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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of commodity markets"
~isPartOf:"Working paper"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Risk measure"
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Prognoseverfahren
Risikomaß
215
Risk measure
215
Theorie
89
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89
Portfolio selection
88
Portfolio-Management
88
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53
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McAleer, Michael
8
Jiménez-Martín, Juan-Ángel
3
Pérez Amaral, Teodosio
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3
Allen, David E.
2
Caporin, Massimiliano
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McNeil, Alexander J.
2
Wied, Dominik
2
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Asai, Manabu
1
Asai, Manuabu
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
Gagnon, Marie-Hélène
1
Gillas, Konstantinos Gkillas
1
Gordy, Michael B.
1
Han, Xuyuan
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Hua, Jian
1
Kiesel, Rüdiger
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1
Power, Gabriel J.
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Journal of banking & finance
Journal of commodity markets
Working paper
International journal of forecasting
45
Journal of forecasting
32
Finance research letters
22
Discussion paper / Tinbergen Institute
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of empirical finance
14
Risks : open access journal
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International review of financial analysis
13
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The North American journal of economics and finance : a journal of financial economics studies
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9
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Journal of risk and financial management : JRFM
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European journal of operational research : EJOR
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Journal of risk management in financial institutions
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International review of economics & finance : IREF
5
Research paper series / Swiss Finance Institute
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Pacific-Basin finance journal
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Research in international business and finance
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SFB 649 discussion paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting
Han, Xuyuan
;
Liu, Zhenya
;
Wang, Shixuan
- In:
Journal of commodity markets
25
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013204443
Saved in:
6
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
Saved in:
7
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
Saved in:
8
Robust estimation of conditional risk measures using machine learning algorithm for commodity futures prices in the presence of outliers
Byers, John W.
;
Popova, I.
;
Simkins, Betty J.
- In:
Journal of commodity markets
24
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013392402
Saved in:
9
Modeling asset returns under time-varying semi-nonparametric distributions
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012520880
Saved in:
10
Spectral backtests of forecast distributions with application to risk management
Gordy, Michael B.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012489248
Saved in:
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