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~isPartOf:"Journal of econometrics"
~subject:"Risikomaß"
~subject:"Theorie"
~type_genre:"Article in journal"
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Search: subject_exact:"Risiko-Management"
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Risikomaß
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Risikomanagement
25
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25
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11
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9
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Hong, Yongmiao
2
Patton, Andrew J.
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Zhang, Zhengjun
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1
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1
Catania, Leopoldo
1
Chan, Thomas W. C.
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
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1
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1
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1
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Journal of econometrics
Insurance / Mathematics & economics
175
European journal of operational research : EJOR
123
Journal of banking & finance
102
Risks : open access journal
88
Journal of risk
50
Finance research letters
49
The journal of operational risk
49
Journal of risk management in financial institutions
39
Energy economics
35
Economic modelling
33
Journal of risk and financial management : JRFM
31
International journal of production research
28
International journal of theoretical and applied finance
28
Management science : journal of the Institute for Operations Research and the Management Sciences
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27
The North American journal of economics and finance : a journal of financial economics studies
27
International journal of production economics
26
The journal of risk model validation
26
Journal of empirical finance
24
International review of economics & finance : IREF
23
International review of financial analysis
23
The European journal of finance
22
Finance and stochastics
21
Scandinavian actuarial journal
21
Applied economics
20
International journal of risk assessment and management : IJRAM
18
Journal of economic dynamics & control
17
Review of financial economics : RFE
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
American journal of agricultural economics
16
Computational economics
16
Computers & operations research : and their applications to problems of world concern ; an international journal
16
Die Bank
16
The journal of portfolio management : a publication of Institutional Investor
15
International journal of project management : the journal of The International Project Management Association
14
Journal of financial economics
14
Journal of financial stability
14
Journal of mathematical finance
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The journal of portfolio management : JPM
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ECONIS (ZBW)
17
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1
Semiparametric modeling of multiple quantiles
Catania, Leopoldo
;
Luati, Alessandra
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014471520
Saved in:
2
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
3
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
4
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
5
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
6
Mark to market value at risk
Chen, Yu
;
Wang, Zhicheng
;
Zhang, Zhengjun
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 299-321
Persistent link: https://www.econbiz.de/10012145015
Saved in:
7
Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Patton, Andrew J.
;
Ziegel, Johanna F.
;
Chen, Rui
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
Saved in:
8
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
9
TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang
;
Wang, Weining
;
Yu, Lining
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
Saved in:
10
Robust inference of risks of large portfolios
Fan, Jianqing
;
Han, Fang
;
Liu, Han
;
Vickers, Byron
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10011705149
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