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Risikomaß
Estimation
434
Schätzung
433
Capital income
162
Kapitaleinkommen
162
Theorie
161
Theory
161
Börsenkurs
111
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Rösch, Daniel
2
Alles, Lakshman
1
Aramonte, Sirio
1
Audrino, Francesco
1
Barone-Adesi, Giovanni
1
Bonaccolto, Giovanni
1
Boubaker, Heni
1
Brownlees, Christian
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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1
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1
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1
Girardi, Giulio
1
Giudice Rodriguez, Marius del
1
Hua, Jian
1
Härdle, Wolfgang
1
Kircher, Felix
1
Kratz, Marie
1
Kurz, Christopher J.
1
Leiss, Matthias
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León Valle, Ángel Manuel
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Li, Qingyuan
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Li, Si
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Li, Yi
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1
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Journal of banking & finance
Journal of risk
40
Finance research letters
35
Insurance / Mathematics & economics
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
International journal of forecasting
26
Economic modelling
24
Journal of econometrics
24
The North American journal of economics and finance : a journal of financial economics studies
24
International review of financial analysis
23
Applied economics
22
Energy economics
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Quantitative finance
22
The journal of risk model validation
22
European journal of operational research : EJOR
21
Risks : open access journal
20
Discussion paper / Tinbergen Institute
19
Journal of empirical finance
18
Computational economics
16
Journal of forecasting
16
Journal of risk and financial management : JRFM
16
Working papers
15
Journal of economic dynamics & control
14
Journal of financial econometrics
14
Research in international business and finance
14
SFB 649 discussion paper
14
International review of economics & finance : IREF
12
Operations research
12
Pacific-Basin finance journal
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
CFS working paper series
9
Economics letters
9
The journal of operational risk
9
International journal of theoretical and applied finance
8
Journal of mathematical finance
8
Research paper series / Swiss Finance Institute
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7
Econometric Institute research papers
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ECONIS (ZBW)
34
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34
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1
Unbiased
estimation
of risk
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Journal of banking & finance
91
(
2018
),
pp. 133-145
Persistent link: https://www.econbiz.de/10011963654
Saved in:
2
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:
3
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:
4
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
Siburg, Karl Friedrich
;
Stoimenov, Pavel
;
Weiß, Gregor
- In:
Journal of banking & finance
54
(
2015
),
pp. 129-140
Persistent link: https://www.econbiz.de/10011377805
Saved in:
5
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:
6
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:
7
Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics
Chen, Yi-Hsuan
;
Chiang, Thomas C.
;
Härdle, Wolfgang
- In:
Journal of banking & finance
93
(
2018
),
pp. 21-32
Persistent link: https://www.econbiz.de/10011964613
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
Saved in:
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