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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of commodity markets"
~isPartOf:"Working paper"
~subject:"Prognoseverfahren"
~subject:"Risikomaß"
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Prognoseverfahren
Risikomaß
Risk measure
215
Theorie
89
Theory
89
Portfolio selection
88
Portfolio-Management
88
Risikomanagement
53
Risk management
53
Risiko
50
Risk
50
Statistical distribution
35
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35
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34
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32
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31
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26
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20
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17
Bank risk
15
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15
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14
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186
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McAleer, Michael
18
Pérez Amaral, Teodosio
7
Jiménez-Martín, Juan-Ángel
6
Allen, David E.
5
Chang, Chia-Lin
5
Weiß, Gregor
5
Daníelsson, Jón
4
Pérignon, Christophe
4
Bali, Turan G.
3
Brandtner, Mario
3
Caporin, Massimiliano
3
Dias, Alexandra
3
Hammoudeh, Shawkat
3
McNeil, Alexander J.
3
Paterlini, Sandra
3
Uryasev, Stan
3
Acerbi, Carlo
2
Armstrong, John
2
Bernard, Carole
2
Breuer, Thomas
2
Brigo, Damiano
2
Campbell, Rachel
2
Cui, Xueting
2
Dowd, Kevin
2
Escanciano, Juan Carlos
2
Fabozzi, Frank J.
2
Faff, Robert W.
2
Fermanian, Jean-David
2
Gatzert, Nadine
2
Gordy, Michael B.
2
Guidolin, Massimo
2
Huisman, Ronald
2
Jacobson, Tor
2
Kim, Young Shin
2
Koedijk, Kees
2
Li, Yuying
2
Mensi, Walid
2
Mumtaz, Haroon
2
Munari, Cosimo-Andrea
2
Peña Sánchez de Rivera, Juan Ignacio
2
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University of Canterbury / Dept. of Economics and Finance
4
Federal Reserve Bank of St. Louis
1
Seminar on Statistical and Computational Problems in Risk Management: VaR and Beyond VaR <2001, Rom>
1
Università degli studi di Roma "La Sapienza"
1
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Journal of banking & finance
Journal of commodity markets
Working paper
Insurance / Mathematics & economics
217
Journal of risk
121
European journal of operational research : EJOR
110
Risks : open access journal
106
Finance research letters
93
Economic modelling
69
Energy economics
69
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
67
Discussion paper / Tinbergen Institute
62
The journal of risk model validation
60
International journal of forecasting
55
Journal of empirical finance
54
Applied economics
53
Journal of risk and financial management : JRFM
52
Quantitative finance
51
International journal of theoretical and applied finance
47
Journal of risk management in financial institutions
47
The journal of operational risk
45
Journal of forecasting
42
Journal of econometrics
41
Computational economics
38
The European journal of finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
International review of economics & finance : IREF
35
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Journal of economic dynamics & control
33
Journal of international financial markets, institutions & money
32
Working papers
32
Applied economics letters
31
Scandinavian actuarial journal
31
Finance and stochastics
30
Econometric Institute research papers
29
Pacific-Basin finance journal
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Operations research letters
28
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ECONIS (ZBW)
215
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1
Systemic tail risk: high-frequency measurement, evidence and implications
Erdemlioglu, Deniz
;
Neely, Christopher J.
;
Yang, Xiye
-
2023
Persistent link: https://www.econbiz.de/10014320683
Saved in:
2
A Bayesian perspective on commodity style integration
Fuertes, Ana María
;
Zhao, Nan
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014426739
Saved in:
3
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:
4
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:
5
Estimation of value at risk for copper
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014495711
Saved in:
6
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:
7
Does safe haven exist? : tail risks of commodity markets during COVID-19 pandemic
Enilov, Martin
;
Mensi, Walid
;
Stankov, Petar
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014277048
Saved in:
8
Spillovers beyond the variance : exploring the higher order risk linkages between commodity markets and global financial markets
Gómez González, José Eduardo
;
Hirs-Garzon, Jorge
; …
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014335258
Saved in:
9
What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi
;
Chan, Kam Fong
;
Faff, Robert W.
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013461866
Saved in:
10
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:
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