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McAleer, Michael
92
Härdle, Wolfgang
55
Wang, Ruodu
55
Allen, David E.
45
Fabozzi, Frank J.
37
Pérez Amaral, Teodosio
36
Righi, Marcelo Brutti
32
Vries, Casper G. de
32
Daníelsson, Jón
31
Vanduffel, Steven
30
Dowd, Kevin
29
Stoja, Evarist
29
Powell, Robert
27
Račev, Svetlozar T.
27
Rosazza Gianin, Emanuela
27
Al Janabi, Mazin A. M.
26
Chang, Chia-Lin
26
Lucas, André
26
Embrechts, Paul
24
Hammoudeh, Shawkat
24
Jiménez-Martín, Juan-Ángel
24
Paolella, Marc S.
24
Rüschendorf, Ludger
24
Ardia, David
21
Caporin, Massimiliano
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Cheung, Ka Chun
21
Dhaene, Jan
21
Giot, Pierre
21
Kratz, Marie
21
Boonen, Tim J.
20
Chen Zhou
20
Hoogerheide, Lennart
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Huschens, Stefan
20
Stoyanov, Stoyan V.
20
Tsanakas, Andreas
20
Weiß, Gregor
20
Wied, Dominik
20
Albrecht, Peter
19
Bernard, Carole
19
Dionne, Georges
19
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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National Bureau of Economic Research
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Basel Committee on Banking Supervision
7
Springer Fachmedien Wiesbaden
7
HAL
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Business School, University of Sydney
5
European Central Bank
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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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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Friedrich-Schiller-Universität Jena
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Geary Institute, University College Dublin
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Pensions Institute
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Springer-Verlag GmbH
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Swiss Finance Institute
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Tinbergen Instituut
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Universität Mannheim
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Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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Deutsche Bundesbank
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Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
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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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School of Economics and Finance, Tasmanian School of Business and Economics
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Society for Computational Economics - SCE
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Universität Konstanz
2
Verlag Dr. Kovač
2
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1
Banco de la Republica de Colombia
1
Bank für Internationalen Zahlungsausgleich
1
Bank of Japan
1
Bank-Verlag GmbH
1
Bergische Universität Wuppertal
1
Berliner Wissenschafts-Verlag
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Insurance / Mathematics & economics
253
Journal of banking & finance
183
European journal of operational research : EJOR
129
Journal of risk
125
Risks : open access journal
122
Finance research letters
110
International review of financial analysis
72
Economic modelling
69
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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
51
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
Research in international business and finance
39
International review of economics & finance : IREF
38
Working paper
38
Finance and stochastics
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
Research paper series / Swiss Finance Institute
37
Management science : journal of the Institute for Operations Research and the Management Sciences
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
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ECONIS (ZBW)
8,277
RePEc
182
EconStor
76
Other ZBW resources
13
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8
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991
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991
Optimal replacement and investment strategy in a defined benefit pension plan with cyclically changing economic environment
Mao, Hong
;
Wen, Zhongkai
- In:
The journal of insurance issues : official journal of …
44
(
2021
)
1
,
pp. 65-89
Persistent link: https://www.econbiz.de/10012623601
Saved in:
992
A simple and robust approach for
expected
shortfall
estimation
Pan, Zhibin
;
Pang, Tao
;
Zhao, Yang
- In:
The journal of computational finance
25
(
2021
)
1
,
pp. 77-107
Persistent link: https://www.econbiz.de/10012672323
Saved in:
993
Regulatory capital and incentives for risk model choice under Basel 3
Liu, Fred
;
Stentoft, Lars
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 53-96
Persistent link: https://www.econbiz.de/10012504312
Saved in:
994
Local-linear estimation of time-varying-parameter garch models and associated risk measures
Inoue, Atsushi
;
Lu, Jin
;
Pelletier, Denis
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 202-234
Persistent link: https://www.econbiz.de/10012504329
Saved in:
995
An axiomatic foundation for the
expected
shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
Saved in:
996
Dependence between Islamic banks and conventional banks and risk factors
Chakroun, Mohamed Amin
;
Gallali, Mohamed Imen
- In:
International journal of banking, accounting and …
12
(
2021
)
3
,
pp. 201-239
Persistent link: https://www.econbiz.de/10012594656
Saved in:
997
Computational challenges for value-at-risk and
expected
shortfall
: Chebyshev interpolation to the rescue?
Wilkens, Sascha
- In:
International Journal of Financial Markets and …
8
(
2021
)
2
,
pp. 101-115
Persistent link: https://www.econbiz.de/10012598655
Saved in:
998
Allocation of risk capital in a cost cooperative game induced by a modified
expected
shortfall
Bernardi, Mauro
;
Cerqueti, Roy
;
Palestini, Arsen
- In:
Journal of the Operational Research Society
72
(
2021
)
3
,
pp. 628-641
Persistent link: https://www.econbiz.de/10012500976
Saved in:
999
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
1000
Observation-driven models for realized variances and overnight returns applied to value-at-risk and
expected
shortfall
forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
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