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Search: subject:"value‐at‐risk"
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Risikomaß
8,319
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8,292
Theorie
4,618
Theory
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3,175
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3,157
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2,963
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2,929
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2,885
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2,884
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1,368
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1,347
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1,148
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1,145
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1,046
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1,035
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1,023
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924
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916
Bankrisiko
901
Bank risk
898
Kapitaleinkommen
854
Capital income
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841
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823
Value-at-Risk
795
Schätztheorie
687
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683
Value at Risk
665
Basel Accord
597
Basler Akkord
583
Outliers
552
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549
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545
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537
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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
34
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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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...
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Insurance / Mathematics & economics
254
Journal of banking & finance
183
European journal of operational research : EJOR
133
Journal of risk
125
Risks : open access journal
123
Finance research letters
112
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
53
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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ECONIS (ZBW)
8,405
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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191
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191
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:
192
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:
193
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:
194
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:
195
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:
196
Remarks on a copula-based conditional
value
at
risk
for the portfolio problem
Molina Barreto, Andres Mauricio
;
Ishimura, Naoyuki
- In:
Intelligent systems in accounting, finance & management
30
(
2023
)
3
,
pp. 150-170
Persistent link: https://www.econbiz.de/10014375330
Saved in:
197
Option pricing and portfolio optimization under a multi-asset jump-diffusion model with systemic risk
Makarov, Roman
- In:
Risks : open access journal
11
(
2023
)
12
,
pp. 1-24
propose a Laplace-transform-based approach to computing
Value
at
Risk
(VaR) and conditional VaR (also known as the expected …
Persistent link: https://www.econbiz.de/10014446758
Saved in:
198
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
Saved in:
199
Regulation and de-risking : theoretical and empirical insights
Haar, Lawrence
;
Gregoriou, Andros
- In:
Risks : open access journal
11
(
2023
)
6
,
pp. 1-23
aligning the cost of capital with their exposure to market risk, measured by
Value
at
Risk
; or if regulations have induced …
Persistent link: https://www.econbiz.de/10014334509
Saved in:
200
Assessing the market risk on the government debt of Kazakhstan and Bulgaria in conditions of turbulence
Em, Olga
;
Georgiev, Georgi
;
Radukanov, Sergey
;
Petrova, …
- In:
Risks : open access journal
10
(
2022
)
5
,
pp. 1-18
both as a single issue and at a portfolio level using the
Value-at-risk
approach. Sixteen samples with historical …
Persistent link: https://www.econbiz.de/10013359115
Saved in:
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