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~isPartOf:"Journal of banking & finance"
~subject:"Finanzkrise"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
~subject:"Welt"
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Finanzkrise
Prognoseverfahren
Volatilität
Welt
Risikomaß
181
Risk measure
181
Theorie
83
Theory
83
Portfolio selection
77
Portfolio-Management
77
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52
Risk management
52
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45
Risk
45
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Weiß, Gregor
4
McNeil, Alexander J.
2
Peña Sánchez de Rivera, Juan Ignacio
2
Wied, Dominik
2
Ziggel, Daniel
2
Abduraimova, Kumushoy
1
Audrino, Francesco
1
Banulescu, Georgiana-Denisa
1
Barone-Adesi, Giovanni
1
Bedendo, Mascia
1
Beirlant, Jan
1
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1
Bernard, Carole
1
Bostandzic, Denefa
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1
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1
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1
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1
Chan, Kam Fong
1
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1
Chiang, Thomas C.
1
Chiu, Wan-chien
1
Consigli, Giorgio
1
Cui, Xuecan
1
Cui, Xueting
1
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1
Daníelsson, Jón
1
Dias, Alexandra
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Du, Zaichao
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Journal of banking & finance
Finance research letters
51
International journal of forecasting
48
Energy economics
47
The North American journal of economics and finance : a journal of financial economics studies
46
Journal of forecasting
35
International review of financial analysis
34
Economic modelling
30
Discussion paper / Tinbergen Institute
29
Journal of risk
27
Journal of empirical finance
25
Applied economics
24
International review of economics & finance : IREF
23
Journal of risk and financial management : JRFM
23
Risks : open access journal
23
The journal of risk model validation
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Econometric Institute research papers
20
Working paper
20
Journal of international financial markets, institutions & money
19
The European journal of finance
17
Computational economics
16
Journal of financial econometrics
16
Working papers
16
Journal of econometrics
15
Journal of risk management in financial institutions
15
Pacific-Basin finance journal
15
Applied economics letters
14
Journal of economic dynamics & control
14
Research in international business and finance
14
Quantitative finance
13
Research paper series / Swiss Finance Institute
12
European journal of operational research : EJOR
11
Journal of international money and finance
10
Journal of mathematical finance
10
CFS working paper series
9
International journal of theoretical and applied finance
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Journal of financial stability
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ECONIS (ZBW)
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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
What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi
;
Chan, Kam Fong
;
Faff, Robert W.
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013461866
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Downside risk and the performance of volatility-managed portfolios
Wang, Feifei
;
Yan, Xuemin Sterling
- In:
Journal of banking & finance
131
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013365948
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