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~person:"Stoja, Evarist"
~source:"econis"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Prognoseverfahren"
~subject:"Risk"
~type_genre:"Article in journal"
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Search: subject_exact:"Risk measure"
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6
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5
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Stoja, Evarist
Wang, Ruodu
21
Righi, Marcelo Brutti
19
Mao, Tiantian
12
Rosazza Gianin, Emanuela
12
Gerlach, Richard
11
Cai, Jun
10
Müller, Fernanda Maria
10
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9
Guillén, Montserrat
9
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9
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9
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9
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9
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9
Asimit, Alexandru V.
8
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8
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8
Cheung, Ka Chun
8
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8
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8
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8
Hammoudeh, Shawkat
8
Herrera, Rodrigo
8
Kim, Young Shin
8
Peng, Liang
8
Pichler, Alois
8
Tang, Qihe
8
Tiwari, Aviral Kumar
8
Chen, Cathy W. S.
7
Chlebus, Marcin
7
Francq, Christian
7
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7
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7
Kürsten, Wolfgang
7
Laeven, Roger J. A.
7
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7
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7
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International journal of forecasting
2
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2
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1
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1
Journal of international money and finance
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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
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:
3
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
Saved in:
4
Co-dependence of extreme events in high frequency FX returns
Polanski, Arnold
;
Stoja, Evarist
- In:
Journal of international money and finance
44
(
2014
),
pp. 164-178
Persistent link: https://www.econbiz.de/10010391066
Saved in:
5
Multidimensional risk and risk dependence
Polanski, Arnold
;
Stoja, Evarist
;
Zhang, Ren
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3286-3294
Persistent link: https://www.econbiz.de/10009782155
Saved in:
6
Efficient evaluation of multidimensional time-varying density forecasts, with applications to risk management
Polanski, Arnold
;
Stoja, Evarist
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 343-352
Persistent link: https://www.econbiz.de/10009581927
Saved in:
7
Incorporating higher moments into value-at-risk forecasting
Polanski, Arnold
;
Stoja, Evarist
- In:
Journal of forecasting
29
(
2010
)
6
,
pp. 523-535
Persistent link: https://www.econbiz.de/10008935468
Saved in:
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