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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Prognoseverfahren"
~subject:"Risk"
~type_genre:"Article in journal"
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Prognoseverfahren
Risk
Risikomaß
67
Risk measure
67
Volatility
31
Volatilität
31
Portfolio selection
27
Portfolio-Management
27
ARCH model
25
ARCH-Modell
25
Risk management
23
Risikomanagement
22
Capital income
21
Kapitaleinkommen
21
Estimation
20
Schätzung
20
Multivariate Verteilung
14
Multivariate distribution
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Risiko
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Spillover effect
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Spillover-Effekt
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Aktienmarkt
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Börsenkurs
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Share price
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Stock market
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Theorie
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Theory
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Welt
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Article in journal
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Asai, Manabu
2
Gupta, Rangan
2
Kang, Sang Hoon
2
Mensi, Walid
2
Pierdzioch, Christian
2
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Brugal, Ivan
1
Bruzda, Joanna
1
Candido, Osvaldo
1
Chan, Jennifer So Kuen
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Changqing, Luo
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Choe, Geon Ho
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1
Chou, Ray Yeutien
1
Demirer, Rıza
1
Dunbar, Kwamie
1
Freire, Gustavo
1
Gillas, Konstantinos Gkillas
1
Haensly, Paul J.
1
Hamdi, Atef
1
Hammoudeh, Shawkat
1
Henzel, Steffen R.
1
Ibrahim Mohamed
1
Jang, Hyun Jin
1
Jian, Zhihong
1
Kok Haur Ng
1
Li, Min-Jian
1
Li, Xupei
1
Liu, Chih-Liang
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Liu, Lan
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1
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1
Mayr, Johannes
1
Mo, Guoli
1
Odusami, Babatunde Olatunji
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1
Quatto, Piero
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The North American journal of economics and finance : a journal of financial economics studies
Insurance / Mathematics & economics
126
Risks : open access journal
59
Journal of banking & finance
57
European journal of operational research : EJOR
56
Finance research letters
50
International journal of forecasting
45
Journal of risk
36
Quantitative finance
36
Journal of forecasting
33
International review of financial analysis
29
Energy economics
26
Economic modelling
25
Journal of empirical finance
24
Applied economics
22
Finance and stochastics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Mathematics of operations research
21
International review of economics & finance : IREF
19
Journal of risk and financial management : JRFM
19
Scandinavian actuarial journal
19
The journal of risk model validation
19
Computational economics
18
International journal of theoretical and applied finance
17
Mathematics and financial economics
17
Operations research
17
Journal of financial econometrics
16
The European journal of finance
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Pacific-Basin finance journal
15
Journal of economic dynamics & control
14
Journal of mathematical finance
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Applied economics letters
13
Journal of econometrics
13
Astin bulletin : the journal of the International Actuarial Association
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of risk management in financial institutions
12
Journal of international financial markets, institutions & money
10
Research in international business and finance
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ECONIS (ZBW)
23
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1
GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets
Yao, Can-Zhong
;
Li, Min-Jian
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483642
Saved in:
2
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
3
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
4
Extreme risk transmission channels between the stock index futures and spot markets : evidence from China
Jian, Zhihong
;
Li, Xupei
;
Zhu, Zhican
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413574
Saved in:
5
Forecasting risk measures using intraday and overnight information
Santos, Douglas Gomes dos
;
Candido, Osvaldo
;
Tófoli, …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013449240
Saved in:
6
Hedging the extreme risk of cryptocurrency
Dunbar, Kwamie
;
Owusu-Amoako, Johnson
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014225746
Saved in:
7
Market risks that change domestic diversification benefits
Sarwar, Ghulam
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014225809
Saved in:
8
Forecasting the Value-at-Risk of REITs using realized volatility jump models
Odusami, Babatunde Olatunji
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013186421
Saved in:
9
Multiscale financial risk contagion between international stock markets : evidence from EMD-Copula-CoVaR analysis
Changqing, Luo
;
Liu, Lan
;
Wang, Da
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013187623
Saved in:
10
Tail risk and investors' concerns : evidence from Brazil
Freire, Gustavo
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013187641
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