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~isPartOf:"Journal of banking & finance"
~subject:"Finanzkrise"
~subject:"Prognoseverfahren"
~subject:"Welt"
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Finanzkrise
Prognoseverfahren
Welt
Risikomaß
181
Risk measure
181
Theorie
83
Theory
83
Portfolio selection
77
Portfolio-Management
77
Risikomanagement
52
Risk management
52
Risiko
45
Risk
45
Statistical distribution
30
Statistische Verteilung
30
Estimation
25
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25
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23
ARCH-Modell
23
Credit risk
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Kreditrisiko
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Measurement
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Messung
21
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21
Systemic risk
19
Basel Accord
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Basler Akkord
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Systemrisiko
17
Capital income
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15
Bankrisiko
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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
Banulescu, Georgiana-Denisa
1
Beirlant, Jan
1
Berens, Tobias
1
Bernard, Carole
1
Bostandzic, Denefa
1
Breuer, Thomas
1
Brownlees, Christian
1
Carey, Mark S.
1
Chabot, Ben
1
Chiu, Wan-chien
1
Consigli, Giorgio
1
Cui, Xuecan
1
Cui, Xueting
1
Daigler, Robert T.
1
Daníelsson, Jón
1
Dias, Alexandra
1
Du, Zaichao
1
Dumitrescu, Elena-Ivona
1
Düllmann, Klaus
1
Escanciano, Juan Carlos
1
Farmer, J. Doyne
1
Fethı, Meryem Duygun
1
Flavell, Richard
1
Gagnon, Marie-Hélène
1
Geanakoplos, John
1
Ghysels, Eric
1
Gordy, Michael B.
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Gravelle, Toni
1
Hewins, Robin David
1
Hrycay, Mark
1
Hua, Jian
1
Jarrow, Robert A.
1
Jobst, Andreas A.
1
Kiesel, Rüdiger
1
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Journal of banking & finance
International journal of forecasting
45
Finance research letters
40
Journal of forecasting
33
The North American journal of economics and finance : a journal of financial economics studies
28
Discussion paper / Tinbergen Institute
27
Energy economics
27
International review of financial analysis
25
Economic modelling
22
Risks : open access journal
20
Journal of risk
19
Journal of empirical finance
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Applied economics
17
International review of economics & finance : IREF
17
Econometric Institute research papers
16
The journal of risk model validation
16
Journal of risk management in financial institutions
15
Applied economics letters
13
Journal of economic dynamics & control
13
Journal of risk and financial management : JRFM
13
Working paper
13
Computational economics
12
Journal of financial econometrics
12
Journal of international financial markets, institutions & money
12
Research in international business and finance
12
The European journal of finance
12
Pacific-Basin finance journal
11
Quantitative finance
11
Journal of econometrics
9
Working papers
9
European journal of operational research : EJOR
8
Journal of financial stability
8
Journal of international money and finance
8
Research paper series / Swiss Finance Institute
8
Risk management : a journal of risk, crisis and disaster
7
CESifo working papers
6
CFS working paper series
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
SFB 649 discussion paper
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ECONIS (ZBW)
45
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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
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:
5
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:
6
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:
7
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:
8
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:
9
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
Saved in:
10
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
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