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~isPartOf:"Journal of risk"
~subject:"Multivariate Verteilung"
~subject:"Prognoseverfahren"
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Multivariate Verteilung
Prognoseverfahren
Risikomaß
121
Risk measure
121
Portfolio selection
55
Portfolio-Management
55
Risikomanagement
40
Risk management
40
Theorie
40
Theory
40
Risiko
27
Risk
27
Measurement
25
Messung
25
ARCH model
22
ARCH-Modell
22
Estimation
22
Schätzung
22
Estimation theory
21
Schätztheorie
21
Statistical distribution
17
Statistische Verteilung
17
value-at-risk (VaR)
17
Volatility
13
Volatilität
13
Credit risk
12
Kreditrisiko
12
Basel Accord
11
Basler Akkord
11
Capital income
11
Forecasting model
11
Kapitaleinkommen
11
risk management
11
Bank risk
10
Bankrisiko
10
Financial services
10
Finanzdienstleistung
10
expected shortfall (ES)
10
Original research
8
Ausreißer
7
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17
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17
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17
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English
17
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Ziggel, Daniel
2
Abad, Pilar
1
Amendola, Alessandra
1
Arora, Rohit
1
Benito Muela, Sonia
1
Berens, Tobias
1
Berger, Theo
1
Boeve, Rolf
1
Braun, Valentin
1
Candila, Vincenzo
1
Cotter, John
1
Gaigall, Daniel
1
Ghorbel, Ahmed
1
Hackethal, Andreas
1
Hanly, Jim
1
Hesse, Frederik
1
Jiang, Cuixia
1
Kolman, Marek
1
Li, Handong
1
Li, Phillip
1
Li, Yuqian
1
Liu, Xiaohang
1
López-Martín, Carmen
1
Löser, Robert
1
Maciag, Jakob
1
Martin, R. Douglas
1
Missong, Martin
1
Moldenhauer, Felix
1
Pfingsten, Andreas
1
Pitera, Marcin
1
Riccetti, Luca
1
Sánchez Granero, Miguel Angel
1
Trabelsi, Abdelwahed
1
Weiß, Gregory N. F.
1
Wied, Dominik
1
Wu, Jun
1
Xu, Qifa
1
Zhang, Xiaofei
1
Zhao, Xinlei
1
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Journal of risk
International journal of forecasting
48
Journal of forecasting
32
Finance research letters
28
Energy economics
24
Insurance / Mathematics & economics
24
Journal of banking & finance
24
Risks : open access journal
24
The North American journal of economics and finance : a journal of financial economics studies
23
International review of financial analysis
21
Applied economics
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Discussion paper / Tinbergen Institute
17
Journal of risk and financial management : JRFM
17
Journal of empirical finance
16
Economic modelling
15
SFB 649 discussion paper
14
Quantitative finance
13
Computational economics
12
Journal of financial econometrics
12
The journal of risk model validation
12
Econometric Institute research papers
11
European journal of operational research : EJOR
11
Applied economics letters
10
The European journal of finance
10
International review of economics & finance : IREF
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Pacific-Basin finance journal
9
Working paper
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Journal of economic dynamics & control
7
Journal of risk management in financial institutions
7
Working papers
7
CFS working paper series
6
Journal of econometrics
6
Journal of international financial markets, institutions & money
6
Research in international business and finance
6
Financial innovation : FIN
5
International journal of finance & economics : IJFE
5
Journal of mathematical finance
5
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ECONIS (ZBW)
17
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17
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1
Allocating and forecasting changes in risk
Gaigall, Daniel
- In:
Journal of risk
25
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014283880
Saved in:
2
Reinvestigating international crude oil market risk spillovers
Jiang, Cuixia
;
Li, Yuqian
;
Xu, Qifa
;
Wu, Jun
- In:
Journal of risk
24
(
2021
)
1
,
pp. 25-52
Persistent link: https://www.econbiz.de/10012816795
Saved in:
3
Systemic risk of the Chinese stock market based on the mobility measures of the marginal expected shortfall
Liu, Xiaohang
;
Li, Handong
- In:
Journal of risk
24
(
2021
)
1
,
pp. 53-77
Persistent link: https://www.econbiz.de/10012816812
Saved in:
4
Modeling loss given default regressions
Li, Phillip
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Saved in:
5
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
6
New backtests for unconditional coverage of expected shortfall
Löser, Robert
;
Wied, Dominik
;
Ziggel, Daniel
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 39-59
Persistent link: https://www.econbiz.de/10012059868
Saved in:
7
Backtesting expected shortfall : a simple recipe?
Moldenhauer, Felix
;
Pitera, Marcin
- In:
Journal of risk
22
(
2019
)
1
,
pp. 17-42
Persistent link: https://www.econbiz.de/10013177098
Saved in:
8
Estimation window strategies for value-at-risk and expected shortfall forecasting
Berens, Tobias
;
Weiß, Gregory N. F.
;
Ziggel, Daniel
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 33-82
Persistent link: https://www.econbiz.de/10011914663
Saved in:
9
How risk managers should fix tracking error volatility and value-at-risk constraints in asset management
Riccetti, Luca
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 79-102
Persistent link: https://www.econbiz.de/10011710254
Saved in:
10
Comparing multivariate volatility forecasts by direct and indirect approaches
Amendola, Alessandra
;
Candila, Vincenzo
- In:
Journal of risk
19
(
2017
)
6
,
pp. 33-57
Persistent link: https://www.econbiz.de/10011799128
Saved in:
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