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~isPartOf:"Journal of banking & finance"
~subject:"Credit risk"
~subject:"Estimation theory"
~subject:"Forecasting model"
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Credit risk
Estimation theory
Forecasting model
Risikomaß
181
Risk measure
181
Theorie
83
Theory
83
Portfolio selection
77
Portfolio-Management
77
Risikomanagement
52
Risk management
52
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Weiß, Gregor
4
McNeil, Alexander J.
3
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2
Gordy, Michael B.
2
Rösch, Daniel
2
Scaillet, Olivier
2
Wied, Dominik
2
Ziggel, Daniel
2
Banulescu, Georgiana-Denisa
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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1
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1
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1
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Journal of banking & finance
International journal of forecasting
48
Journal of risk
39
Journal of forecasting
36
Insurance / Mathematics & economics
34
Finance research letters
33
Discussion paper / Tinbergen Institute
30
Risks : open access journal
28
The journal of risk model validation
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
The North American journal of economics and finance : a journal of financial economics studies
21
The journal of credit risk : published quarterly by Incisive Media
19
Journal of econometrics
18
Journal of empirical finance
18
Journal of risk management in financial institutions
18
Journal of financial econometrics
17
Computational economics
16
International review of financial analysis
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Economic modelling
14
European journal of operational research : EJOR
14
Journal of risk and financial management : JRFM
14
Quantitative finance
14
The European journal of finance
14
Econometric Institute research papers
13
Applied economics
11
Energy economics
11
Research paper series / Swiss Finance Institute
11
SFB 649 discussion paper
11
Applied economics letters
10
International journal of theoretical and applied finance
10
Journal of economic dynamics & control
10
Working papers
10
Journal of international financial markets, institutions & money
9
School of Accounting, Finance and Economics & FEMARC working paper series
9
Working paper
9
Dresdner Beiträge zu quantitativen Verfahren
8
Journal of financial services research : JFSR
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
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ECONIS (ZBW)
43
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1
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:
2
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:
3
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:
4
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
5
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:
6
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
Saved in:
7
A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks
Kircher, Felix
;
Rösch, Daniel
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013256632
Saved in:
8
Modeling asset returns under time-varying semi-nonparametric distributions
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012520880
Saved in:
9
Spectral backtests of forecast distributions with application to risk management
Gordy, Michael B.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012489248
Saved in:
10
Hedging parameter risk
Claußen, Arndt
;
Rösch, Daniel
;
Schmelzle, Martin
- In:
Journal of banking & finance
100
(
2019
),
pp. 111-121
Persistent link: https://www.econbiz.de/10012162464
Saved in:
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