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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~subject:"Ausreißer"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Ausreißer
Prognoseverfahren
Risk
Risikomaß
236
Risk measure
236
Theorie
118
Theory
118
Portfolio selection
96
Portfolio-Management
96
Risikomanagement
64
Risk management
64
Risiko
56
ARCH model
49
ARCH-Modell
49
Statistical distribution
45
Statistische Verteilung
45
Estimation
38
Schätzung
38
Volatility
37
Volatilität
37
Forecasting model
29
Capital income
27
Kapitaleinkommen
27
Financial crisis
24
Finanzkrise
24
Measurement
24
Messung
24
Credit risk
23
Kreditrisiko
23
Systemic risk
20
Outliers
19
Basel Accord
18
Basler Akkord
18
Value-at-Risk
18
Bank risk
17
Bankrisiko
17
Expected shortfall
17
Systemrisiko
17
Welt
17
World
17
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Undetermined
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Article
92
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92
Aufsatz in Zeitschrift
92
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English
92
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Weiß, Gregor
5
Brandtner, Mario
3
Daníelsson, Jón
3
Wied, Dominik
3
Armstrong, John
2
Berens, Tobias
2
Breuer, Thomas
2
Brigo, Damiano
2
Chen, Yi-Hsuan
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Herrera, Rodrigo
2
McNeil, Alexander J.
2
Molnár, Peter
2
Petrella, Lea
2
Peña Sánchez de Rivera, Juan Ignacio
2
Puccetti, Giovanni
2
Rösch, Daniel
2
Rüschendorf, Ludger
2
Ziggel, Daniel
2
Abduraimova, Kumushoy
1
Alles, Lakshman
1
Almeida, Helena Tenório Veiga de
1
An, Yunbi
1
Anand, Abhinav
1
Banulescu, Georgiana-Denisa
1
Bee, Marco
1
Bellini, Fabio
1
Bernardi, Mauro
1
Bonato, Matteo
1
Boucher, Christophe
1
Bouvatier, Vincent
1
Brownlees, Christian
1
Byun, Suk Joon
1
Cai, Jun
1
Candelon, Bertrand
1
Candia Campano, Claudio
1
Caporin, Massimiliano
1
Chabot, Ben
1
Changchien, Chang-Cheng
1
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Journal of banking & finance
Journal of empirical finance
Insurance / Mathematics & economics
139
Finance research letters
65
Risks : open access journal
65
European journal of operational research : EJOR
60
International journal of forecasting
49
Journal of risk
40
Quantitative finance
40
International review of financial analysis
35
Journal of forecasting
33
Discussion paper / Tinbergen Institute
32
Economic modelling
31
Energy economics
31
Applied economics
30
The North American journal of economics and finance : a journal of financial economics studies
29
The journal of risk model validation
26
International review of economics & finance : IREF
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Computational economics
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Finance and stochastics
21
Journal of risk and financial management : JRFM
21
Mathematics of operations research
21
Scandinavian actuarial journal
20
International journal of theoretical and applied finance
19
Journal of financial econometrics
19
Journal of econometrics
18
Operations research
18
Mathematics and financial economics
17
The European journal of finance
17
Journal of mathematical finance
16
Pacific-Basin finance journal
16
Research paper series / Swiss Finance Institute
16
Applied economics letters
15
Astin bulletin : the journal of the International Actuarial Association
15
Journal of economic dynamics & control
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Working paper
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
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ECONIS (ZBW)
92
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92
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1
An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile
Candia Campano, Claudio
;
Herrera, Rodrigo
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014578542
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
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
Time-varying Z-score measures for bank insolvency risk : best practice
Bouvatier, Vincent
;
Lepetit, Lætitia
;
Rehault, …
- In:
Journal of empirical finance
73
(
2023
),
pp. 170-179
Persistent link: https://www.econbiz.de/10014477006
Saved in:
5
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
6
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
7
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
8
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
9
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:
10
Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John
;
Brigo, Damiano
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
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