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~isPartOf:"Applied economics"
~subject:"Prognoseverfahren"
~subject:"Risk"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
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Prognoseverfahren
Risk
Risikomaß
53
Risk measure
53
Theorie
23
Theory
23
ARCH model
20
ARCH-Modell
20
Portfolio selection
20
Portfolio-Management
20
Estimation
18
Schätzung
18
Risiko
15
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15
Statistische Verteilung
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14
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Volatilität
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Outliers
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extreme value theory
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Fallstudie
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22
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English
22
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Blazsek, Szabolcs
3
Long, Huaigang
2
Monteros, Luis Antonio
2
Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Alles, Lakshman
1
Barbi, Massimiliano
1
Borges, Maria Rosa
1
Chang, Matthew C.
1
Charfeddine, Lanouar
1
Cover, James Peery
1
Diao, Xundi
1
Feng, Wenjun
1
Fretheim, Torun
1
Goodwin, Barry K.
1
Gubareva, Mariya
1
He, Yingchen
1
Ho, Han-Chiang
1
Huang, Alex
1
Hung, Jui-Cheng
1
Jang, Hyun Jin
1
Jiang, Yuexiang
1
Kristiansen, Glenn
1
Lee, Eun-joo
1
Lee, Hye-Jin
1
Lee, Seung-Hwan
1
Liu, Su-Ping
1
Long, Xingchen
1
Long, Yunshen
1
Ma, Feng
1
Moosavian, Seyyed Ali Zeytoon Nejad
1
Murray, Louis
1
Pan, Xiao
1
Park, Sumin
1
Qin, Xiao
1
Romagnoli, Silvia
1
Shim, Jeungbo
1
Silva, André Luiz Carvalhal da
1
Siu, Tak Kuen
1
Soave, Gian Paulo
1
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Applied economics
Insurance / Mathematics & economics
126
Risks : open access journal
59
European journal of operational research : EJOR
57
Journal of banking & finance
57
Finance research letters
53
International journal of forecasting
49
Journal of risk
37
Quantitative finance
37
Journal of forecasting
33
International review of financial analysis
32
Economic modelling
27
Energy economics
26
Journal of empirical finance
25
International review of economics & finance : IREF
23
The North American journal of economics and finance : a journal of financial economics studies
23
The journal of risk model validation
23
Finance and stochastics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Mathematics of operations research
21
Computational economics
20
Journal of risk and financial management : JRFM
19
Scandinavian actuarial journal
19
International journal of theoretical and applied finance
17
Mathematics and financial economics
17
Operations research
17
Journal of financial econometrics
16
Pacific-Basin finance journal
16
The European journal of finance
16
Journal of economic dynamics & control
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Journal of mathematical finance
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Applied economics letters
13
Journal of econometrics
13
Astin bulletin : the journal of the International Actuarial Association
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of risk management in financial institutions
12
Journal of international financial markets, institutions & money
10
Research in international business and finance
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ECONIS (ZBW)
22
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1
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
2
A panel threshold VAR with stochastic volatility-in-mean model : an application to the effects of financial and uncertainty shocks in emerging economies
Soave, Gian Paulo
- In:
Applied economics
55
(
2023
)
4
,
pp. 397-431
Persistent link: https://www.econbiz.de/10013494431
Saved in:
3
A gradient boosting approach to estimating tail risk interconnectedness
Long, Yunshen
;
Zeng, LinQing
;
Wang, Jing
;
Long, Xingchen
; …
- In:
Applied economics
54
(
2022
)
8
,
pp. 862-879
Persistent link: https://www.econbiz.de/10012874756
Saved in:
4
Flexible modelling of multivariate risks in pricing margin protection insurance : modelling portfolio risks with mixtures of mixtures
Moosavian, Seyyed Ali Zeytoon Nejad
;
Goodwin, Barry K.
- In:
Applied economics
53
(
2021
)
4
,
pp. 411-440
Persistent link: https://www.econbiz.de/10012416054
Saved in:
5
Measuring systemic risk with a dynamic copula-based approach
Jang, Hyun Jin
;
Pan, Xiao
;
Park, Sumin
- In:
Applied economics
53
(
2021
)
50
,
pp. 5843-5863
Persistent link: https://www.econbiz.de/10012627102
Saved in:
6
The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights
Siu, Tak Kuen
- In:
Applied economics
53
(
2021
)
17
,
pp. 1991-2014
Persistent link: https://www.econbiz.de/10012500918
Saved in:
7
The impact of liquidity on portfolio value-at-risk forecasts
Hung, Jui-Cheng
;
Su, Jung-bin
;
Chang, Matthew C.
;
Wang, …
- In:
Applied economics
52
(
2020
)
3
,
pp. 242-259
Persistent link: https://www.econbiz.de/10012197387
Saved in:
8
Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
Saved in:
9
Can cryptocurrencies be a safe haven : a tail risk perspective analysis
Feng, Wenjun
;
Yiming, Wang
;
Zhang, Zhengjun
- In:
Applied economics
50
(
2018
)
44
,
pp. 4745-4762
Persistent link: https://www.econbiz.de/10012061627
Saved in:
10
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
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