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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of forecasting"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Statistische Verteilung"
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Prognoseverfahren
Risk
Statistische Verteilung
Risikomaß
223
Risk measure
223
Theorie
102
Theory
102
Portfolio selection
88
Portfolio-Management
88
Risikomanagement
55
Risk management
55
Risiko
51
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46
Statistical distribution
40
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37
ARCH-Modell
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Volatility
32
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Messung
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Kapitaleinkommen
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Basler Akkord
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Bank risk
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Bankrisiko
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Article
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English
107
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McAleer, Michael
4
Weiß, Gregor
4
Brandtner, Mario
3
Chen, Cathy W. S.
3
Daníelsson, Jón
3
Gerlach, Richard
3
Lin, Edward M. H.
3
Armstrong, John
2
Breuer, Thomas
2
Brigo, Damiano
2
Da Veiga, Bernardo
2
Dias, Alexandra
2
McNeil, Alexander J.
2
Paterlini, Sandra
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
Wang, Chao
2
Wied, Dominik
2
Ziggel, Daniel
2
Alles, Lakshman
1
An, Yunbi
1
Anand, Abhinav
1
Apergēs, Nikolaos
1
Arteche, Josu
1
Bali, Turan G.
1
Banulescu, Denisa
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Banulescu, Georgiana-Denisa
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1
Bellini, Fabio
1
Berens, Tobias
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Berger, Theo
1
Bernard, Carole
1
Biffi, Paola
1
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1
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Journal of banking & finance
Journal of forecasting
Insurance / Mathematics & economics
166
Risks : open access journal
75
European journal of operational research : EJOR
63
Finance research letters
58
International journal of forecasting
50
Journal of risk
46
Quantitative finance
41
Discussion paper / Tinbergen Institute
40
International review of financial analysis
37
Economic modelling
35
Journal of empirical finance
31
Applied economics
30
Energy economics
30
The North American journal of economics and finance : a journal of financial economics studies
28
The journal of risk model validation
27
Journal of risk and financial management : JRFM
25
Computational economics
24
Journal of econometrics
24
Finance and stochastics
22
International review of economics & finance : IREF
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Mathematics of operations research
22
Scandinavian actuarial journal
22
The journal of operational risk
22
International journal of theoretical and applied finance
21
Journal of financial econometrics
21
Research paper series / Swiss Finance Institute
20
The European journal of finance
19
Pacific-Basin finance journal
18
Applied economics letters
17
Astin bulletin : the journal of the International Actuarial Association
17
Mathematics and financial economics
17
Operations research
17
Working papers
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of mathematical finance
16
SFB 649 discussion paper
16
Journal of risk management in financial institutions
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ECONIS (ZBW)
107
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107
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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
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:
7
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
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
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
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