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~subject:"Volatilität"
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Forecasting and stress testing...
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Volatilität
Prognoseverfahren
43,820
Forecasting model
42,823
Theorie
24,061
Theory
23,702
Kreditrisiko
22,007
Credit risk
21,838
Prognose
7,731
Forecast
7,440
Schätzung
7,199
Estimation
6,997
Zeitreihenanalyse
6,426
Time series analysis
6,259
Kreditgeschäft
5,212
USA
5,148
Kapitaleinkommen
5,088
Capital income
5,070
Bank lending
5,067
United States
4,943
Risikomanagement
4,573
Risk management
4,431
Volatility
4,401
Welt
4,089
World
4,017
Börsenkurs
3,948
Share price
3,893
Wirtschaftsprognose
3,798
Portfolio-Management
3,794
Portfolio selection
3,740
Insolvenz
3,722
Economic forecast
3,719
Insolvency
3,691
Bank
3,587
Risk
3,440
Risiko
3,404
Bankrisiko
3,349
Bank risk
3,326
Finanzkrise
3,250
Financial crisis
3,241
Künstliche Intelligenz
3,054
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Online availability
All
Undetermined
1,722
Free
1,659
CC license
123
Type of publication
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Article
2,808
Book / Working Paper
1,636
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All
Article in journal
2,703
Aufsatz in Zeitschrift
2,703
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732
Graue Literatur
729
Non-commercial literature
729
Arbeitspapier
689
Aufsatz im Buch
89
Book section
89
Hochschulschrift
79
Thesis
62
Collection of articles of several authors
28
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28
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22
Sammlung
22
Aufsatzsammlung
17
Conference paper
10
Konferenzbeitrag
10
Bibliografie enthalten
6
Bibliography included
6
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5
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5
Systematic review
5
Übersichtsarbeit
5
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4
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4
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4
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3
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3
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2
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2
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English
4,414
German
27
French
2
Spanish
2
Author
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Gupta, Rangan
139
Ma, Feng
81
McAleer, Michael
55
Pierdzioch, Christian
54
Diebold, Francis X.
47
Bollerslev, Tim
44
Zhang, Yaojie
43
Liang, Chao
37
Lux, Thomas
34
Salisu, Afees A.
32
Bouri, Elie
30
Andersen, Torben
29
Christoffersen, Peter F.
29
Wang, Yudong
29
Caporin, Massimiliano
28
Degiannakis, Stavros
27
Wei, Yu
27
Asai, Manabu
26
Clements, Adam
26
Bonato, Matteo
23
McMillan, David G.
23
Dijk, Dick van
22
Gallo, Giampiero M.
22
Medeiros, Marcelo C.
21
Chan, Joshua
20
Molnár, Peter
20
Wang, Jiqian
20
Demirer, Rıza
19
Nonejad, Nima
19
Cepni, Oguzhan
18
Clark, Todd E.
18
Engle, Robert F.
18
Patton, Andrew J.
18
Wang, Lu
18
Ghysels, Eric
17
Li, Yan
17
Zhou, Hao
17
Izzeldin, Marwan
16
Ji, Qiang
16
Liao, Yin
16
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National Bureau of Economic Research
21
Gottfried Wilhelm Leibniz Universität Hannover
7
Federal Reserve Bank of St. Louis
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Brown University / Department of Economics
2
Centre for Quantitative Economics & Computing
2
Federal Reserve Bank of San Francisco
2
Institute of Finance and Accounting <London>
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
University of Canterbury / Dept. of Economics and Finance
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Centre for Economic Policy Research
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
HFDF <1, 1995, Zürich>
1
HFDF <2, 1998, Zürich>
1
Hochschule für Bankwirtschaft
1
Instituto Valenciano de Investigaciones Económicas
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Leibniz-Institut für Wirtschaftsforschung Halle
1
Lunds Universitet / Nationalekonomiska Institutionen
1
Reserve Bank of New Zealand
1
Rodney L. White Center for Financial Research
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Stanford Institute for Economic Policy Research
1
Swiss National Centre of Competence in Research North South <Bern>
1
University of Exeter / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
Zentrum für Europäische Wirtschaftsforschung
1
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Finance research letters
135
Journal of forecasting
135
Energy economics
133
International journal of forecasting
122
International review of economics & finance : IREF
76
International review of financial analysis
74
Economic modelling
68
Journal of empirical finance
64
The North American journal of economics and finance : a journal of financial economics studies
63
Journal of banking & finance
60
Journal of econometrics
56
Applied economics
55
Department of Economics working paper series
45
The journal of futures markets
41
Quantitative finance
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Working paper
36
Discussion paper / Tinbergen Institute
35
Applied economics letters
34
The European journal of finance
34
Journal of international financial markets, institutions & money
29
Applied financial economics
28
International journal of finance & economics : IJFE
28
Research in international business and finance
26
Journal of risk and financial management : JRFM
25
Computational economics
24
Journal of financial economics
24
Risks : open access journal
24
Economics letters
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of applied econometrics
22
Journal of financial econometrics
22
Pacific-Basin finance journal
22
Journal of economic dynamics & control
21
Finance and economics discussion series
20
NBER working paper series
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
19
Financial innovation : FIN
19
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Source
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ECONIS (ZBW)
4,391
EconStor
46
USB Cologne (EcoSocSci)
5
USB Cologne (business full texts)
1
RePEc
1
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1
Extreme risk modeling : an EVT-pair-copulas approach for financial stress tests
Koliai, Lyes
- In:
Journal of banking & finance
70
(
2016
),
pp. 1-22
Persistent link: https://www.econbiz.de/10011635106
Saved in:
2
Dynamic volatility regulation of financial institutions
Hilscher, Jens
;
Raviv, Alon
;
Wiener, Zvi
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490771
Saved in:
3
Sensitivity of stress testing metrics to estimation risk, account behaviour and volatility for credit defaults
Djeundje, Viani Biatat
;
Crook, Jonathan N.
- In:
Journal of the Operational Research Society
74
(
2023
)
7
,
pp. 1763-1774
Persistent link: https://www.econbiz.de/10014336309
Saved in:
4
Time-varying autoregressive distributed lag model with changing volatility for stress test
Zhou, Leilei
;
Zhu, Wei
- In:
Journal of risk management in financial institutions
14
(
2020/2021
)
2
,
pp. 195-208
Persistent link: https://www.econbiz.de/10012613982
Saved in:
5
Three essays on financial markets and institutions
Souto, Marcos Rietti
-
2005
Persistent link: https://www.econbiz.de/10003904272
Saved in:
6
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 102-118
Persistent link: https://www.econbiz.de/10009242533
Saved in:
7
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
-
2006
Persistent link: https://www.econbiz.de/10009569792
Saved in:
8
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
-
2006
Persistent link: https://www.econbiz.de/10003391507
Saved in:
9
Market volatility and momentum
Wang, Kevin Q.
;
Xu, Jianguo
- In:
Journal of empirical finance
30
(
2015
),
pp. 79-91
Persistent link: https://www.econbiz.de/10011489219
Saved in:
10
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries : evidence from rolling windows and crossquantilogram analysis
Shahzad, Syed Jawad Hussain
;
Naifar, Nader
;
Hammoudeh, …
- In:
Energy economics
68
(
2017
),
pp. 327-339
Persistent link: https://www.econbiz.de/10011905787
Saved in:
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