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subject:"Bankrisiko"
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Search: subject_exact:"VaR (Value at Risk)"
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Bankrisiko
Risikomaß
69
Risk measure
69
Theorie
36
Theory
36
Portfolio selection
30
Portfolio-Management
30
Risikomanagement
27
Risk management
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ARCH model
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ARCH-Modell
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Risiko
18
Risk
18
Statistical distribution
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Statistische Verteilung
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Volatilität
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Estimation
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Schätzung
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Financial crisis
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Finanzkrise
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Aktienmarkt
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Ausreißer
9
Multivariate Verteilung
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Multivariate distribution
9
Outliers
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Spillover effect
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Spillover-Effekt
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Value at risk
9
Value-at-Risk
9
Systemrisiko
8
Welt
8
World
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Bank risk
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Finanzmarkt
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Akhter, Selim
1
Chen, Xiaohong
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Daly, Kevin James
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Deng, Yang
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Erden, Lütfi
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Huang, Chin Wei
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Sencer Atasoy, Burak
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Tu, Chien Heng
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Economic modelling
The journal of operational risk
17
Journal of banking & finance
15
Journal of risk management in financial institutions
11
Risks : open access journal
11
Journal of financial stability
10
Journal of risk
10
Handbuch ökonomisches Kapitel
6
International review of financial analysis
6
The North American journal of economics and finance : a journal of financial economics studies
6
European journal of operational research : EJOR
5
Finance research letters
5
Insurance / Mathematics & economics
5
Brennpunkt Risikomanagement und Regulierung
4
Discussion paper
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Discussion paper / Tinbergen Institute
4
Journal of economic dynamics & control
4
Journal of financial regulation and compliance : an international journal
4
Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
4
Research in international business and finance
4
Risiko-Manager
4
The European journal of finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Wiley finance series
4
Basel III, Risikomanagement und neue Bankenaufsicht
3
CFS working paper series
3
Computational economics
3
Contemporary economics
3
Die Bank
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Econometric Institute research papers
3
Finanzmarkt und Portfolio-Management
3
International journal of theoretical and applied finance
3
Journal of banking regulation
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Journal of financial services research : JFSR
3
Journal of international financial markets, institutions & money
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Research paper series / Swiss Finance Institute
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SpringerLink / Bücher
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The journal of risk model validation
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ECONIS (ZBW)
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1
The determinants of systemic risk contagion
Sencer Atasoy, Burak
;
Ozkan, Ibrahim
;
Erden, Lütfi
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451156
Saved in:
2
A model-based index for systemic risk contribution measurement in financial networks
Deng, Yang
;
Zhang, Ziqing
;
Zhu, Li
- In:
Economic modelling
95
(
2021
),
pp. 35-48
Persistent link: https://www.econbiz.de/10012695628
Saved in:
3
Contagion risk for Australian banks from global systemically important banks : evidence from extreme events
Akhter, Selim
;
Daly, Kevin James
- In:
Economic modelling
63
(
2017
),
pp. 191-205
Persistent link: https://www.econbiz.de/10011813475
Saved in:
4
Measuring systemic risk with regime switching in tails
Liu, Xiaochun
- In:
Economic modelling
67
(
2017
),
pp. 55-72
Persistent link: https://www.econbiz.de/10011813772
Saved in:
5
The analysis of bank business performance and market risk : applying Fuzzy DEA
Chen, Yu Chuan
;
Chiu, Yung-ho
;
Huang, Chin Wei
;
Tu, …
- In:
Economic modelling
32
(
2013
),
pp. 225-232
Persistent link: https://www.econbiz.de/10009761543
Saved in:
6
Operational risk of option hedging
Mitra, Sovan
- In:
Economic modelling
33
(
2013
),
pp. 194-203
Persistent link: https://www.econbiz.de/10010191991
Saved in:
7
Using BS-PSD-LDA approach to measure operational risk of Chinese commercial banks
Wang, Zongrun
;
Wang, Wuchao
;
Chen, Xiaohong
;
Jin, Yanbo
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2095-2103
Persistent link: https://www.econbiz.de/10009673862
Saved in:
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