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subject:"ARCH model"
~accessRights:"restricted"
~isPartOf:"The European journal of finance"
~subject:"Statistical distribution"
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9
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Alshater, Muneer Maher
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Barone-Adesi, Giovanni
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Bernardi, Mauro
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Chen, Yi-Hsuan
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The European journal of finance
Insurance / Mathematics & economics
59
Finance research letters
38
International journal of forecasting
29
Energy economics
24
Journal of risk
23
The North American journal of economics and finance : a journal of financial economics studies
23
Applied economics
22
Economic modelling
19
Journal of banking & finance
18
The journal of risk model validation
18
Journal of econometrics
17
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Journal of empirical finance
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Journal of financial econometrics
14
Computational economics
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International review of economics & finance : IREF
13
International review of financial analysis
13
Pacific-Basin finance journal
12
Research in international business and finance
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Scandinavian actuarial journal
11
The journal of operational risk
11
European journal of operational research : EJOR
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of international financial markets, institutions & money
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of mathematical finance
8
Risk management : a journal of risk, crisis and disaster
8
Astin bulletin : the journal of the International Actuarial Association
6
Journal of risk : JOR
5
Operations research letters
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Studies in economics and finance
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ASTIN bulletin : the journal of the International Actuarial Association
4
Financial markets and portfolio management
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International journal of finance & economics : IJFE
4
Journal of economic dynamics & control
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Journal of forecasting
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
Assessing systemic risk spillovers from FinTech to China's financial system
Tian, Maoxi
;
El Khoury, Rim
;
Nasrallah, Nohade
; …
- In:
The European journal of finance
30
(
2024
)
8
,
pp. 803–826
Persistent link: https://www.econbiz.de/10014547999
Saved in:
2
Quantifying systemic risk with factor copulas
Chen, Yi-Hsuan
;
Nasekin, Sergey
- In:
The European journal of finance
26
(
2020
)
18
,
pp. 1926-1947
Persistent link: https://www.econbiz.de/10012314665
Saved in:
3
Value-at-Risk dynamics : a copula-VAR approach
De Luca, Giovanni
;
Rivieccio, Giorgia
;
Corsaro, Stefania
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 223-237
Persistent link: https://www.econbiz.de/10012207202
Saved in:
4
Dynamics among global asset portfolios
Bratis, Theodoros
;
Laopodis, Nikiforos
;
Kouretas, …
- In:
The European journal of finance
26
(
2020
)
18
,
pp. 1876-1899
Persistent link: https://www.econbiz.de/10012314662
Saved in:
5
Three regime bivariate normal distribution : a new estimation method for co-value-at-risk, CoVaR
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
The European journal of finance
25
(
2019
)
18
,
pp. 1817-1833
Persistent link: https://www.econbiz.de/10012207151
Saved in:
6
Forecasting market risk of portfolios: copula-Markov switching multifractal approach
Segnon, Mawuli
;
Trede, Mark
- In:
The European journal of finance
24
(
2018
)
14
,
pp. 1123-1143
Persistent link: https://www.econbiz.de/10012258877
Saved in:
7
Safehavenness of currencies
Wong, Alfred Y.
;
Fong, Tom
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 300-332
Persistent link: https://www.econbiz.de/10012244321
Saved in:
8
Estimating the joint tail risk under the filtered historical simulation : an application to the CCP's default and waterfall fund
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
;
Vosper, Les
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 413-425
Persistent link: https://www.econbiz.de/10012244329
Saved in:
9
Are news important to predict the Value-at-Risk?
Bernardi, Mauro
;
Catania, Leopoldo
;
Petrella, Lea
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 535-572
Persistent link: https://www.econbiz.de/10011736300
Saved in:
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