//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of banking & finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Ausreißer"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Ausreißer
14
Outliers
14
Risikomaß
10
Risk measure
10
Statistical distribution
7
Statistische Verteilung
7
Theorie
6
Theory
6
Portfolio selection
5
Portfolio-Management
5
Risikomanagement
5
Risk management
5
Value-at-Risk
4
Extreme value theory
3
Risiko
3
Risk
3
Tail dependence
3
Aktienindex
2
Ansteckungseffekt
2
Bank
2
Capital income
2
Contagion effect
2
Estimation
2
Estimation theory
2
Financial crisis
2
Finanzkrise
2
Kapitaleinkommen
2
Multivariate Verteilung
2
Multivariate distribution
2
Multivariate extreme value theory
2
Schätztheorie
2
Schätzung
2
Stock index
2
Systemic risk
2
Systemrisiko
2
Tail index
2
Tail risk
2
Time series analysis
2
Welt
2
World
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Abduraimova, Kumushoy
1
Candelon, Bertrand
1
Chen Zhou
1
Chollete, Lorán
1
DiTraglia, Francis J.
1
Dias, Alexandra
1
Gatzert, Nadine
1
Gerlach, Jeffrey R.
1
Gravelle, Toni
1
Hilal, Sawsan
1
Kellner, Ralf
1
Kim, Joocheol
1
Kim, Joseph H. T.
1
Kley, Oliver
1
Klüppelberg, Claudia
1
Li, Fuchun
1
Lu, Ching-chih
1
Pais, Amelia
1
Paterlini, Sandra
1
Peña, Victor
1
Poon, Ser-Huang
1
Qin, Xiao
1
Siburg, Karl Friedrich
1
Stoimenov, Pavel
1
Stork, Philip
1
Straetmans, Stefan
1
Tawn, Jonathan
1
Tolikas, Konstantinos
1
Weiß, Gregor
1
more ...
less ...
Published in...
All
Journal of banking & finance
Insurance / Mathematics & economics
33
Discussion paper / Center for Economic Research, Tilburg University
21
Applied economics
16
Risks : open access journal
15
Economic modelling
14
Journal of econometrics
14
Discussion paper / Tinbergen Institute
13
International review of financial analysis
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
The journal of operational risk
11
Working papers / TSE : WP
11
Economics letters
9
Finance research letters
9
Journal of empirical finance
9
Journal of risk
9
DNB working paper
8
Energy economics
8
Journal of international financial markets, institutions & money
8
The North American journal of economics and finance : a journal of financial economics studies
8
International journal of forecasting
7
International review of economics & finance : IREF
7
Journal of international money and finance
7
SFB 649 discussion paper
7
Journal of mathematical finance
6
The journal of risk model validation
6
Working paper / National Bureau of Economic Research, Inc.
6
Applied economics letters
5
CESifo working papers
5
Dissertation Series CentER
5
Journal of financial econometrics
5
NBER Working Paper
5
NBER working paper series
5
Working paper
5
Working paper / Department of Economics, Lund University
5
Astin bulletin : the journal of the International Actuarial Association
4
CentER Discussion Paper Series
4
Econometric reviews
4
European journal of operational research : EJOR
4
Financial markets and portfolio management
4
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
14
of
14
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Contagion and tail risk in complex financial networks
Abduraimova, Kumushoy
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013530779
Saved in:
2
Systemic risk allocation using the asymptotic marginal expected shortfall
Qin, Xiao
;
Chen Zhou
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012820456
Saved in:
3
Modelling extremal dependence for operational risk by a bipartite graph
Kley, Oliver
;
Klüppelberg, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012495775
Saved in:
4
A parametric alternative to the Hill estimator for heavy-tailed distributions
Kim, Joseph H. T.
;
Kim, Joocheol
- In:
Journal of banking & finance
54
(
2015
),
pp. 60-71
Persistent link: https://www.econbiz.de/10011377782
Saved in:
5
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
Siburg, Karl Friedrich
;
Stoimenov, Pavel
;
Weiß, Gregor
- In:
Journal of banking & finance
54
(
2015
),
pp. 129-140
Persistent link: https://www.econbiz.de/10011377805
Saved in:
6
Semiparametric estimation of multi-asset portfolio tail risk
Dias, Alexandra
- In:
Journal of banking & finance
49
(
2014
),
pp. 398-408
Persistent link: https://www.econbiz.de/10010508674
Saved in:
7
Unexpected tails in risk measurement : some international evidence
Tolikas, Konstantinos
- In:
Journal of banking & finance
40
(
2014
),
pp. 476-493
Persistent link: https://www.econbiz.de/10010404698
Saved in:
8
Portfolio selection : an extreme value approach
DiTraglia, Francis J.
;
Gerlach, Jeffrey R.
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 305-323
Persistent link: https://www.econbiz.de/10009705699
Saved in:
9
Long-term asset tail risks in developed and emerging markets
Straetmans, Stefan
;
Candelon, Bertrand
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 1832-1844
Persistent link: https://www.econbiz.de/10009741911
Saved in:
10
Measuring systemic importance of financial institutions : an extreme value theory approach
Gravelle, Toni
;
Li, Fuchun
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2196-2209
Persistent link: https://www.econbiz.de/10009760707
Saved in:
11
Estimating the basis risk of index-linked hedging strategies using multivariate extreme value theory
Kellner, Ralf
;
Gatzert, Nadine
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4353-4367
Persistent link: https://www.econbiz.de/10010247034
Saved in:
12
International diversification : an extreme value approach
Chollete, Lorán
;
Peña, Victor
;
Lu, Ching-chih
- In:
Journal of banking & finance
36
(
2012
)
3
,
pp. 871-885
Persistent link: https://www.econbiz.de/10009542394
Saved in:
13
Contagion risk in the Australian banking and property sectors
Pais, Amelia
;
Stork, Philip
- In:
Journal of banking & finance
35
(
2011
)
3
,
pp. 681-697
Persistent link: https://www.econbiz.de/10009161758
Saved in:
14
Hedging the black swan : conditional heteroskedasticity and tail dependence in S&P500 and VIX
Hilal, Sawsan
;
Poon, Ser-Huang
;
Tawn, Jonathan
- In:
Journal of banking & finance
35
(
2011
)
9
,
pp. 2374-2387
Persistent link: https://www.econbiz.de/10009247196
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->