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Volatility
Risk
60,314
Risiko
59,953
Theorie
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42,717
Risk management
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Simulation
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5,323
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5,223
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5,130
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4,992
Bankrisiko
4,987
Bank risk
4,958
Volatilität
4,685
risk
4,601
Kapitaleinkommen
4,519
Capital income
4,509
Entscheidung unter Unsicherheit
4,259
Decision under uncertainty
4,257
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4,203
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Gupta, Rangan
98
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60
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32
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28
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28
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24
Chang, Chia-Lin
22
Pierdzioch, Christian
21
Caporin, Massimiliano
20
Ma, Feng
20
Salisu, Afees A.
20
Demirer, Rıza
18
Mensi, Walid
17
Mumtaz, Haroon
17
Giglio, Stefano
16
Kang, Sang Hoon
16
Bollerslev, Tim
15
Christiansen, Charlotte
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Bartram, Söhnke M.
14
Fabozzi, Frank J.
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14
Stulz, René M.
14
Wohar, Mark E.
14
Brown, Gregory W.
13
Chiang, Thomas C.
13
Christoffersen, Peter F.
13
Hoerova, Marie
13
Allen, David E.
12
Andersen, Torben
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Baker, Scott
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Balcilar, Mehmet
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Daníelsson, Jón
12
Ji, Qiang
12
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12
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International Monetary Fund
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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European Association of Agricultural Economists - EAAE
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European Stability Mechanism
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School of Economics and Management, University of Aarhus
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Finance research letters
153
Energy economics
122
International review of financial analysis
74
International review of economics & finance : IREF
71
The North American journal of economics and finance : a journal of financial economics studies
71
Applied economics
54
Economic modelling
54
NBER working paper series
54
NBER Working Paper
48
Working paper
47
Journal of banking & finance
46
Research in international business and finance
39
Journal of financial economics
38
Journal of empirical finance
37
Journal of risk and financial management : JRFM
36
Risks : open access journal
35
Working paper / National Bureau of Economic Research, Inc.
34
Applied economics letters
31
Journal of international financial markets, institutions & money
31
Department of Economics working paper series
30
Economics letters
30
Journal of economic dynamics & control
28
Pacific-Basin finance journal
27
Quantitative finance
27
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
The journal of futures markets
25
International journal of forecasting
24
Journal of international money and finance
24
Journal of risk
24
Discussion paper / Tinbergen Institute
23
International journal of theoretical and applied finance
23
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
CESifo working papers
21
Computational economics
20
International journal of finance & economics : IJFE
20
Journal of econometrics
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Journal of forecasting
19
The European journal of finance
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Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
4,614
RePEc
41
Other ZBW resources
5
BASE
1
EconStor
1
Showing
1
-
10
of
4,662
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The effectiveness of Value-at-
Risk
models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
2
Impact of value-at-
risk
models on market stability
Llacay, Bàrbara
;
Peffer, Gilbert
- In:
Journal of economic dynamics & control
82
(
2017
),
pp. 223-256
Persistent link: https://www.econbiz.de/10011915567
Saved in:
3
Modelling the spreading process of extreme risks via a simple agent-based model : evidence from the China stock market
Ji, Jingru
;
Wang, Donghua
;
Xu, Dinghai
-
2018
Persistent link: https://www.econbiz.de/10011900811
Saved in:
4
Modelling the spreading process of extreme risks via a simple agent-based model : evidence from the China stock market
Ji, Jingru
;
Wang, Donghua
;
Xu, Dinghai
- In:
Economic modelling
80
(
2019
),
pp. 383-391
Persistent link: https://www.econbiz.de/10012200735
Saved in:
5
An evaluation and comparison of Value at
Risk
and Expected Shortfall
Burdorf, Tom
;
Van Vuuren, Gary
- In:
Investment management and financial innovations
15
(
2018
)
4
,
pp. 17-34
Persistent link: https://www.econbiz.de/10012055643
Saved in:
6
Does
risk
culture affect banks' volatility? : the case of the G-SIBs
Coluccia, Daniela
;
Fontana, Stefano
;
Graziano, Elvira Anna
- In:
Corporate ownership & control : international …
15
(
2017/2018
)
1
,
pp. 33-43
Persistent link: https://www.econbiz.de/10011892948
Saved in:
7
Evaluating an EGARCH model with fat tails, skewness and leverage in forecasting VaR
Benito Muela, Sonia
- In:
Journal of contemporary management : JMC
4
(
2015
)
3
,
pp. 67-80
Persistent link: https://www.econbiz.de/10011392904
Saved in:
8
The relationship between conditional value at
risk
and option prices with a closed-form solution
Mitra, Sovan
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
Saved in:
9
Are value at
risk
and maximum drawdown different from volatility in stock market?
Kim, Soo-Hyun
- In:
The journal of applied business research
34
(
2018
)
2
,
pp. 217-222
Persistent link: https://www.econbiz.de/10011868772
Saved in:
10
Overnight news and daily equity trading
risk
limits
Ahoniemi, Katja
;
Fuertes, Ana María
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10011623670
Saved in:
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