//--> //--> //--> //-->
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:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Theory"
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:"Risk measure"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Risk
Theory
Risikomaß
235
Risk measure
235
Theorie
117
Portfolio selection
95
Portfolio-Management
95
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
28
Capital income
27
Kapitaleinkommen
27
Financial crisis
24
Finanzkrise
24
Credit risk
23
Kreditrisiko
23
Measurement
23
Messung
23
Systemic risk
20
Basel Accord
18
Basler Akkord
18
Outliers
18
Value-at-Risk
18
Ausreißer
17
Bank risk
17
Bankrisiko
17
Systemrisiko
17
Welt
17
World
17
Expected shortfall
16
more ...
less ...
Online availability
All
Undetermined
69
Type of publication
All
Article
153
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
154
Aufsatz in Zeitschrift
154
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
154
Author
All
Weiß, Gregor
4
Brandtner, Mario
3
Daníelsson, Jón
3
Dias, Alexandra
3
Koedijk, Kees
3
McNeil, Alexander J.
3
Wied, Dominik
3
Acerbi, Carlo
2
Armstrong, John
2
Berens, Tobias
2
Bernard, Carole
2
Breuer, Thomas
2
Brigo, Damiano
2
Campbell, Rachel
2
Caporin, Massimiliano
2
Chen, Yi-Hsuan
2
Cui, Xueting
2
Dowd, Kevin
2
Fabozzi, Frank J.
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Huisman, Ronald
2
León Valle, Ángel Manuel
2
Molnár, Peter
2
Petrella, Lea
2
Peña Sánchez de Rivera, Juan Ignacio
2
Prokhorov, Artem
2
Puccetti, Giovanni
2
Račev, Svetlozar T.
2
Rösch, Daniel
2
Rüschendorf, Ludger
2
Tasche, Dirk
2
Wang, Ruodu
2
Zhu, Shushang
2
Ziggel, Daniel
2
Ñíguez, Trino-Manuel
2
Alcock, Jamie
1
Alexander, Carol
1
Allen, Linda
1
Alles, Lakshman
1
more ...
less ...
Institution
All
HFDF <2, 1998, Zürich>
1
Published in...
All
Journal of banking & finance
Journal of empirical finance
Insurance / Mathematics & economics
196
European journal of operational research : EJOR
93
Risks : open access journal
87
Finance research letters
64
Journal of risk
55
International journal of forecasting
48
International review of financial analysis
46
Quantitative finance
46
Economic modelling
44
Discussion paper / Tinbergen Institute
43
Applied economics
35
Journal of forecasting
35
Energy economics
34
International journal of theoretical and applied finance
33
Journal of risk and financial management : JRFM
33
The journal of risk model validation
33
Finance and stochastics
30
The North American journal of economics and finance : a journal of financial economics studies
30
Journal of econometrics
28
Scandinavian actuarial journal
28
The European journal of finance
28
Computational economics
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Research paper series / Swiss Finance Institute
26
Journal of economic dynamics & control
25
Mathematics and financial economics
25
SFB 649 discussion paper
25
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
Mathematics of operations research
24
International review of economics & finance : IREF
22
Operations research
22
Operations research letters
22
The journal of credit risk : published quarterly by Incisive Media
22
Applied economics letters
21
Astin bulletin : the journal of the International Actuarial Association
21
Journal of financial econometrics
21
Journal of risk management in financial institutions
21
Journal of international financial markets, institutions & money
20
more ...
less ...
Source
All
ECONIS (ZBW)
154
Showing
1
-
10
of
154
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
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
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
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->