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~person:"Chang, Chia-Lin"
~person:"Chen, Yi-Hsuan"
~source:"econis"
~subject:"Value-at-risk"
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Value-at-risk
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Chang, Chia-Lin
Chen, Yi-Hsuan
Bianchi, Michele Leonardo
4
Mora-Valencia, Andrés
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Allen, David E.
3
Degiannakis, Stavros
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Grabchak, Michael
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Kumar, Dilip
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Perote, Javier
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Su, Jung-bin
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Bräutigam, Marcel
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Chen, Cathy W. S.
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Chen, Qian
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Chiang, Thomas C.
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Chlebus, Marcin
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Choudhury, Tonmoy
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Christou, Eliana
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Embrechts, Paul
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Fałdziński, Marcin
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Handika, Rangga
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Kok Haur Ng
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ECONIS (ZBW)
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1
A factor-based approach of bond portfolio value-at-risk : the informational roles of macroeconomic and financial stress factors
Tu, Anthony H.
;
Chen, Yi-Hsuan
- In:
Journal of empirical finance
45
(
2018
),
pp. 243-268
Persistent link: https://www.econbiz.de/10012102413
Saved in:
2
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:
3
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724823
Saved in:
4
Estimating hedged portfolio value-at-risk using the conditional copula : an illustration of model risk
Chen, Yi-Hsuan
;
Tu, Anthony H.
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 514-528
Persistent link: https://www.econbiz.de/10009740775
Saved in:
5
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
Saved in:
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