//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of risk model validation"
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
Efficient and accurate quadrat...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
67
Risk measure
67
Risikomanagement
30
Risk management
30
Portfolio selection
25
Portfolio-Management
25
Theorie
23
Theory
23
Risiko
17
Risk
17
ARCH model
16
ARCH-Modell
16
Credit risk
16
Kreditrisiko
16
Estimation theory
15
Schätztheorie
15
Forecasting model
13
Prognoseverfahren
13
Statistical distribution
13
Statistische Verteilung
13
value-at-risk (VaR)
13
Estimation
12
Schätzung
12
Volatility
12
Volatilität
12
Measurement
10
Messung
10
Bank risk
9
Bankrisiko
9
backtesting
9
Basel Accord
8
Basler Akkord
8
Simulation
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
value-at-risk
6
Ausreißer
5
Outliers
5
Systemic risk
5
Systemrisiko
5
more ...
less ...
Online availability
All
Undetermined
38
Type of publication
All
Article
68
Type of publication (narrower categories)
All
Article in journal
68
Aufsatz in Zeitschrift
68
Case study
1
Fallstudie
1
Language
All
English
68
Author
All
Chen, Wei
4
Colucci, Stefano
3
Skoglund, Jimmy
3
Westgaard, Sjur
3
Bloxham, Nicholas
2
Chen, Fen-ying
2
Chlebus, Marcin
2
Erdman, Donald
2
Fischer, Matthias
2
Gonpot, Preethee Nunkoo
2
Mitic, Peter
2
Wang, Hu
2
Yang, Bill Huajian
2
Abad, Pilar
1
Arhus, Gisle Hoel
1
Arnsdorf, Matthias
1
Arrieta, Daniel
1
Bee, Marco
1
Belkacem, Lotfi
1
Benito Muela, Sonia
1
Biljon, L. van
1
Brandolini, Dario
1
Buczy´nski, Mateusz
1
Buczyński, Mateusz
1
Cagliero, Emanuele
1
Cai, Chunlin
1
Calderín-Ojeda, Enrique
1
Caprioli, Sergio
1
Ceretta, Sergio Paulo
1
Cesarone, Francesco
1
Changchien, Chang-cheng
1
Chen, Huiqiong
1
Chen, Jiun-Lin
1
Choi, Sun-Yong
1
Cohort, Pierre
1
Cong, Chang
1
Cooper, James
1
Costanzino, Nick
1
Crupi, Riccardo
1
Cui, Kaijie
1
more ...
less ...
Published in...
All
The journal of risk model validation
Insurance / Mathematics & economics
255
Journal of banking & finance
187
European journal of operational research : EJOR
155
Journal of risk
125
Risks : open access journal
125
Finance research letters
115
International review of financial analysis
72
Economic modelling
69
Energy economics
66
Quantitative finance
66
Discussion paper / Tinbergen Institute
64
International journal of production research
62
International journal of theoretical and applied finance
61
The journal of operational risk
60
International journal of forecasting
57
Applied economics
55
Journal of risk and financial management : JRFM
54
The North American journal of economics and finance : a journal of financial economics studies
54
Computational economics
53
Journal of empirical finance
52
Journal of forecasting
51
Journal of risk management in financial institutions
50
Journal of econometrics
47
The European journal of finance
44
Computers & operations research : and their applications to problems of world concern ; an international journal
42
Scandinavian actuarial journal
42
Finance and stochastics
41
International review of economics & finance : IREF
39
Journal of economic dynamics & control
39
Research in international business and finance
39
Research paper series / Swiss Finance Institute
38
Working paper
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Operations research letters
36
Operations research
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Applied economics letters
33
International journal of production economics
33
more ...
less ...
Source
All
ECONIS (ZBW)
68
Showing
1
-
10
of
68
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Model risk qualification based on relative entropy
Arrieta, Daniel
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014540603
Saved in:
2
Risk contagion and bank stability : the role of credit risk and liquidity risk
Ding, Lei
;
Zhuang, Yaming
;
Wang, Hu
- In:
The journal of risk model validation
16
(
2022
)
4
,
pp. 113-130
Persistent link: https://www.econbiz.de/10014239855
Saved in:
3
The performance of value-at-risk models during the crisis
Skoglund, Jimmy
;
Erdman, Donald
;
Chen, Wei
- In:
The journal of risk model validation
4
(
2010/11
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10003971967
Saved in:
4
Value-at-risk forecasts : a comparison analysis of extreme-value versus classical approaches
Ünal, Gözde
- In:
The journal of risk model validation
5
(
2011
)
3
,
pp. 59-76
Persistent link: https://www.econbiz.de/10009356742
Saved in:
5
Value-at-risk forecasts with conditional volatility for structured products
Chen, Fen-ying
- In:
The journal of risk model validation
5
(
2011
)
1
,
pp. 45-69
Persistent link: https://www.econbiz.de/10009356846
Saved in:
6
Capturing value-at-risk in futures markets : a revised filtered historical simulation approach
Changchien, Chang-cheng
;
Lin, Chu-Hsiung
;
Kao, Wei-shun
- In:
The journal of risk model validation
6
(
2012
)
4
,
pp. 67-93
Persistent link: https://www.econbiz.de/10009692956
Saved in:
7
Assessing the performance of generalized autoregressive conditional heteroskedasticity-based value-at-risk models : a case of frontier markets
Vee, Dany Ng Cheong
;
Gonpot, Preethee Nunkoo
;
Sookia, Noor
- In:
The journal of risk model validation
6
(
2012
)
4
,
pp. 95-111
Persistent link: https://www.econbiz.de/10009692959
Saved in:
8
Backtesting value-at-risk : a comparison between filtered bootstrap and historical simulation
Brandolini, Dario
;
Colucci, Stefano
- In:
The journal of risk model validation
6
(
2012
)
4
,
pp. 3-16
Persistent link: https://www.econbiz.de/10009692964
Saved in:
9
Backtesting value-at-risk tail losses on a dynamic portfolio
Graham, Alasdair
;
Pál, János
- In:
The journal of risk model validation
8
(
2014
)
2
,
pp. 59-96
Persistent link: https://www.econbiz.de/10010394657
Saved in:
10
An analytic approach to quantify the sensitivity of CreditRisk+ with respect to its underlying assumptions
Fischer, Matthias
;
Kaufmann, Florian
- In:
The journal of risk model validation
8
(
2014
)
2
,
pp. 23-37
Persistent link: https://www.econbiz.de/10010394659
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->