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Search: subject:"Value‐at‐Risk"
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Risikomaß
8,297
Risk measure
8,270
Theorie
4,606
Theory
4,561
Portfolio-Management
3,167
Portfolio selection
3,149
Risikomanagement
2,955
Risk management
2,921
Risiko
2,875
Risk
2,874
Messung
1,363
Measurement
1,342
Statistische Verteilung
1,144
ARCH-Modell
1,142
Statistical distribution
1,136
ARCH model
1,132
Volatility
1,044
Schätzung
1,035
Volatilität
1,033
Estimation
1,019
Prognoseverfahren
921
Forecasting model
913
Bankrisiko
897
Bank risk
894
Kapitaleinkommen
850
Capital income
848
Kreditrisiko
838
Credit risk
820
Value-at-Risk
794
Schätztheorie
686
Estimation theory
682
Value at Risk
663
Basel Accord
597
Basler Akkord
583
Outliers
550
Ausreißer
547
Financial crisis
543
Finanzkrise
535
Multivariate Verteilung
513
Multivariate distribution
513
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Free
3,824
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3,062
CC license
213
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Article
6,303
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3,968
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8
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3
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4,956
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4,956
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1,321
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1,204
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1,204
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1,130
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426
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426
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237
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202
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118
Collection of articles of several authors
55
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55
research-article
40
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36
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28
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English
8,628
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1,081
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483
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38
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24
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8
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6
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6
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4
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3
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2
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1
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Author
All
McAleer, Michael
192
Härdle, Wolfgang
72
Allen, David E.
61
Wang, Ruodu
58
Chang, Chia-Lin
49
Daníelsson, Jón
44
Fabozzi, Frank J.
44
Vries, Casper G. de
43
Jiménez-Martín, Juan-Ángel
39
Lucas, André
36
Mittnik, Stefan
36
Pérez Amaral, Teodosio
36
Stoja, Evarist
35
Hammoudeh, Shawkat
34
Paolella, Marc S.
34
Righi, Marcelo Brutti
33
Dowd, Kevin
32
Powell, Robert
31
Vanduffel, Steven
30
Gerlach, Richard
29
Rosazza Gianin, Emanuela
28
Al Janabi, Mazin A. M.
27
Embrechts, Paul
27
Pérez-Amaral, Teodosio
27
Račev, Svetlozar T.
27
Schienle, Melanie
27
Caporin, Massimiliano
26
Hoogerheide, Lennart
26
Rüschendorf, Ludger
26
Albrecht, Peter
25
Ardia, David
25
Härdle, Wolfgang Karl
25
Cheung, Ka Chun
24
Dhaene, Jan
24
Giot, Pierre
24
Huschens, Stefan
24
Polanski, Arnold
24
Stoyanov, Stoyan V.
24
Wied, Dominik
24
Hautsch, Nikolaus
23
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
61
HAL
38
Tinbergen Instituut
26
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
23
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
21
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
20
EconWPA
17
Institut für Schweizerisches Bankwesen <Zürich>
17
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
16
Department of Economics and Finance, College of Business and Economics
16
Institute of Economic Research, Kyoto University
13
Erasmus University Rotterdam, Econometric Institute
12
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
12
National Bureau of Economic Research
11
Tinbergen Institute
11
Business School, University of Sydney
10
Center for Financial Studies
10
London School of Economics (LSE)
9
National Centre of Competence in Research North South <Bern>
9
European Central Bank
8
Henley Business School, University of Reading
8
Université Paris-Dauphine (Paris IX)
8
C.E.P.R. Discussion Papers
7
Geary Institute, University College Dublin
7
Society for Computational Economics - SCE
7
Springer Fachmedien Wiesbaden
7
Basel Committee on Banking Supervision
6
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
6
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
6
Department of Econometrics and Business Statistics, Monash Business School
6
Deutsche Bundesbank
6
Frankfurt School of Finance and Management
6
Sveriges Riksbank
6
CESifo
5
Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig
5
Faculty of Economics, University of Cambridge
5
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
5
Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion
5
School of Business, Edith Cowan University
5
Suomen Pankki
5
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Published in...
All
Insurance / Mathematics & economics
254
Journal of banking & finance
183
European journal of operational research : EJOR
131
Journal of risk
125
Risks : open access journal
122
Finance research letters
110
International review of financial analysis
72
Economic modelling
69
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
64
Energy economics
63
MPRA Paper
61
Quantitative finance
61
The journal of operational risk
60
International journal of theoretical and applied finance
56
Applied economics
55
International journal of forecasting
55
Journal of risk and financial management : JRFM
54
The North American journal of economics and finance : a journal of financial economics studies
54
Journal of empirical finance
52
Journal of forecasting
52
Journal of risk management in financial institutions
50
Journal of econometrics
47
Computational economics
44
Scandinavian actuarial journal
42
The European journal of finance
42
Insurance: Mathematics and Economics
39
International review of economics & finance : IREF
39
Research in international business and finance
39
Working paper
38
Finance and stochastics
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
Risks
37
Tinbergen Institute Discussion Papers
37
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Research paper series / Swiss Finance Institute
36
Journal of economic dynamics & control
35
Journal of Risk and Financial Management
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Operations research
34
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Source
All
ECONIS (ZBW)
8,382
RePEc
1,331
EconStor
320
USB Cologne (business full texts)
83
USB Cologne (EcoSocSci)
61
Other ZBW resources
54
BASE
51
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171
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180
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171
Distributionally robust optimization of a newsvendor model under capital constraint and risk aversion
Zhai, Jia
;
Yu, Hui
;
Liang, Kai-Rong
;
Li, Kevin W.
- In:
Computers & operations research : an international journal
173
(
2025
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015101619
Saved in:
172
Forecasting expected shortfall and
value-at-risk
with cross-sectional aggregation
Wang, Jie
;
Wang, Yongqiao
- In:
Journal of forecasting
44
(
2025
)
2
,
pp. 391-423
Persistent link: https://www.econbiz.de/10015374044
Saved in:
173
Parametric quantile autoregressive conditional duration models with application to intraday
value-at-risk
forecasting
Saulo, Helton
;
Pal, Suvra
;
Souza, Rubens
;
Vila, Roberto
; …
- In:
Journal of forecasting
44
(
2025
)
2
,
pp. 589-605
Persistent link: https://www.econbiz.de/10015374068
Saved in:
174
Risk spillover measurement of carbon trading market considering susceptible factors : a network perspective
Dong, Qingli
;
Lian, Lanlan
;
Jiang, Qichuan
-
2025
Persistent link: https://www.econbiz.de/10015337891
Saved in:
175
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
176
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:
177
The role of contagion and integration in risk management measures
Jesus Filho, Jaime de
;
Matos, Paulo
;
Fonseca, Ronald
- In:
Global business review
24
(
2023
)
5
,
pp. 1111-1128
Persistent link: https://www.econbiz.de/10014432633
Saved in:
178
Some optimisation problems in insurance with a terminal distribution constraint
Colaneri, Katia
;
Eisenberg, Julia
;
Salterini, Benedetta
- In:
Scandinavian actuarial journal
2023
(
2023
)
7
,
pp. 655-678
Persistent link: https://www.econbiz.de/10014383890
Saved in:
179
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
Saved in:
180
Value
at
risk
and expected shortfall estimation for Mexico's isthmus crude oil using long-memory GARCH-EVT combined approaches
Jesús Gutiérrez, Raúl <de>
;
Gutiérrez, Lidia E. Carvajal
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
4
,
pp. 467-480
Persistent link: https://www.econbiz.de/10014373513
Saved in:
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