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subject:"Derivat"
type_genre:"Fachkunde"
~person:"Karmakar, Madhusudan"
~subject:"Risk measure"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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Derivat
Risk measure
Risikomanagement
6
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ARCH model
4
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4
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Capital income
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Karmakar, Madhusudan
Broll, Udo
21
Wang, Ruodu
19
McAleer, Michael
17
Stoja, Evarist
14
Embrechts, Paul
13
Hammoudeh, Shawkat
12
Härdle, Wolfgang
11
Mao, Tiantian
11
Pelizzon, Loriana
10
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9
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9
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9
Allen, David E.
8
Cai, Jun
8
Daníelsson, Jón
8
Odening, Martin
8
Rüschendorf, Ludger
8
Wahl, Jack E.
8
Welzel, Peter
8
Giudici, Paolo
7
Janabi, Mazin A. M. al
7
Li, Jianping
7
Puccetti, Giovanni
7
Righi, Marcelo Brutti
7
Tan, Ken Seng
7
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6
Fermanian, Jean-David
6
Godin, Frédéric
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Korn, Olaf
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Kratz, Marie
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Liu, Haiyan
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Weiß, Gregor
6
Yoshiba, Toshinao
6
Balbás de la Corte, Alejandro
5
Bernard, Carole
5
Bodnar, Gordon M.
5
Brandtner, Mario
5
Chang, Chia-Lin
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Review of financial economics : RFE
2
International journal of forecasting
1
International review of economics & finance : IREF
1
International review of financial analysis
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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1
Are gold, USD, and Bitcoin hedge or safe haven against stock? : the implication for risk management
Sharma, Udayan
;
Karmakar, Madhusudan
- In:
Review of financial economics : RFE
41
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014278639
Saved in:
2
Intraday portfolio risk management using VaR and CVaR : a CGARCH-EVT-Copula approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 699-709
Persistent link: https://www.econbiz.de/10012300717
Saved in:
3
Dependence structure and portfolio risk in Indian foreign exchange market : a GARCH-EVT-Copula approach
Karmakar, Madhusudan
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 275-291
Persistent link: https://www.econbiz.de/10011792337
Saved in:
4
Intraday risk management in International stock markets : a conditional EVT approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International review of financial analysis
44
(
2016
),
pp. 34-55
Persistent link: https://www.econbiz.de/10011623805
Saved in:
5
Managing extreme risk in some major stock markets : an extreme value approach
Karmakar, Madhusudan
;
Shukla, Girja K.
- In:
International review of economics & finance : IREF
35
(
2015
),
pp. 1-25
Persistent link: https://www.econbiz.de/10011333727
Saved in:
6
Estimation of tail-related risk measures in the Indian stock market : an extreme value approach
Karmakar, Madhusudan
- In:
Review of financial economics : RFE
22
(
2013
)
3
,
pp. 79-85
Persistent link: https://www.econbiz.de/10010213379
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