//--> //--> //--> //-->
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 financial econometrics"
~isPartOf:"Journal of forecasting"
~subject:"Prognoseverfahren"
~subject:"Risk"
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
Risikomaß
250
Risk measure
250
Theorie
116
Theory
116
Portfolio selection
95
Portfolio-Management
95
Risikomanagement
63
Risk management
63
Forecasting model
57
Risiko
57
Statistical distribution
52
Statistische Verteilung
52
ARCH model
45
ARCH-Modell
45
Estimation
39
Schätzung
39
Volatility
37
Volatilität
37
Measurement
33
Messung
33
Capital income
32
Kapitaleinkommen
32
Financial crisis
25
Finanzkrise
25
Basel Accord
23
Basler Akkord
23
Credit risk
23
Kreditrisiko
23
Systemic risk
21
Estimation theory
19
Schätztheorie
19
Systemrisiko
19
Welt
18
World
18
Ausreißer
17
Financial services
17
Finanzdienstleistung
17
Outliers
17
more ...
less ...
Online availability
All
Undetermined
64
Free
6
Type of publication
All
Article
106
Type of publication (narrower categories)
All
Article in journal
106
Aufsatz in Zeitschrift
106
Language
All
English
106
Author
All
Gerlach, Richard
4
McAleer, Michael
4
Brandtner, Mario
3
Chen, Cathy W. S.
3
Daníelsson, Jón
3
Lin, Edward M. H.
3
Wang, Chao
3
Weiß, Gregor
3
Armstrong, John
2
Breuer, Thomas
2
Brigo, Damiano
2
Da Veiga, Bernardo
2
Dimitriadis, Timo
2
Hoga, Yannick
2
McNeil, Alexander J.
2
Peña Sánchez de Rivera, Juan Ignacio
2
Polanski, Arnold
2
Puccetti, Giovanni
2
Pérez Amaral, Teodosio
2
Rösch, Daniel
2
Stoja, Evarist
2
Taylor, James W.
2
Wied, Dominik
2
Ziggel, Daniel
2
Alles, Lakshman
1
An, Yunbi
1
Anand, Abhinav
1
Apergēs, Nikolaos
1
Arteche, Josu
1
Banulescu, Denisa
1
Banulescu, Georgiana-Denisa
1
Bao, Yong
1
Barunik, Jozef
1
Bayer, Sebastian
1
Bee, Marco
1
Bellini, Fabio
1
Berens, Tobias
1
Berger, Theo
1
Boucher, Christophe
1
Brownlees, Christian
1
more ...
less ...
Published in...
All
Journal of banking & finance
Journal of financial econometrics
Journal of forecasting
Insurance / Mathematics & economics
126
Risks : open access journal
59
European journal of operational research : EJOR
57
Finance research letters
50
International journal of forecasting
45
Journal of risk
36
Quantitative finance
36
International review of financial analysis
29
Discussion paper / Tinbergen Institute
28
Energy economics
26
Economic modelling
25
Journal of empirical finance
24
The North American journal of economics and finance : a journal of financial economics studies
23
Applied economics
22
Finance and stochastics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Mathematics of operations research
21
International review of economics & finance : IREF
19
Journal of risk and financial management : JRFM
19
Scandinavian actuarial journal
19
The journal of risk model validation
19
Computational economics
18
International journal of theoretical and applied finance
17
Mathematics and financial economics
17
Operations research
17
Research paper series / Swiss Finance Institute
16
The European journal of finance
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Pacific-Basin finance journal
15
Journal of economic dynamics & control
14
Journal of mathematical finance
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Applied economics letters
13
Journal of econometrics
13
Working papers
13
Astin bulletin : the journal of the International Actuarial Association
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
more ...
less ...
Source
All
ECONIS (ZBW)
106
Showing
1
-
10
of
106
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
2
Modeling uncertainty in financial tail risk : a forecast combination and weighted quantile approach
Storti, Giuseppe
;
Wang, Chao
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1648-1663
Persistent link: https://www.econbiz.de/10014432743
Saved in:
3
Portfolio optimization based on forecasting models using vine copulas : an empirical assessment for global financial crises
Sahamkhadam, Maziar
;
Stephan, Andreas
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2139-2166
Persistent link: https://www.econbiz.de/10014432866
Saved in:
4
Bootstrap VAR forecasts : the effect of model uncertainties
Fresoli, Diego
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 279-293
Persistent link: https://www.econbiz.de/10012817747
Saved in:
5
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
6
Regression-based expected shortfall backtesting
Bayer, Sebastian
;
Dimitriadis, Timo
- In:
Journal of financial econometrics
20
(
2022
)
3
,
pp. 437-471
Persistent link: https://www.econbiz.de/10013349110
Saved in:
7
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
8
A comparison of Range Value at Risk (RVaR) forecasting models
Müller, Fernanda Maria
;
Gössling, Thalles Weber
; …
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 509-543
Persistent link: https://www.econbiz.de/10014532345
Saved in:
9
A new model for forecasting VaR and ES using intraday returns aggregation
Song, Shijia
;
Li, Handong
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1039-1054
Persistent link: https://www.econbiz.de/10014338800
Saved in:
10
Quantile spectral beta : a tale of tail risks, investment horizons, and asset prices
Barunik, Jozef
;
Nevrla, Matĕj
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1590-1646
Persistent link: https://www.econbiz.de/10014444704
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...
//-->