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~isPartOf:"Energy economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Research paper series / Swiss Finance Institute"
~language:"eng"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
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Kapitaleinkommen
Prognoseverfahren
Risikomaß
160
Risk measure
160
Theorie
72
Theory
72
ARCH model
61
ARCH-Modell
61
Volatility
56
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56
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52
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Herrera, Rodrigo
3
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Haas, Markus
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2
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2
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1
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1
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1
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1
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1
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1
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Bi, Jia
1
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1
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1
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1
De Lira Salvatierra, Irving Arturo
1
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1
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Energy economics
Journal of empirical finance
Research paper series / Swiss Finance Institute
International journal of forecasting
51
Finance research letters
36
Journal of forecasting
34
International review of financial analysis
30
The North American journal of economics and finance : a journal of financial economics studies
26
Journal of banking & finance
25
Discussion paper / Tinbergen Institute
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of risk
21
Insurance / Mathematics & economics
20
Applied economics
19
Risks : open access journal
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Journal of financial econometrics
17
The journal of risk model validation
17
Econometric Institute research papers
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Quantitative finance
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Research in international business and finance
14
Journal of econometrics
13
Computational economics
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International review of economics & finance : IREF
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Journal of risk and financial management : JRFM
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Economic modelling
11
Journal of economic dynamics & control
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper
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Pacific-Basin finance journal
10
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CFS working paper series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international financial markets, institutions & money
9
The European journal of finance
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European journal of operational research : EJOR
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Review of quantitative finance and accounting
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Applied economics letters
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Journal of financial economics
7
The journal of asset management
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
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ECONIS (ZBW)
50
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50
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1
An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile
Candia Campano, Claudio
;
Herrera, Rodrigo
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014578542
Saved in:
2
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
3
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
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
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
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
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
8
Value at risk, cross-sectional returns and the role of investor sentiment
Bi, Jia
;
Zhu, Yifeng
- In:
Journal of empirical finance
56
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012423148
Saved in:
9
Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
86
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012512191
Saved in:
10
Oil stocks, risk factors, and tail behavior
Lian, Ziying
;
Cai, Jun
;
Webb, Robert I.
- In:
Energy economics
91
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012518738
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