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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of forecasting"
~subject:"Prognoseverfahren"
~subject:"Systemic risk"
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Prognoseverfahren
Systemic risk
Risikomaß
223
Risk measure
223
Theorie
103
Theory
103
Portfolio selection
88
Portfolio-Management
88
Risikomanagement
55
Risk management
55
Risiko
51
Risk
51
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47
Statistical distribution
40
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40
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37
ARCH-Modell
37
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32
Schätzung
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Volatility
32
Volatilität
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Messung
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Financial crisis
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25
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24
Kapitaleinkommen
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Basel Accord
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Basler Akkord
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Welt
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World
18
Systemrisiko
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Bank risk
15
Bankrisiko
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Financial services
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64
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McAleer, Michael
4
Weiß, Gregor
4
Chen, Cathy W. S.
3
Gerlach, Richard
3
Lin, Edward M. H.
3
Da Veiga, Bernardo
2
McNeil, Alexander J.
2
Polanski, Arnold
2
Pérez Amaral, Teodosio
2
Stoja, Evarist
2
Taylor, James W.
2
Wang, Chao
2
Wied, Dominik
2
Ziggel, Daniel
2
Apergēs, Nikolaos
1
Arteche, Josu
1
Banulescu, Denisa
1
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1
Bao, Yong
1
Berens, Tobias
1
Berger, Theo
1
Bernard, Carole
1
Bostandzic, Denefa
1
Breuer, Thomas
1
Brownlees, Christian
1
Chabot, Ben
1
Chen Zhou
1
Chen, Lu
1
Cheng, Wai-yan
1
Cheng, Yihan
1
Chong, James
1
Colletaz, Gilbert
1
Cui, Xuecan
1
Cummins, Mark
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Dendramis, Yiannis
1
Du, Zaichao
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Dumitrescu, Elena-Ivona
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1
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Journal of banking & finance
Journal of forecasting
International journal of forecasting
46
Finance research letters
37
Discussion paper / Tinbergen Institute
24
International review of financial analysis
23
Risks : open access journal
20
The North American journal of economics and finance : a journal of financial economics studies
18
Economic modelling
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of empirical finance
16
Energy economics
15
Applied economics letters
14
Journal of risk
14
The journal of risk model validation
14
Journal of risk and financial management : JRFM
12
Quantitative finance
12
SFB 649 discussion paper
12
Computational economics
11
Econometric Institute research papers
11
International review of economics & finance : IREF
11
Journal of economic dynamics & control
11
Journal of financial econometrics
11
Research in international business and finance
11
The European journal of finance
11
Applied economics
10
Journal of econometrics
10
Journal of financial stability
10
Journal of risk management in financial institutions
10
Pacific-Basin finance journal
10
European journal of operational research : EJOR
9
Working paper
9
Working papers
9
CFS working paper series
8
Insurance / Mathematics & economics
8
Journal of international financial markets, institutions & money
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Research paper series / Swiss Finance Institute
6
Risk management : a journal of risk, crisis and disaster
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
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ECONIS (ZBW)
64
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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
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:
4
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:
5
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:
6
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:
7
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:
8
Singular spectrum analysis for value at risk in stochastic volatility models
Arteche, Josu
;
García-Enríquez, Javier
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 3-16
Persistent link: https://www.econbiz.de/10012796265
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
Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.
;
Lin, Edward M. H.
;
Huang, Tara F. J.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697
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