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~isPartOf:"Finance research letters"
~subject:"Financial crisis"
~subject:"Outliers"
~subject:"Volatilität"
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Financial crisis
Outliers
Volatilität
Risikomaß
105
Risk measure
105
Portfolio selection
44
Portfolio-Management
44
Risiko
40
Risk
40
Theorie
35
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48
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Chi, Xie
2
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2
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2
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1
Ahn, Yongkil
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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Finance research letters
Journal of banking & finance
50
The North American journal of economics and finance : a journal of financial economics studies
42
Energy economics
41
International review of financial analysis
33
Economic modelling
30
Applied economics
28
Journal of empirical finance
25
Journal of risk
25
International journal of forecasting
24
International review of economics & finance : IREF
24
Discussion paper / Tinbergen Institute
23
Insurance / Mathematics & economics
22
Journal of international financial markets, institutions & money
22
Journal of risk and financial management : JRFM
22
Working paper
20
Risks : open access journal
19
Econometric Institute research papers
17
Journal of econometrics
17
The journal of risk model validation
17
Journal of forecasting
15
Pacific-Basin finance journal
15
The European journal of finance
15
Computational economics
13
Journal of mathematical finance
12
Applied economics letters
11
Journal of financial econometrics
11
Research in international business and finance
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of economic dynamics & control
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
The journal of operational risk
10
Working papers
10
CFS working paper series
9
International journal of theoretical and applied finance
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of international money and finance
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
European journal of operational research : EJOR
8
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ECONIS (ZBW)
48
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1
Tail risk spillovers among Chinese stock market sectors
Xiao, Hailian
- In:
Finance research letters
62
(
2024
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014531159
Saved in:
2
Risk contagion of NFT : a time-frequency risk spillover perspective in the Carbon-NFT-Stock system
Liu, Jiatong
;
Zhu, You
;
Wang, Gang-Jin
;
Chi, Xie
;
Wang, …
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445243
Saved in:
3
The global spillovers of unconventional monetary policies on tail risks
Alonso, Irma
;
Serrano, Pedro
;
Vaello-Sebastià, Antoni
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445403
Saved in:
4
Measuring systemic risk contribution : a higher-order moment augmented approach
Wang, Peiwen
;
Huang, Guanglin
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445409
Saved in:
5
How useful are energy-related uncertainty for oil price volatility forecasting?
Zhang, Xiaoyun
;
Guo, Qiang
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490433
Saved in:
6
Sample frequency robustness and accuracy in forecasting
Value-at-Risk
for Brent Crude Oil futures
Ewald, Christian
;
Hadina, Jelena
;
Haugom, Erik
;
Lien, …
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014582226
Saved in:
7
ESG tail risk : the Covid-19 market crash analysis
Lashkaripour, Mohammadhossein
- In:
Finance research letters
53
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472312
Saved in:
8
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Saved in:
9
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
10
Integrating ESG risks into
value-at-risk
Capelli, Paolo
;
Ielasi, Federica
;
Russo, Angeloantonio
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473247
Saved in:
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