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~language:"eng"
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
~subject:"Messung"
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Estimation theory
Kapitaleinkommen
Messung
Risikomaß
6,970
Risk measure
6,935
Theorie
3,357
Theory
3,313
Portfolio-Management
2,587
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2,561
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2,067
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2,026
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2,011
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2,009
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1,109
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1,088
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1,081
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1,060
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1,044
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995
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985
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932
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921
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877
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869
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758
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568
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541
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480
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478
Value-at-Risk
473
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471
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455
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454
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444
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Wang, Ruodu
24
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19
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19
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19
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13
Hammoudeh, Shawkat
13
Stoja, Evarist
13
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12
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11
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11
Mao, Tiantian
11
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10
Bellini, Fabio
10
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10
Cai, Jun
10
Dhaene, Jan
10
Francq, Christian
10
Tsanakas, Andreas
10
Zakoïan, Jean-Michel
10
Furman, Edward
9
Kratz, Marie
9
Bignozzi, Valeria
8
Diebold, Francis X.
8
Escanciano, Juan Carlos
8
Fabozzi, Frank J.
8
Feng, Runhuan
8
Gouriéroux, Christian
8
Guillén, Montserrat
8
Härdle, Wolfgang
8
Laeven, Roger J. A.
8
Munari, Cosimo-Andrea
8
Almeida, Caio
7
Asai, Manabu
7
Balbás de la Corte, Alejandro
7
Caporin, Massimiliano
7
Centrone, Francesca
7
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7
Cheung, Ka Chun
7
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7
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7
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4
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2
Federal Reserve Bank of San Francisco
2
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2
University of Canterbury / Dept. of Economics and Finance
2
Edward Elgar Publishing
1
Friedrich-Schiller-Universität Jena
1
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1
International Risk Management Conference <5, 2012, Rom>
1
Karlsruher Ökonometrie-Workshop <6, 1997, Karlsruhe>
1
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1
Umeå Universitet / Institutionen för Nationalekonomi
1
University of York / Department of Economics and Related Studies
1
Universität Konstanz
1
Universität Mannheim
1
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1
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Insurance / Mathematics & economics
125
Journal of risk
50
Journal of banking & finance
43
Risks : open access journal
39
Finance research letters
38
European journal of operational research : EJOR
35
The North American journal of economics and finance : a journal of financial economics studies
27
International review of financial analysis
26
Quantitative finance
25
The journal of risk model validation
22
Journal of econometrics
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Mathematics of operations research
19
Finance and stochastics
18
International journal of theoretical and applied finance
18
Mathematics and financial economics
18
Applied economics
17
Journal of forecasting
17
Journal of risk and financial management : JRFM
17
Discussion paper / Tinbergen Institute
16
International journal of forecasting
16
Journal of empirical finance
16
Journal of financial econometrics
16
Computational economics
15
Research in international business and finance
15
Energy economics
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Research paper series / Swiss Finance Institute
14
Scandinavian actuarial journal
14
International review of economics & finance : IREF
13
Journal of mathematical finance
12
The journal of operational risk
12
Operations research
11
Operations research letters
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Economic modelling
10
Journal of international financial markets, institutions & money
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The European journal of finance
10
Applied economics letters
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ECONIS (ZBW)
2,168
EconStor
4
USB Cologne (EcoSocSci)
4
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1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
2
Testing the correct specification of a system of spatial dependence models for stock returns
Kutzker, Tim
;
Wied, Dominik
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2083-2103
Persistent link: https://www.econbiz.de/10014520115
Saved in:
3
Addressing the economic and demographic complexity via a neural network approach : risk measures for reverse mortgages
Di Lorenzo, Emilia
;
Piscopo, Gabriella
;
Sibillo, Marilena
- In:
Computational management science
21
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014442633
Saved in:
4
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
5
A functional-coefficient VAR model for dynamic quantiles and its application to constructing nonparametric financial network
Cai, Zongwu
;
Liu, Xiyuan
;
Su, Liangjun
-
2024
Persistent link: https://www.econbiz.de/10014521096
Saved in:
6
Risks from investing in open-ended mutual funds : impact of net asset value
Zebrowska-Suchodolska, Dorota
- In:
Montenegrin journal of economics
19
(
2023
)
4
,
pp. 19-29
Persistent link: https://www.econbiz.de/10014427890
Saved in:
7
Remarks on a copula-based conditional
value
at
risk
for the portfolio problem
Molina Barreto, Andres Mauricio
;
Ishimura, Naoyuki
- In:
Intelligent systems in accounting, finance & management
30
(
2023
)
3
,
pp. 150-170
Persistent link: https://www.econbiz.de/10014375330
Saved in:
8
Risk averse constrained blackbox optimization under mixed aleatory/epistemic uncertainties
Audet, Charles
;
Bigeon, Jean
;
Couderc, Romain
; …
-
2023
Persistent link: https://www.econbiz.de/10014417933
Saved in:
9
Stylized facts, volatility dynamics and risk measures of cryptocurrencies
Bruzgė, Rasa
;
Černevičienė, Jurgita
; …
- In:
Journal of business economics and management
24
(
2023
)
3
,
pp. 527-550
. Sensitivity analysis and measures of
Value-at-Risk
(VaR) and Expected Shortfall (ES) show the amount of losses investors can …
Persistent link: https://www.econbiz.de/10014420375
Saved in:
10
An AI approach to measuring financial risk
Yu, Lining
;
Härdle, Wolfgang
;
Borke, Lukas
;
Benschop, Thijs
- In:
The Singapore economic review
68
(
2023
)
5
,
pp. 1529-1549
Persistent link: https://www.econbiz.de/10014436192
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