//--> //--> //--> //-->
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:"Applied economics"
~language:"eng"
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
Financial Risk Measurement for...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Risiko
213
Risk
212
Portfolio selection
206
Portfolio-Management
206
Theorie
136
Theory
136
Estimation
132
Schätzung
132
Financial market
123
Finanzmarkt
123
Capital income
92
Kapitaleinkommen
92
Volatility
77
Volatilität
77
Aktienmarkt
73
Stock market
73
Welt
69
World
69
Measurement
68
Messung
68
USA
62
United States
62
Börsenkurs
58
Share price
58
Risikomanagement
55
Risk management
55
Risikomaß
53
Risk measure
53
ARCH model
46
ARCH-Modell
46
China
46
Financial crisis
43
Finanzkrise
43
CAPM
42
Financial sector
37
Finanzsektor
37
Anlageverhalten
36
Behavioural finance
36
Forecasting model
36
Prognoseverfahren
36
more ...
less ...
Online availability
All
Undetermined
391
Free
14
Type of publication
All
Article
657
Type of publication (narrower categories)
All
Article in journal
654
Aufsatz in Zeitschrift
654
Language
All
English
Undetermined
2
Author
All
Fabozzi, Frank J.
7
Hammoudeh, Shawkat
7
Yoon, Seong-min
7
Tiwari, Aviral Kumar
6
Balli, Faruk
5
Blazsek, Szabolcs
5
Hernandez, Jose Arreola
5
Balli, Hatice Ozer
4
Bikker, Jacob A.
4
Chang, Tsangyao
4
Goodwin, Barry K.
4
Grobys, Klaus
4
Moosa, Imad A.
4
Roca, Eduardo
4
Shahzad, Syed Jawad Hussain
4
Zaremba, Adam
4
Aloui, Chaker
3
Bahmani-Oskooee, Mohsen
3
Barbi, Massimiliano
3
Borges, Maria Rosa
3
Elyasiani, Elyas
3
Guo, Haifeng
3
Gupta, Rangan
3
Hamori, Shigeyuki
3
Han, Liyan
3
Kim, Saejoon
3
Kutan, Ali Mustafa
3
Lee, Chien-chiang
3
Mahalik, Mantu Kumar
3
Nartea, Gilbert V.
3
Nawrocki, David N.
3
Ramiah, Vikash
3
Sengupta, Jati K.
3
Shahbaz, Muhammad
3
Sosvilla-Rivero, Simón
3
Van Vuuren, Gary
3
Ventura, Luigi
3
Abakah, Emmanuel Joel Aikins
2
Aboura, Sofiane
2
Abuzayed, Bana
2
more ...
less ...
Published in...
All
Applied economics
NBER working paper series
2,051
Working paper / National Bureau of Economic Research, Inc.
1,844
NBER Working Paper
1,613
Finance research letters
1,216
Journal of banking & finance
1,188
European journal of operational research : EJOR
853
Discussion paper / Centre for Economic Policy Research
831
Insurance / Mathematics & economics
744
International review of financial analysis
688
Economics letters
651
Working paper
644
IMF working papers
616
CESifo working papers
583
Economic modelling
550
Journal of economic dynamics & control
540
SpringerLink / Bücher
534
Journal of financial economics
526
Risks : open access journal
510
International review of economics & finance : IREF
496
Management science : journal of the Institute for Operations Research and the Management Sciences
489
Journal of risk and financial management : JRFM
487
Energy economics
472
Research in international business and finance
459
Discussion paper series / IZA
457
Applied economics letters
456
The review of financial studies
438
Discussion papers / CEPR
421
The journal of finance : the journal of the American Finance Association
421
IMF Working Papers
415
Policy research working paper : WPS
398
Discussion paper / Tinbergen Institute
386
Research paper series / Swiss Finance Institute
386
The North American journal of economics and finance : a journal of financial economics studies
380
Discussion paper
376
Pacific-Basin finance journal
376
Journal of economic behavior & organization : JEBO
366
Working Paper
361
Journal of international money and finance
360
The European journal of finance
360
more ...
less ...
Source
All
ECONIS (ZBW)
657
Showing
1
-
10
of
657
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal hedge ratio under a subjective re-weighting of the original measure
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1271-1280
Persistent link: https://www.econbiz.de/10011433130
Saved in:
2
Measuring systemic
risk
with a dynamic copula-based approach
Jang, Hyun Jin
;
Pan, Xiao
;
Park, Sumin
- In:
Applied economics
53
(
2021
)
50
,
pp. 5843-5863
Persistent link: https://www.econbiz.de/10012627102
Saved in:
3
A new test procedure for the choice of dependence structure in
risk
measurement
: application to the US and UK stock market indices
Shim, Jeungbo
;
Lee, Eun-joo
;
Lee, Seung-Hwan
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1382-1389
Persistent link: https://www.econbiz.de/10011433225
Saved in:
4
Typology for flight-to-quality episodes and downside
risk
measurement
Gubareva, Mariya
;
Borges, Maria Rosa
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 835-853
Persistent link: https://www.econbiz.de/10011432728
Saved in:
5
Can cryptocurrencies be a safe haven : a tail
risk
perspective analysis
Feng, Wenjun
;
Yiming, Wang
;
Zhang, Zhengjun
- In:
Applied economics
50
(
2018
)
44
,
pp. 4745-4762
Persistent link: https://www.econbiz.de/10012061627
Saved in:
6
Value-at-
risk
and expected shortfall in cryptocurrencies' portfolio : a vine copula–based approach
Trucíos, Carlos
;
Tiwari, Aviral Kumar
;
Alqahtani, Faisal
- In:
Applied economics
52
(
2020
)
24
,
pp. 2580-2593
Persistent link: https://www.econbiz.de/10012210957
Saved in:
7
Tail dependence
risk
exposure and diversification potential of Islamic and conventional banks
Hernandez, Jose Arreola
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Applied economics
51
(
2019
)
44
,
pp. 4856-4869
Persistent link: https://www.econbiz.de/10012197121
Saved in:
8
CVaR-LASSO Enhanced Index Replication (CLEIR) : outperforming by minimizing downside
risk
Gendreau, Brian C.
;
Jin, Yong
;
Nimalendran, Mahendrarajah
; …
- In:
Applied economics
51
(
2019
)
52
,
pp. 5637-5651
Persistent link: https://www.econbiz.de/10012197263
Saved in:
9
Global financial crisis and dependence
risk
analysis of sector portfolios : a vine copula approach
Hernandez, Jose Arreola
;
Hammoudeh, Shawkat
;
Nguyen, …
- In:
Applied economics
49
(
2017
)
25
,
pp. 2409-2427
Persistent link: https://www.econbiz.de/10011819424
Saved in:
10
Commodity market
risk
from 1995 to 2013 : an extreme value theory approach
Fretheim, Torun
;
Kristiansen, Glenn
- In:
Applied economics
47
(
2015
)
25/27
,
pp. 2768-2782
Persistent link: https://www.econbiz.de/10010519613
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->