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Search: subject:"conditional value at risk"
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McAleer, Michael
96
Härdle, Wolfgang
53
Wang, Ruodu
52
Allen, David E.
45
Fabozzi, Frank J.
41
Pérez Amaral, Teodosio
36
Righi, Marcelo Brutti
32
Vries, Casper G. de
32
Daníelsson, Jón
31
Powell, Robert
31
Vanduffel, Steven
30
Stoja, Evarist
29
Rosazza Gianin, Emanuela
28
Račev, Svetlozar T.
27
Al Janabi, Mazin A. M.
26
Dowd, Kevin
26
Lucas, André
26
Chang, Chia-Lin
24
Stoyanov, Stoyan V.
24
Hammoudeh, Shawkat
23
Paolella, Marc S.
23
Brandtner, Mario
22
Embrechts, Paul
22
Jiménez-Martín, Juan-Ángel
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Rüschendorf, Ludger
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Caporin, Massimiliano
21
Cheung, Ka Chun
21
Dhaene, Jan
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Tsanakas, Andreas
21
Uryasev, Stan
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Boonen, Tim J.
20
Chen Zhou
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Giot, Pierre
20
Huschens, Stefan
20
Weiß, Gregor
20
Wied, Dominik
20
Albrecht, Peter
19
Bernard, Carole
19
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Munari, Cosimo-Andrea
19
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National Bureau of Economic Research
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Basel Committee on Banking Supervision
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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European Central Bank
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School of Business, Edith Cowan University
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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University of Canterbury / Dept. of Economics and Finance
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Friedrich-Schiller-Universität Jena
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Pensions Institute
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Springer-Verlag GmbH
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Federal Reserve Bank of San Francisco
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Geary Institute, University College Dublin
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Gottfried Wilhelm Leibniz Universität Hannover
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HFDF <2, 1998, Zürich>
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International Center for Financial Asset Management and Engineering
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Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
1
Department of Economics and Finance, College of Business and Economics
1
Department of Economics, Iowa State University
1
Department of Economics, Tufts University
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Insurance / Mathematics & economics
252
Journal of banking & finance
183
European journal of operational research : EJOR
132
Journal of risk
125
Risks : open access journal
123
Finance research letters
112
International review of financial analysis
72
Economic modelling
68
The journal of risk model validation
67
Energy economics
63
Discussion paper / Tinbergen Institute
62
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
53
Journal of empirical finance
52
Journal of forecasting
50
Journal of risk management in financial institutions
50
Journal of econometrics
47
Computational economics
44
The European journal of finance
42
Scandinavian actuarial journal
41
International review of economics & finance : IREF
39
Research in international business and finance
39
Finance and stochastics
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
Working paper
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 business & economic statistics : JBES ; a publication of the American Statistical Association
34
Operations research
34
Applied economics letters
33
Operations research letters
33
SFB 649 discussion paper
33
Econometric Institute research papers
31
Mathematics and financial economics
31
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ECONIS (ZBW)
8,294
RePEc
126
EconStor
26
BASE
7
Other ZBW resources
4
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760
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751
Volatility risk measures and banks' leverage
Anselmi, Giulio
-
2024
Persistent link: https://www.econbiz.de/10015046722
Saved in:
752
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : Comment
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Iacopini, …
- In:
Energy economics
132
(
2024
),
pp. 1-4
Persistent link: https://www.econbiz.de/10015047165
Saved in:
753
Risk estimation, diversification, and optimal weights
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015047334
Saved in:
754
A theory of multivariate stress testing
Millossovich, Pietro
;
Tsanakas, Andreas
;
Wang, Ruodu
- In:
European journal of operational research : EJOR
318
(
2024
)
3
,
pp. 851-866
Persistent link: https://www.econbiz.de/10015048176
Saved in:
755
Revisiting systemic risk during political shocks and its impact on unemployment : evidence from Tunisia
Ghachem, Dorsaf Azouz
;
Khamassi, Aymen
- In:
Macroeconomics and finance in emerging market economies
17
(
2024
)
2
,
pp. 356-373
Persistent link: https://www.econbiz.de/10015048439
Saved in:
756
Asymptotic results on tail moment for light-tailed risks
Wang, Bingjie
;
Li, Jinzhu
- In:
Insurance : mathematics and economics
114
(
2024
),
pp. 43-55
Persistent link: https://www.econbiz.de/10015049355
Saved in:
757
Forecasting the VaR of the crude oil market : a combination of mixed data sampling and extreme value theory
Lyu, Yongjian
;
Qin, Fanshu
;
Ke, Rui
;
Yang, Mo
;
Chang, …
- In:
Energy economics
133
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10015049483
Saved in:
758
The impact of derivatives use on systemic risk of Africa's banking system
Bekale, Audrey Nguema
;
Alagidede, Imhotep Paul
;
Mensah, …
- In:
Journal of African business
25
(
2024
)
3
,
pp. 486-508
Persistent link: https://www.econbiz.de/10015049508
Saved in:
759
How does fear spread across asset classes? : evidence from quantile connectedness
Fousekis, Panajiotis
- In:
Studies in economics and finance
41
(
2024
)
2
,
pp. 365-388
Persistent link: https://www.econbiz.de/10015049557
Saved in:
760
Can market risk explain the systemic risk? : evidence from the US banking industry
Tzouvanas, Panagiotis
- In:
Journal of economic studies
51
(
2024
)
1
,
pp. 165-184
Persistent link: https://www.econbiz.de/10014466448
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