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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
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Dowd, Kevin
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Stoja, Evarist
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Powell, Robert
27
Račev, Svetlozar T.
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Rosazza Gianin, Emanuela
27
Al Janabi, Mazin A. M.
26
Chang, Chia-Lin
26
Lucas, André
26
Embrechts, Paul
24
Hammoudeh, Shawkat
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Jiménez-Martín, Juan-Ángel
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Paolella, Marc S.
24
Rüschendorf, Ludger
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Ardia, David
21
Caporin, Massimiliano
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Cheung, Ka Chun
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Dhaene, Jan
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Giot, Pierre
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Kratz, Marie
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Boonen, Tim J.
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Chen Zhou
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Hoogerheide, Lennart
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Huschens, Stefan
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Stoyanov, Stoyan V.
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Tsanakas, Andreas
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Weiß, Gregor
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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
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Springer Fachmedien Wiesbaden
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Business School, University of Sydney
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European Central Bank
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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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Springer-Verlag GmbH
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Bank für Internationalen Zahlungsausgleich
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Insurance / Mathematics & economics
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Journal of banking & finance
183
European journal of operational research : EJOR
129
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125
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122
Finance research letters
110
International review of financial analysis
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Energy economics
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International journal of theoretical and applied finance
56
Applied economics
55
International journal of forecasting
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54
The North American journal of economics and finance : a journal of financial economics studies
53
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51
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50
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50
Journal of econometrics
47
Computational economics
44
The European journal of finance
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Scandinavian actuarial journal
41
Research in international business and finance
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International review of economics & finance : IREF
38
Working paper
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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
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SFB 649 discussion paper
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Econometric Institute research papers
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ECONIS (ZBW)
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RePEc
182
EconStor
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Other ZBW resources
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Showing
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1131
Estimating historical downside risks of global financial market indices via inflation rate-adjusted dependence graphs
Choi, Insu
;
Kim, Woo Chang
- In:
Research in international business and finance
66
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014463360
Saved in:
1132
Accounting for PD-LGD dependency : a tractable extension to the Basel ASRF framework
Barbagli, Matteo
;
Vrins, Frédéric
- In:
Economic modelling
125
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463531
Saved in:
1133
Assessing jump and cojumps in financial asset returns with applications in futures markets
Yeh, Jin-huei
;
Yun, Mu-Shu
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463584
Saved in:
1134
Price risk analysis using GARCH family models : evidence from Shanghai crude oil futures market
Bei, Shuhua
;
Yang, Aijun
;
Pei, Haotian
;
Si, Xiaoli
- In:
Economic modelling
125
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463673
Saved in:
1135
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
1136
An insurer's optimal strategy towards a new independent business
Chi, Yichun
;
Huang, Yuxia
;
Ken Seng Tan
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10014519973
Saved in:
1137
Coherent measure of portfolio risk
Ardakani, Omid M.
- In:
Finance research letters
57
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014525068
Saved in:
1138
Is it all about noise? : investor sentiment and risk nexus: evidence from China
Bouteska, Ahmed
;
Cardillo, Giovanni
;
Harasheh, Murad
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513641
Saved in:
1139
Securitization of pandemic risk by using coronabond
Haffar, Adlane
;
Le Fur, Eric
;
Khordj, Mohamed
- In:
Financial markets and portfolio management
37
(
2023
)
2
,
pp. 209-229
Persistent link: https://www.econbiz.de/10014321858
Saved in:
1140
The impact of ESG score and controversy on stock performance
Brighi, Paola
;
Della Bina, Antonio Carlo Francesco
; …
- In:
New Challenges for the Banking Industry : Searching for …
,
(pp. 213-252)
.
2023
Persistent link: https://www.econbiz.de/10014322473
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