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~subject:"Value at risk"
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Value at risk
Risikomaß
7,362
Risk measure
7,336
Theorie
3,581
Theory
3,536
Portfolio-Management
2,681
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2,663
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2,246
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2,209
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2,046
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2,044
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1,159
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1,138
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1,106
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1,098
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1,087
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1,071
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1,008
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998
Volatility
960
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952
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885
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877
Value-at-Risk
763
Kapitaleinkommen
759
Capital income
757
Value at Risk
658
Kreditrisiko
633
Credit risk
615
Bankrisiko
554
Bank risk
551
Basel Accord
511
Basler Akkord
497
Outliers
487
Ausreißer
485
Schätztheorie
480
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476
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466
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460
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Hammoudeh, Shawkat
6
Chi, Yichun
5
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4
Lillo, Rosa E.
4
Allen, David E
3
Cao, Ji
3
Evers, Corinna
3
Härdle, Wolfgang
3
Laniado, Henry
3
Rohde, Johannes
3
Ur Rehman, Mobeen
3
Aloui, Chaker
2
An, Yunbi
2
Andraz, Grum
2
Andrén, Niclas
2
Arboleda Bedoya, Alejandra
2
Asai, Manabu
2
Ausín, M. Concepción
2
Bahlous, Mejda
2
Banihashemi, Shokoofeh
2
Benito, Sonia
2
Bianconi, Marcelo
2
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2
Calvet, Laurent E.
2
Chan, Stephen
2
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2
Czellar, Veronika
2
Feng, Xingdong
2
Galeano, Pedro
2
Ghosh, Pulak
2
Großmaß, Lidan
2
Guillén, Montserrat
2
Gutiérrez Betancu, Juan Carlos
2
Huang, Alex
2
Huang, Zhuo
2
Ibragimov, Rustam
2
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2
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2
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2
Li, Ting
2
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Departamento de Estadistica, Universidad Carlos III de Madrid
3
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2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Agricultural and Applied Economics Association - AAEA
1
Centro de Estudios Monetarios y Financieros (CEMFI)
1
Colwell, David , Banking & Finance, Australian School of Business, UNSW
1
Department of Accounting, Finance and Economics, Griffith Business School
1
HAL
1
Institutet för Näringslivsforskning (IFN)
1
Lee, Brendan Chee-Seng, Banking & Finance, Australian School of Business, UNSW
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Université Paris-Dauphine (Paris IX)
1
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1
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Insurance / Mathematics & economics
14
Economic modelling
10
Energy economics
8
Insurance: Mathematics and Economics
8
International journal of forecasting
8
Journal of econometrics
6
Pacific-Basin finance journal
6
Computational economics
5
Economic Modelling
5
Quantitative Finance
5
European journal of operational research : EJOR
4
Finance research letters
4
International review of economics & finance : IREF
4
Journal of banking & finance
4
Economics letters
3
Journal of Economics, Finance and Administrative Science
3
Journal of international money and finance
3
Mathematics and Computers in Simulation (MATCOM)
3
Physica A: Statistical Mechanics and its Applications
3
Statistics and Econometrics Working Papers
3
The North American journal of economics and finance : a journal of financial economics studies
3
Annals of Finance
2
Asia-Pacific Financial Markets
2
Asia-Pacific financial markets
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
European Journal of Operational Research
2
Europäische Hochschulschriften / 5
2
International Journal of Forecasting
2
Journal of International Money and Finance
2
Journal of economics, finance & administrative science
2
Journal of empirical finance
2
MPRA Paper
2
Managerial Finance
2
Mathematics and financial economics
2
Quantitative finance
2
Research in international business and finance
2
Review of Quantitative Finance and Accounting
2
South East European Journal of Economics and Business
2
Working papers / School of Business, Edith Cowan University
2
2012 Annual Meeting, August 12-14, 2012, Seattle, Washington
1
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ECONIS (ZBW)
154
RePEc
78
EconStor
9
BASE
4
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245
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Bank-specific factors, market conditions and the riskiness of Islamic and conventional banks : evidence from recent quantile approaches
Aydemir, Resul
;
Atan, Huzeyfe Zahit
;
Güloğlu, Bülent
- In:
International journal of Islamic and Middle Eastern …
17
(
2024
)
1
,
pp. 16-44
Persistent link: https://www.econbiz.de/10014478178
Saved in:
3
How macroeconomic conditions affect systemic risk in the short and long-run?
Kurter, Zeynep O.
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014492026
Saved in:
4
Forecasting
value-at-risk
and expected shortfall in emerging market : does forecast combination help?
Trung Hai Le
- In:
The journal of risk finance : JRF
25
(
2024
)
1
,
pp. 160-177
Persistent link: https://www.econbiz.de/10014504681
Saved in:
5
Empirical tail risk management with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
Saved in:
6
Value-at-risk
predictive performance : a comparison between the CaViaR and GARCH models for the MILA and ASEAN-5 stock markets
Serrano Bautista, Ramona
;
Núñez Mora, José Antonio
- In:
Journal of economics, finance & administrative science
26
(
2021
)
52
,
pp. 197-221
Purpose - This paper tests the accuracies of the models that predict the
Value-at-Risk
(VaR) for the Market Integrated …-Student-t distributional assumptions and compared with the predictive performance of the Conditional Autoregressive
Value-at-Risk
(CaViaR …
Persistent link: https://www.econbiz.de/10012813839
Saved in:
7
On the factors of Bitcoin's
value
at
risk
Kwon, Ji Ho
- In:
Financial innovation : FIN
7
(
2021
),
pp. 1-31
This study investigates the factors of Bitcoin's tail risk, quantified by
Value
at
Risk
(VaR). Extending the …
Persistent link: https://www.econbiz.de/10012798684
Saved in:
8
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
9
An axiomatic approach to default risk and model uncertainty in rating systems
Nendel, Max
;
Streicher, Jan
- In:
Journal of mathematical economics
109
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014474758
Saved in:
10
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
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