On equity risk prediction and tail spillovers
Panos Pouliasis, Ioannis Kyriakou, Nikos Papapostolou
| Year of publication: |
October 2017
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| Authors: | Pouliasis, Panos ; Kyriakou, Ioannis ; Papapostolou, Nikos |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 22.2017, 4, p. 379-393
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| Subject: | causality in risk | forecasting | regime volatility | risk spillover | stock markets | value at risk | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Risiko | Risk | Aktienmarkt | Stock market | Risikomanagement | Risk management | Schätzung | Estimation | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.1594 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011960379