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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial econometrics"
~subject:"Capital income"
~subject:"Finanzdienstleistung"
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Search: subject_exact:"Value at risk"
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Capital income
Finanzdienstleistung
Risikomaß
208
Risk measure
208
Theorie
97
Theory
97
Portfolio selection
84
Portfolio-Management
84
Risikomanagement
60
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60
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51
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51
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42
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40
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Bernard, Carole
2
Abduraimova, Kumushoy
1
An, Yunbi
1
Baek, Seungho
1
Bali, Turan G.
1
Banulescu, Georgiana-Denisa
1
Barunik, Jozef
1
Bee, Marco
1
Bellini, Fabio
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Bilson, John F.
1
Boubaker, Heni
1
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1
Breuer, Thomas
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Cai, Yuzhi
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1
Chen Zhou
1
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1
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1
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1
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1
Daníelsson, Jón
1
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1
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1
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1
Francq, Christian
1
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Härdle, Wolfgang
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Idier, Julien
1
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1
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Journal of banking & finance
Journal of financial econometrics
Finance research letters
25
Insurance / Mathematics & economics
24
The North American journal of economics and finance : a journal of financial economics studies
24
Journal of risk
21
International review of financial analysis
20
Risks : open access journal
18
Research in international business and finance
14
Energy economics
12
International journal of forecasting
12
Journal of econometrics
12
Journal of empirical finance
12
Applied economics
11
Quantitative finance
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Discussion paper / Tinbergen Institute
9
International review of economics & finance : IREF
9
Journal of forecasting
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Econometric Institute research papers
8
Economic modelling
8
Journal of international financial markets, institutions & money
8
Journal of risk and financial management : JRFM
8
Pacific-Basin finance journal
8
Journal of financial economics
7
Review of quantitative finance and accounting
7
The European journal of finance
7
The journal of asset management
7
The journal of operational risk
7
The journal of risk model validation
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
European journal of operational research : EJOR
6
International journal of finance & economics : IJFE
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Research paper series / Swiss Finance Institute
6
Working paper
6
Computational economics
5
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
40
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1
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
2
A new tail-based correlation measure and its application in global equity markets
Liu, Jinjing
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 959-987
Persistent link: https://www.econbiz.de/10014314844
Saved in:
3
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
4
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:
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
Measuring systemic risk using multivariate quantile-located ES models
Garcia-Jorcano, Laura
;
Sanchis-Marco, Lidia
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 1-72
Persistent link: https://www.econbiz.de/10013542847
Saved in:
8
Local-linear estimation of time-varying-parameter garch models and associated risk measures
Inoue, Atsushi
;
Lu, Jin
;
Pelletier, Denis
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 202-234
Persistent link: https://www.econbiz.de/10012504329
Saved in:
9
A new approach to credit ratings
Pertaia, Giorgi
;
Prokhorov, Artem
;
Uryasev, Stan
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
Saved in:
10
Modeling time-varying tail dependence, with application to systemic risk forecasting
Hoga, Yannick
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 1007-1037
Persistent link: https://www.econbiz.de/10013460046
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