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~isPartOf:"Economic modelling"
~isPartOf:"International review of economics & finance : IREF"
~person:"Brooks, Robert"
~person:"Gerlach, Richard"
~subject:"ARCH-Modell"
~subject:"Portfolio selection"
~subject:"Risk"
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Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
Naimoli, Antonio
;
Gerlach, Richard
;
Storti, Giuseppe
- In:
Economic modelling
107
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367470
Saved in:
2
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
3
Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression
Nath, Harmindar B.
;
Brooks, Robert
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 94-111
Persistent link: https://www.econbiz.de/10011572339
Saved in:
4
The impact of leverage on the idiosyncratic risk and return relationship of REITs around the financial crisis
Gerlach, Richard
;
Obaydin, Ivan
;
Zurbruegg, Ralf
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 207-219
Persistent link: https://www.econbiz.de/10011572352
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