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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of risk model validation"
~subject:"Finanzkrise"
~subject:"Prognoseverfahren"
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Finanzkrise
Prognoseverfahren
Risikomaß
241
Risk measure
241
Theorie
104
Theory
104
Portfolio selection
95
Portfolio-Management
95
Risikomanagement
72
Risk management
72
Risiko
54
Risk
54
Statistical distribution
43
Statistische Verteilung
43
ARCH model
38
ARCH-Modell
38
Estimation
36
Schätzung
36
Credit risk
33
Kreditrisiko
33
Volatility
32
Volatilität
32
Measurement
31
Messung
31
Forecasting model
25
Basel Accord
24
Basler Akkord
24
Financial crisis
24
Systemic risk
22
Systemrisiko
20
Capital income
19
Kapitaleinkommen
19
Bank risk
18
Bankrisiko
18
Financial services
18
Finanzdienstleistung
18
Estimation theory
17
Schätztheorie
17
Welt
17
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48
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48
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48
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English
48
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Weiß, Gregor
4
McNeil, Alexander J.
2
Wied, Dominik
2
Yang, Bill Huajian
2
Ziggel, Daniel
2
Abduraimova, Kumushoy
1
Banulescu, Georgiana-Denisa
1
Beirlant, Jan
1
Berens, Tobias
1
Bernard, Carole
1
Bostandzic, Denefa
1
Breuer, Thomas
1
Brownlees, Christian
1
Buczy´nski, Mateusz
1
Cesarone, Francesco
1
Chabot, Ben
1
Changchien, Chang-cheng
1
Chen, Fen-ying
1
Chiu, Wan-chien
1
Chlebus, Marcin
1
Colucci, Stefano
1
Consigli, Giorgio
1
Costanzino, Nick
1
Cui, Kaijie
1
Cui, Xuecan
1
Cui, Xueting
1
Curran, Mike
1
Daníelsson, Jón
1
Dias, Alexandra
1
Du, Zaichao
1
Du, Zunwei
1
Dumitrescu, Elena-Ivona
1
Düllmann, Klaus
1
Escanciano, Juan Carlos
1
Farmer, J. Doyne
1
Fei, Glenn
1
Fethı, Meryem Duygun
1
Gagnon, Marie-Hélène
1
Geanakoplos, John
1
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1
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Journal of banking & finance
The journal of risk model validation
International journal of forecasting
45
Finance research letters
37
Journal of forecasting
32
Discussion paper / Tinbergen Institute
26
International review of financial analysis
21
The North American journal of economics and finance : a journal of financial economics studies
21
Economic modelling
18
Risks : open access journal
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of empirical finance
16
Applied economics
15
Journal of risk
15
Econometric Institute research papers
14
International review of economics & finance : IREF
14
Energy economics
13
Journal of economic dynamics & control
13
Journal of risk and financial management : JRFM
13
Applied economics letters
12
The European journal of finance
12
Working paper
12
Journal of financial econometrics
11
Computational economics
10
Journal of international financial markets, institutions & money
10
Journal of risk management in financial institutions
10
Pacific-Basin finance journal
10
Quantitative finance
10
Journal of econometrics
9
Research in international business and finance
9
Working papers
9
European journal of operational research : EJOR
8
Risk management : a journal of risk, crisis and disaster
7
CFS working paper series
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of financial stability
6
Research paper series / Swiss Finance Institute
6
School of Accounting, Finance and Economics & FEMARC working paper series
6
Staff working papers / Bank of England
6
The journal of asset management
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ECONIS (ZBW)
48
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1
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
Saved in:
2
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:
3
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:
4
Value-at-risk and the global financial crisis
Ha Tran Manh
;
Mai Ngoc Tran
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 41-83
Persistent link: https://www.econbiz.de/10014485605
Saved in:
5
The validation of different systemic risk measurement models
Wang, Hu
;
Jiang, Shuyang
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 83-97
Persistent link: https://www.econbiz.de/10014485771
Saved in:
6
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:
7
Machine-learning-enhanced systemic risk measure : a two-step supervised learning approach
Liu, Ruicheng
;
Pun, Chi Seng
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013448776
Saved in:
8
Contagion and tail risk in complex financial networks
Abduraimova, Kumushoy
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013530779
Saved in:
9
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
Saved in:
10
Evaluation of backtesting techniques on risk models with different horizons
Kontaxis, Grigorios
;
Tsolas, Ioannis E.
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 29-50
Persistent link: https://www.econbiz.de/10013173367
Saved in:
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