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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Capital income"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Capital income
Prognoseverfahren
Risikomaß
84
Risk measure
84
Volatility
39
Volatilität
39
ARCH model
35
ARCH-Modell
35
Portfolio selection
32
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Gupta, Rangan
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Chan, Jennifer So Kuen
2
Kang, Sang Hoon
2
Kok Haur Ng
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Mensi, Walid
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Cuñado Eizaguirre, Juncal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The North American journal of economics and finance : a journal of financial economics studies
International journal of forecasting
51
Finance research letters
37
Journal of forecasting
34
International review of financial analysis
30
Journal of banking & finance
25
Energy economics
22
Journal of empirical finance
22
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
19
Journal of financial econometrics
18
The journal of risk model validation
17
Quantitative finance
16
Research in international business and finance
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of econometrics
13
Computational economics
12
International review of economics & finance : IREF
12
Journal of risk and financial management : JRFM
12
Economic modelling
11
Journal of economic dynamics & control
11
Pacific-Basin finance journal
10
Journal of international financial markets, institutions & money
9
The European journal of finance
9
European journal of operational research : EJOR
8
Review of quantitative finance and accounting
8
Applied economics letters
7
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
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Journal of risk management in financial institutions
6
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Financial innovation : FIN
5
International journal of finance & economics : IJFE
5
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ECONIS (ZBW)
37
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1
GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets
Yao, Can-Zhong
;
Li, Min-Jian
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483642
Saved in:
2
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
3
Market risks that change domestic diversification benefits
Sarwar, Ghulam
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014225809
Saved in:
4
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
5
Forecasting risk measures using intraday and overnight information
Santos, Douglas Gomes dos
;
Candido, Osvaldo
;
Tófoli, …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013449240
Saved in:
6
Modelling and forecasting stock volatility and return : a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model
Tan, Shay Kee
;
Chan, Jennifer So Kuen
;
Kok Haur Ng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 437-474
Persistent link: https://www.econbiz.de/10013334835
Saved in:
7
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
8
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
9
Forecasting the Value-at-Risk of REITs using realized volatility jump models
Odusami, Babatunde Olatunji
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013186421
Saved in:
10
Multiscale financial risk contagion between international stock markets : evidence from EMD-Copula-CoVaR analysis
Changqing, Luo
;
Liu, Lan
;
Wang, Da
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013187623
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