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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of forecasting"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Prognoseverfahren
Risk
Risikomaß
223
Risk measure
223
Theorie
102
Theory
102
Portfolio selection
88
Portfolio-Management
88
Risikomanagement
55
Risk management
55
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51
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46
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40
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90
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McAleer, Michael
4
Brandtner, Mario
3
Chen, Cathy W. S.
3
Daníelsson, Jón
3
Gerlach, Richard
3
Lin, Edward M. H.
3
Weiß, Gregor
3
Armstrong, John
2
Breuer, Thomas
2
Brigo, Damiano
2
Da Veiga, Bernardo
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
Wang, Chao
2
Wied, Dominik
2
Ziggel, Daniel
2
Alles, Lakshman
1
An, Yunbi
1
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1
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1
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1
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1
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Journal of banking & finance
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
Journal of financial econometrics
16
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
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Astin bulletin : the journal of the International Actuarial Association
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
90
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81
Forecasting value-at-risk with a parsimonious Portfolio Spillover GARCH (PS-GARCH) model
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003738381
Saved in:
82
Single-index and portfolio models for forecasting value-at-risk thresholds
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
3
,
pp. 217-235
Persistent link: https://www.econbiz.de/10003738590
Saved in:
83
The limits of diversification when losses may be large
Ibragimov, Rustam
;
Walden, Johan
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2551-2569
Persistent link: https://www.econbiz.de/10003522982
Saved in:
84
On time-scaling of risk and the square-root-of-time rule
Daníelsson, Jón
;
Zigrand, Jean-Pierre
- In:
Journal of banking & finance
30
(
2006
)
10
,
pp. 2701-2713
Persistent link: https://www.econbiz.de/10003376422
Saved in:
85
Evaluating predictive performance of value-at-risk models in emerging markets : a reality check
Bao, Yong
;
Lee, Tae-hwy
;
Saltoǧlu, Burak
- In:
Journal of forecasting
25
(
2006
)
2
,
pp. 101-128
Persistent link: https://www.econbiz.de/10003309378
Saved in:
86
Extreme spectral risk measures : an application to futures clearinghouse margin requirements
Cotter, John
;
Dowd, Kevin
- In:
Journal of banking & finance
30
(
2006
)
12
,
pp. 3469-3485
Persistent link: https://www.econbiz.de/10003394484
Saved in:
87
Value at risk from econometric models and implied from currency options
Chong, James
- In:
Journal of forecasting
23
(
2004
)
8
,
pp. 603-620
Persistent link: https://www.econbiz.de/10002494622
Saved in:
88
Market risk management of banks : implications from the accuracy of value-at-risk forecasts
Wong, Michael C. S.
;
Cheng, Wai-yan
;
Wong, Clement Yuk-pang
- In:
Journal of forecasting
22
(
2003
)
1
,
pp. 23-33
Persistent link: https://www.econbiz.de/10001737010
Saved in:
89
The emperor has no clothes: limits to risk modelling
Daníelsson, Jón
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1273-1296
Persistent link: https://www.econbiz.de/10001688470
Saved in:
90
Conditional density and value-at-risk prediction of Asian currency exchange rates
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 313-333
Persistent link: https://www.econbiz.de/10001504659
Saved in:
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