//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Pacific-Basin finance journal"
~subject:"Börsenkurs"
~subject:"Risk"
~subject:"Schätzung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Expected tail loss"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Risk
Schätzung
Risikomaß
29
Risk measure
29
Risiko
13
Portfolio selection
9
Portfolio-Management
9
Risikomanagement
9
Risk management
9
Capital income
8
China
8
Estimation
8
Kapitaleinkommen
8
ARCH model
7
ARCH-Modell
7
Aktienmarkt
7
Statistical distribution
7
Statistische Verteilung
7
Stock market
7
Volatility
7
Volatilität
7
Expected shortfall
6
Financial crisis
6
Finanzkrise
6
Systemic risk
6
Systemrisiko
6
Multivariate Verteilung
5
Multivariate distribution
5
Tail risk
5
Value at risk
5
Bank risk
4
Bankrisiko
4
Forecasting model
4
Prognoseverfahren
4
Share price
4
Spillover effect
4
Spillover-Effekt
4
Theorie
4
Theory
4
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Xiong, Xiong
2
An, Yunbi
1
Areola Hernandez, Jose
1
Chen, Hsien-ming
1
Chen, Lifang
1
Chen, Lu
1
Ding, Ashley
1
Fung, Hung-gay
1
Gong, Xiao-Li
1
Gupta, Rangan
1
Hammoudeh, Shawkat
1
Hanif, Waqas
1
Huang, Jinbo
1
Jian, Zhihong
1
Jiang, Cuixia
1
Jiang, Yuexiang
1
Kang, Sang Hoon
1
Lee, Kuan-hui
1
Li, Haoran
1
Li, Xupei
1
Li, Yong
1
Li, Zhiyong
1
Lin, Chu-Hsiung
1
Liu, Qingfu
1
Liu, Xi-Hua
1
Lo, Chien-Ling
1
Long, Huaigang
1
Lu, Dong
1
Moon, Hyejung
1
Muteba Mwamba, John
1
Qian, Jia
1
Qin, Xiao
1
Shen, Dehua
1
Troster, Victor
1
Tsai, Jeffrey Tzuhao
1
Wang, Bo
1
Wang, Chen
1
Wang, Li-hsun
1
Wu, Xinyu
1
Xu, Qifa
1
more ...
less ...
Published in...
All
Pacific-Basin finance journal
Insurance / Mathematics & economics
129
Journal of banking & finance
63
Risks : open access journal
58
European journal of operational research : EJOR
54
Finance research letters
48
Journal of risk
43
Quantitative finance
34
The North American journal of economics and finance : a journal of financial economics studies
33
Energy economics
32
Economic modelling
30
International review of financial analysis
29
Applied economics
28
Journal of empirical finance
26
International journal of forecasting
23
Discussion paper / Tinbergen Institute
22
Journal of econometrics
21
Mathematics of operations research
21
Finance and stochastics
20
International journal of theoretical and applied finance
20
Journal of risk and financial management : JRFM
20
The journal of risk model validation
20
International review of economics & finance : IREF
19
Operations research
19
Mathematics and financial economics
18
Scandinavian actuarial journal
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Research paper series / Swiss Finance Institute
17
Computational economics
16
Journal of mathematical finance
16
Research in international business and finance
15
Working papers
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Applied economics letters
12
Journal of economic dynamics & control
12
Journal of forecasting
12
Journal of international financial markets, institutions & money
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
2
Modeling underwriting risk : a copula regression analysis on U.S. property-casualty insurance byline loss ratios
Tsai, Jeffrey Tzuhao
;
Lo, Chien-Ling
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491177
Saved in:
3
Does systemic risk affect fund managers' tail risk-taking?
Xuan, Quansheng
;
Li, Zhiyong
;
Zhao, Tianyu
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014491185
Saved in:
4
Assessing jump and cojumps in financial asset returns with applications in futures markets
Yeh, Jin-huei
;
Yun, Mu Shu
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463584
Saved in:
5
The world price of tail risk
Lee, Kuan-hui
;
Yang, Cheol-Won
- In:
Pacific-Basin finance journal
71
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014513928
Saved in:
6
Tail risks, firm characteristics, and stock returns
Wang, Chen
;
Xiong, Xiong
;
Shen, Dehua
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013552558
Saved in:
7
Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets
Hanif, Waqas
;
Areola Hernandez, Jose
;
Troster, Victor
; …
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013389474
Saved in:
8
Downside risk, financial conditions and systemic risk in China
Wang, Bo
;
Li, Haoran
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-47
Persistent link: https://www.econbiz.de/10013332753
Saved in:
9
Increasing the risk management effectiveness from higher accuracy : a novel non-parametric method
Huang, Jinbo
;
Ding, Ashley
;
Li, Yong
;
Lu, Dong
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012491732
Saved in:
10
Sequential forecasting of downside extreme risk during overnight and daytime : evidence from the Chinese Stock Market
Jian, Zhihong
;
Li, Xupei
;
Zhu, Zhican
- In:
Pacific-Basin finance journal
64
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012493928
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->