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Risikomaß
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9
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Ardia, David
1
Chan, Stephen
1
Choe, Geon Ho
1
Choi, Ji-Eun
1
Choi, Pilsun
1
Choi, So Eun
1
Choudhry, Taufiq
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Applied economics letters
Insurance / Mathematics & economics
88
Journal of banking & finance
54
Energy economics
43
Finance research letters
43
International journal of forecasting
41
Journal of risk
39
Economic modelling
38
The North American journal of economics and finance : a journal of financial economics studies
38
Applied economics
35
Journal of empirical finance
35
Risks : open access journal
33
Journal of risk and financial management : JRFM
31
International review of financial analysis
29
The journal of risk model validation
29
Discussion paper / Tinbergen Institute
27
Journal of econometrics
23
Quantitative finance
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Working papers
22
Journal of forecasting
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The journal of operational risk
21
Computational economics
20
International review of economics & finance : IREF
19
European journal of operational research : EJOR
16
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16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Research in international business and finance
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SFB 649 discussion paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Pacific-Basin finance journal
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The European journal of finance
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Scandinavian actuarial journal
14
Journal of international financial markets, institutions & money
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Econometric Institute research papers
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Journal of mathematical finance
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Research paper series / Swiss Finance Institute
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Risk management : a journal of risk, crisis and disaster
10
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1
Dependence structure and risk spillover among nonferrous metal futures : a vine copula approach
Ouyang, Ruolan
;
Ma, Jinming
;
Xiao, Xiaoxia
- In:
Applied economics letters
30
(
2023
)
9
,
pp. 1253-1260
Persistent link: https://www.econbiz.de/10014303863
Saved in:
2
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
3
Risk management under time varying volatility and Pareto-stable distributions
Mozumder, Sharif
;
Kabir, M. Humayun
;
Dempsey, Michael
; …
- In:
Applied economics letters
27
(
2020
)
3
,
pp. 161-167
Persistent link: https://www.econbiz.de/10012205404
Saved in:
4
A copula-based systemic risk measure : application to investment-grade and high-yield CDS portfolios
Choi, So Eun
;
Jang, Hyun Jin
;
Choe, Geon Ho
- In:
Applied economics letters
27
(
2020
)
15
,
pp. 1264-1271
Persistent link: https://www.econbiz.de/10012267120
Saved in:
5
Extreme value analysis of electricity demand in the UK
Chan, Stephen
;
Nadarajah, Saralees
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1246-1251
Persistent link: https://www.econbiz.de/10011312714
Saved in:
6
Forecasting intraday volatility and VaR using multiplicative component GARCH model
Diao, Xundi
;
Tong, Bin
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1457-1464
Persistent link: https://www.econbiz.de/10011380317
Saved in:
7
Value at risk forecasting for volatility index
Park, Seul-Ki
;
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Applied economics letters
24
(
2017
)
21
,
pp. 1613-1620
Persistent link: https://www.econbiz.de/10011853568
Saved in:
8
Worldwide equity risk prediction
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1333-1339
Persistent link: https://www.econbiz.de/10010202894
Saved in:
9
Marginal or copula : which one is critical?
Choi, Pilsun
;
Min, Insik
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1462-1465
Persistent link: https://www.econbiz.de/10010213173
Saved in:
10
Bank insolvency risk and Z-score measures with unimodal returns
Strobel, Frank
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1683-1685
Persistent link: https://www.econbiz.de/10009383375
Saved in:
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