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~person:"Kang, Sang Hoon"
~person:"Stoja, Evarist"
~source:"econis"
~subject:"Ausreißer"
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~subject:"Risk"
~type_genre:"Article in journal"
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Ausreißer
Portfolio selection
Prognoseverfahren
Risk
Risikomaß
21
Risk measure
21
Portfolio-Management
11
Risikomanagement
9
Risk management
9
Aktienmarkt
8
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8
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7
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7
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6
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16
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Kang, Sang Hoon
Stoja, Evarist
Wang, Ruodu
24
Righi, Marcelo Brutti
19
Hammoudeh, Shawkat
18
McAleer, Michael
14
Rosazza Gianin, Emanuela
13
Mao, Tiantian
12
Cai, Jun
11
Fabozzi, Frank J.
11
Gerlach, Richard
11
Janabi, Mazin A. M. al
11
Rüschendorf, Ludger
11
Tiwari, Aviral Kumar
11
Balbás de la Corte, Alejandro
10
Brandtner, Mario
10
Mensi, Walid
10
Müller, Fernanda Maria
10
Cheung, Ka Chun
9
Furman, Edward
9
Guillén, Montserrat
9
Herrera, Rodrigo
9
Karmakar, Madhusudan
9
Pichler, Alois
9
Tang, Qihe
9
Uryasev, Stan
9
Vanduffel, Steven
9
Weiß, Gregor
9
Balbás, Beatriz
8
Bellini, Fabio
8
Chen, Zhiping
8
Gupta, Rangan
8
Härdle, Wolfgang
8
Kürsten, Wolfgang
8
Landsman, Zinoviy
8
Rudloff, Birgit
8
Taylor, James W.
8
Zhu, Shushang
8
Asimit, Alexandru V.
7
Bernard, Carole
7
Boonen, Tim J.
7
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The North American journal of economics and finance : a journal of financial economics studies
4
International journal of forecasting
2
Journal of international financial markets, institutions & money
2
Economic modelling
1
Finance research letters
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of forecasting
1
Journal of international money and finance
1
Pacific-Basin finance journal
1
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
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1
Does systematic tail risk matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
Saved in:
2
Ethical and unethical investments under extreme market conditions
Olofsson, Petter
;
Råholm, Anna
;
Uddin, Mohammed Gazi Salah
- In:
International review of financial analysis
78
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013255864
Saved in:
3
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
4
Do Islamic indices provide diversification to bitcoin? : a time-varying copulas and value at risk application
Ur Rehman, Mobeen
;
Asghar, Nadia
;
Kang, Sang Hoon
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012494418
Saved in:
5
Systematic extreme downside risk
Harris, Richard D. F.
;
Nguyen, Linh
;
Stoja, Evarist
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 128-142
Persistent link: https://www.econbiz.de/10012128287
Saved in:
6
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
7
Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies : portfolio risk management implications
Mensi, Walid
;
Ur Rehman, Mobeen
;
Al-Yahyaee, Khamis Hamed
; …
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 283-294
Persistent link: https://www.econbiz.de/10012120250
Saved in:
8
Dynamic linkages between developed and BRICS stock markets : portfolio risk analysis
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Finance research letters
21
(
2017
),
pp. 26-33
Persistent link: https://www.econbiz.de/10011807276
Saved in:
9
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
10
Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 958-969
Persistent link: https://www.econbiz.de/10011746932
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