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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Prognoseverfahren
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
14
Risiko
14
Risk
14
Spillover effect
14
Spillover-Effekt
14
Aktienmarkt
13
Börsenkurs
13
Share price
13
Stock market
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Theorie
12
Theory
12
Welt
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World
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Finanzkrise
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9
Statistische Verteilung
9
Ausreißer
7
Hedging
7
Outliers
7
Systemic risk
7
Systemrisiko
7
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English
11
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Gupta, Rangan
2
Pierdzioch, Christian
2
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Asai, Manabu
1
Brugal, Ivan
1
Candido, Osvaldo
1
Chan, Jennifer So Kuen
1
Choe, Geon Ho
1
Choi, So Eun
1
Demirer, Rıza
1
Freire, Gustavo
1
Gillas, Konstantinos Gkillas
1
Hamdi, Atef
1
Henzel, Steffen R.
1
Ibrahim Mohamed
1
Jang, Hyun Jin
1
Kang, Sang Hoon
1
Kok Haur Ng
1
Liu, Xing
1
Mayr, Johannes
1
Mensi, Walid
1
Mo, Guoli
1
Odusami, Babatunde Olatunji
1
Salisu, Afees A.
1
Santos, Douglas Gomes dos
1
Tan, Chunzhi
1
Tan, Shay Kee
1
Tófoli, Paula V.
1
Zhang, Weiguo
1
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The North American journal of economics and finance : a journal of financial economics studies
International journal of forecasting
45
Journal of forecasting
32
Finance research letters
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of banking & finance
14
Journal of empirical finance
14
Risks : open access journal
14
International review of financial analysis
13
Journal of financial econometrics
11
Journal of risk
11
The journal of risk model validation
11
Quantitative finance
10
Applied economics
9
Energy economics
9
Computational economics
8
Journal of risk and financial management : JRFM
8
Applied economics letters
7
Economic modelling
7
Journal of economic dynamics & control
7
The European journal of finance
7
European journal of operational research : EJOR
6
Journal of econometrics
6
Journal of risk management in financial institutions
6
International review of economics & finance : IREF
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of commodity markets
4
Pacific-Basin finance journal
4
Research in international business and finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Annals of financial economics
3
Econometrics : open access journal
3
Economies : open access journal
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Insurance / Mathematics & economics
3
International journal of finance & economics : IJFE
3
Journal of applied econometrics
3
Journal of risk : JOR
3
Journal of risk finance : the convergence of financial products and insurance
3
Review of financial economics : RFE
3
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ECONIS (ZBW)
11
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1
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:
2
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:
3
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:
4
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:
5
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
Saved in:
6
Assessment of time-varying systemic risk in credit default swap indices : simultaneity and contagiousness
Choe, Geon Ho
;
Choi, So Eun
;
Jang, Hyun Jin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
Saved in:
7
Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data
Tan, Shay Kee
;
Kok Haur Ng
;
Chan, Jennifer So Kuen
; …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 537-551
Persistent link: https://www.econbiz.de/10012120126
Saved in:
8
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
9
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
10
Forecasting volatility via stock return, range, trading volume and spillover effects : the case of Brazil
Asai, Manabu
;
Brugal, Ivan
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 202-213
Persistent link: https://www.econbiz.de/10009779296
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