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Risikomaß
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The journal of risk model validation
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
85
Finance research letters
80
Journal of risk
57
Journal of banking & finance
56
The North American journal of economics and finance : a journal of financial economics studies
52
Energy economics
49
Economic modelling
44
International review of financial analysis
42
Quantitative finance
42
Applied economics
41
International journal of forecasting
37
Computational economics
31
International review of economics & finance : IREF
28
Research in international business and finance
28
Journal of econometrics
27
Scandinavian actuarial journal
27
Journal of empirical finance
26
SpringerLink / Bücher
26
Journal of financial econometrics
25
Pacific-Basin finance journal
24
Journal of international financial markets, institutions & money
23
The journal of operational risk
21
International journal of theoretical and applied finance
19
Journal of mathematical finance
19
Operations research
19
The European journal of finance
19
Mathematics of operations research
18
Mathematics and financial economics
17
Astin bulletin : the journal of the International Actuarial Association
16
Journal of economic dynamics & control
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Operations research letters
16
Computers & operations research : and their applications to problems of world concern ; an international journal
15
Finance and stochastics
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of forecasting
15
Risk management : a journal of risk, crisis and disaster
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
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ECONIS (ZBW)
30
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1
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
2
Value-at-risk and the global financial crisis
Ha Tran Manh
;
Mai Ngoc Tran
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 41-83
Persistent link: https://www.econbiz.de/10014485605
Saved in:
3
Does the asymmetric exponential power distribution improve systemic risk measurement?
Wu, Shu
;
Chen, Huiqiong
;
Li, Helong
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10014485620
Saved in:
4
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
Saved in:
5
The validation of different systemic risk measurement models
Wang, Hu
;
Jiang, Shuyang
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 83-97
Persistent link: https://www.econbiz.de/10014485771
Saved in:
6
Nonconvex noncash risk measures
Cong, Chang
;
Zhao, Peibiao
- In:
The journal of risk model validation
15
(
2021
)
2
,
pp. 23-38
Persistent link: https://www.econbiz.de/10012817203
Saved in:
7
Evaluation of backtesting techniques on risk models with different horizons
Kontaxis, Grigorios
;
Tsolas, Ioannis E.
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 29-50
Persistent link: https://www.econbiz.de/10013173367
Saved in:
8
Calibration of rating grades to point-in-time and through-the-cycle levels of probability of default
Rubtsov, Mark
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 51-74
Persistent link: https://www.econbiz.de/10013173372
Saved in:
9
International Financial Reporting Standard 9 expected credit loss estimation : advanced models for estimating portfolio loss and weighting scenario losses
Yang, Bill Huajian
;
Wu, Biao
;
Cui, Kaijie
;
Du, Zunwei
; …
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 19-34
Persistent link: https://www.econbiz.de/10014335910
Saved in:
10
Incremental value-at-risk
Mitic, Peter
;
Cooper, James
;
Bloxham, Nicholas
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 65-101
Persistent link: https://www.econbiz.de/10014335925
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