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~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Energy economics"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"Research paper series / Swiss Finance Institute"
~language:"eng"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Risk measure"
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Prognoseverfahren
Risikomaß
144
Risk measure
144
Risk
54
Risiko
52
Risikomanagement
50
Risk management
50
Volatility
50
Volatilität
50
Theorie
47
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42
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Marcellino, Massimiliano
3
Carriero, Andrea
2
Clark, Todd E.
2
Herrera, Rodrigo
2
Trojani, Fabio
2
Almeida, Caio
1
Ardison, Kym
1
Baumeister, Christiane
1
Bouri, Elie
1
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1
Camponovo, Lorenzo
1
Chen, Lifang
1
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1
Delle Monache, Davide
1
Diao, Xundi
1
Filipović, Damir
1
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1
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1
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1
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1
He, Kaijian
1
Huber, Florian
1
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1
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1
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Ke, Rui
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1
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1
Lyu, Yongjian
1
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1
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1
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1
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Discussion papers / CEPR
Energy economics
Pacific-Basin finance journal
Research paper series / Swiss Finance Institute
International journal of forecasting
49
Journal of forecasting
32
Finance research letters
26
Discussion paper / Tinbergen Institute
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of empirical finance
15
International review of financial analysis
14
Journal of banking & finance
14
Risks : open access journal
14
The journal of risk model validation
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Journal of risk
12
Econometric Institute research papers
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Journal of financial econometrics
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The North American journal of economics and finance : a journal of financial economics studies
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CFS working paper series
6
European journal of operational research : EJOR
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Journal of econometrics
6
Journal of risk management in financial institutions
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of commodity markets
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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
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ECONIS (ZBW)
23
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23
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1
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
2
Forecasting VaRs via hybrid EVT with normal and non-normal filters : a comparative analysis from the Chinese stock market
Tong, Bin
;
Diao, Xundi
;
Li, Xiaoping
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014491148
Saved in:
3
Risky oil : it's all in the tails
Baumeister, Christiane
;
Huber, Florian
;
Marcellino, …
-
2024
Persistent link: https://www.econbiz.de/10014537272
Saved in:
4
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
5
Capturing macroeconomic tail risks with bayesian vector autoregressions
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2022
Persistent link: https://www.econbiz.de/10013286806
Saved in:
6
Oil tail risk and the tail risk of the US Dollar exchange rates
Salisu, Afees A.
;
Olaniran, Abeeb
;
Tchankam, Jean Paul
- In:
Energy economics
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013283764
Saved in:
7
Nowcasting tail risk to economic activity at a weekly frequency
Marcellino, Massimiliano
;
Clark, Todd E.
;
Carriero, Andrea
-
2021
Persistent link: https://www.econbiz.de/10012609779
Saved in:
8
Modeling and forecasting macroeconomic downside risk
Delle Monache, Davide
;
De Polis, Andrea
;
Petrella, Ivan
-
2020
Persistent link: https://www.econbiz.de/10012253930
Saved in:
9
Sequential forecasting of downside extreme risk during overnight and daytime : evidence from the Chinese Stock Market
Jian, Zhihong
;
Li, Xupei
;
Zhu, Zhican
- In:
Pacific-Basin finance journal
64
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012493928
Saved in:
10
From fixed-event to fixed-horizon density forecasts : obtaining measures of multi-horizon uncertainty from survey density forecasts
Rossi, Barbara
;
Ganics, Gergely
;
Sekhposyan, Tatevik
-
2020
Persistent link: https://www.econbiz.de/10012196192
Saved in:
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