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~person:"Gupta, Rangan"
~person:"Herrera, Rodrigo"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Search: subject_exact:"Risk measure"
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Prognoseverfahren
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19
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19
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12
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12
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12
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10
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10
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Gupta, Rangan
Herrera, Rodrigo
Gerlach, Richard
10
McAleer, Michael
8
Chen, Cathy W. S.
7
Degiannakis, Stavros
7
Taylor, James W.
7
Weiß, Gregor
7
Chlebus, Marcin
6
Wang, Chao
6
Pierdzioch, Christian
5
Righi, Marcelo Brutti
5
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5
Ardia, David
4
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4
Berger, Theo
4
Hoga, Yannick
4
Hurlin, Christophe
4
Kok Haur Ng
4
Lönnbark, Carl
4
Müller, Fernanda Maria
4
Naimoli, Antonio
4
Salisu, Afees A.
4
Trapin, Luca
4
Wied, Dominik
4
Ziggel, Daniel
4
Almeida, Caio
3
Ardison, Kym
3
Asai, Manabu
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3
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3
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3
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3
Da Veiga, Bernardo
3
Diao, Xundi
3
Dimitriadis, Timo
3
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3
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3
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3
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Energy economics
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Finance research letters
2
International journal of forecasting
2
The North American journal of economics and finance : a journal of financial economics studies
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of empirical finance
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ECONIS (ZBW)
12
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1
Market risk modeling with option-implied covariances and score-driven dynamics
Herrera, Rodrigo
;
Piña, Marco
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014534822
Saved in:
2
An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile
Candia Campano, Claudio
;
Herrera, Rodrigo
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014578542
Saved in:
3
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Modeling and forecasting extreme commodity prices : a Markov-Switching based extreme value model
Herrera, Rodrigo
;
Rodriguez, Alejandro
;
Pino, Gabriel
- In:
Energy economics
63
(
2017
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011757876
Saved in:
10
Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas
;
Segnon, Mawuli
;
Gupta, Rangan
- In:
Energy economics
56
(
2016
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
Saved in:
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