14
(
2005
)
2
,
pp. 113-148
Persistent link: https://www.econbiz.de/10002738142
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->