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~person:"Ardia, David"
~person:"Catania, Leopoldo"
~person:"Fuertes, Ana María"
~person:"Gupta, Rangan"
~subject:"Prognoseverfahren"
~subject:"Spillover-Effekt"
~type_genre:"Article in journal"
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Search: subject_exact:"Risk measure"
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25
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Ardia, David
Catania, Leopoldo
Fuertes, Ana María
Gupta, Rangan
Gerlach, Richard
10
McAleer, Michael
8
Chen, Cathy W. S.
7
Degiannakis, Stavros
7
Mensi, Walid
7
Taylor, James W.
7
Weiß, Gregor
7
Chlebus, Marcin
6
Herrera, Rodrigo
6
Shahzad, Syed Jawad Hussain
6
Wang, Chao
6
Berger, Theo
5
Ji, Qiang
5
Kumar, Dilip
5
Pierdzioch, Christian
5
Righi, Marcelo Brutti
5
Storti, Giuseppe
5
Tian, Maoxi
5
Bee, Marco
4
Bouri, Elie
4
Hammoudeh, Shawkat
4
Hoga, Yannick
4
Hurlin, Christophe
4
Jiang, Cuixia
4
Kang, Sang Hoon
4
Kok Haur Ng
4
Lönnbark, Carl
4
Müller, Fernanda Maria
4
Naimoli, Antonio
4
Salisu, Afees A.
4
Shahbaz, Muhammad
4
Trapin, Luca
4
Wang, Gang-Jin
4
Wied, Dominik
4
Xu, Qifa
4
Ziggel, Daniel
4
Adams, Zeno
3
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The North American journal of economics and finance : a journal of financial economics studies
4
International journal of forecasting
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2
Applied economics letters
1
Economics letters
1
Energy economics
1
International journal of computational economics and econometrics
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
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ECONIS (ZBW)
17
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1
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
2
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:
3
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
4
Risk spillover between Bitcoin and conventional financial markets : an expectile-based approach
Zhang, Yue-jun
;
Bouri, Elie
;
Gupta, Rangan
;
Ma, Shu-Jiao
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667384
Saved in:
5
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
6
Forecasting realized gold volatility : is there a role of geopolitical risks?
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Finance research letters
35
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012438328
Saved in:
7
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
8
Forecasting risk with Markov-switching GARCH models : a large-scale performance study
Ardia, David
;
Bluteau, Keven
;
Boudt, Kris
;
Catania, Leopoldo
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 733-747
Persistent link: https://www.econbiz.de/10012031094
Saved in:
9
The model confidence set package for R
Bernardi, Mauro
;
Catania, Leopoldo
- In:
International journal of computational economics and …
8
(
2018
)
2
,
pp. 144-158
Persistent link: https://www.econbiz.de/10011865276
Saved in:
10
Methods for computing numerical standard errors : review and application to value-at-risk estimation
Ardia, David
;
Bluteau, Keven
;
Hoogerheide, Lennart
- In:
Journal of time series econometrics
10
(
2018
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011898020
Saved in:
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