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~isPartOf:"Journal of banking & finance"
~person:"Bali, Turan G."
~person:"Chen, Yi-Hsuan"
~subject:"Prognoseverfahren"
~subject:"Risikomaß"
~subject:"Risk"
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Prognoseverfahren
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ARCH model
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1995-2003
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Bali, Turan G.
Chen, Yi-Hsuan
Weiß, Gregor
5
Daníelsson, Jón
4
Pérignon, Christophe
4
Brandtner, Mario
3
Dias, Alexandra
3
McNeil, Alexander J.
3
Paterlini, Sandra
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Uryasev, Stan
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2
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Jacobson, Tor
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Kim, Young Shin
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Koedijk, Kees
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Li, Yuying
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Munari, Cosimo-Andrea
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Peña Sánchez de Rivera, Juan Ignacio
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Puccetti, Giovanni
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Račev, Svetlozar T.
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Rockafellar, Ralph Tyrrell
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Szegö, Giorgio P.
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Journal of banking & finance
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2
Intelligent hedge fund investing
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International review of economics & finance : IREF
1
Journal of financial and quantitative analysis : JFQA
1
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Journal of international money and finance
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Journal of money, credit and banking : JMCB
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Stock Market Volatility, pp. 313-322, March 2009
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Stock market volatility
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The European journal of finance
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ECONIS (ZBW)
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1
Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics
Chen, Yi-Hsuan
;
Chiang, Thomas C.
;
Härdle, Wolfgang
- In:
Journal of banking & finance
93
(
2018
),
pp. 21-32
Persistent link: https://www.econbiz.de/10011964613
Saved in:
2
The role of autoregressive conditional skewness and kurtosis in the estimation of conditional VaR
Bali, Turan G.
;
Mo, Hengyong
;
Tang, Yi
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 269-282
Persistent link: https://www.econbiz.de/10003647212
Saved in:
3
Value at risk and the cross-section of hedge fund returns
Bali, Turan G.
;
Gokcan, Suleyman
;
Liang, Bing
- In:
Journal of banking & finance
31
(
2007
)
4
,
pp. 1135-1166
Persistent link: https://www.econbiz.de/10003459175
Saved in:
4
Cyclicality in catastrophic and operational risk measurements
Allen, Linda
;
Bali, Turan G.
- In:
Journal of banking & finance
31
(
2007
)
4
,
pp. 1191-1235
Persistent link: https://www.econbiz.de/10003459180
Saved in:
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