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McAleer, Michael
94
Wang, Ruodu
48
Allen, David E.
43
Härdle, Wolfgang
42
Stoja, Evarist
37
Pérez Amaral, Teodosio
32
Fabozzi, Frank J.
31
Dowd, Kevin
30
Hammoudeh, Shawkat
30
Chang, Chia-Lin
28
Daníelsson, Jón
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Vanduffel, Steven
28
Polanski, Arnold
27
Vries, Casper G. de
27
Embrechts, Paul
24
Jiménez-Martín, Juan-Ángel
24
Powell, Robert
24
Righi, Marcelo Brutti
24
Rüschendorf, Ludger
24
Caporin, Massimiliano
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Rosazza Gianin, Emanuela
23
Račev, Svetlozar T.
22
Giot, Pierre
21
Paolella, Marc S.
21
Dhaene, Jan
20
Huschens, Stefan
20
Kratz, Marie
20
Wied, Dominik
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Ardia, David
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Bernard, Carole
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Dionne, Georges
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Stoyanov, Stoyan V.
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Brandtner, Mario
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Gerlach, Richard
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Hoogerheide, Lennart
18
Tsanakas, Andreas
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17
Boonen, Tim J.
17
Lucas, André
17
Mao, Tiantian
17
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National Bureau of Economic Research
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1
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1
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Insurance / Mathematics & economics
218
Journal of banking & finance
181
Journal of risk
123
European journal of operational research : EJOR
114
Finance research letters
110
Risks : open access journal
108
Energy economics
74
International review of financial analysis
74
Economic modelling
73
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Quantitative finance
57
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
Journal of risk management in financial institutions
47
The journal of operational risk
47
International journal of theoretical and applied finance
46
Journal of forecasting
42
Journal of econometrics
41
Computational economics
40
International review of economics & finance : IREF
40
The European journal of finance
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
Research paper series / Swiss Finance Institute
35
Journal of economic dynamics & control
34
SFB 649 discussion paper
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
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32
Scandinavian actuarial journal
31
Working paper
31
Finance and stochastics
30
Pacific-Basin finance journal
30
Econometric Institute research papers
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Journal of financial econometrics
28
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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RePEc
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EconStor
74
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2781
Tail risk and the consumption CAPM
Kwon, Ji Ho
- In:
Finance research letters
30
(
2019
),
pp. 69-75
Persistent link: https://www.econbiz.de/10012420224
Saved in:
2782
Bitcoin returns and risk : a general GARCH and GAS analysis
Troster, Victor
;
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
; …
- In:
Finance research letters
30
(
2019
),
pp. 187-193
Persistent link: https://www.econbiz.de/10012420417
Saved in:
2783
Assessing tail risk for nonlinear dependence of MSCI sector indices : a copula three-stage approach
De Luca, Giovanni
;
Guégan, Dominique
;
Rivieccio, Giorgia
- In:
Finance research letters
30
(
2019
),
pp. 327-333
Persistent link: https://www.econbiz.de/10012420870
Saved in:
2784
When Bitcoin meets economic policy uncertainty (EPU) : measuring risk spillover effect from EPU to Bitcoin
Wang, Gang-Jin
;
Chi, Xie
;
Wen, Danyan
;
Zhao, Longfeng
- In:
Finance research letters
31
(
2019
),
pp. 489-497
Persistent link: https://www.econbiz.de/10012421780
Saved in:
2785
Sentiment-induced regime switching in density forecasts of emerging markets’ exchange rates : calibrated simulation trumps estimated autoregression
Jaworski, Krystian
- In:
Bank i kredyt
50
(
2019
)
1
,
pp. 83-106
Persistent link: https://www.econbiz.de/10012502763
Saved in:
2786
A study on window-size selection for threshold and bootstrap value-at-risk models
Smith, Anri
;
Huang, Chun-Kai
- In:
The journal of risk model validation
13
(
2019
)
4
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012373140
Saved in:
2787
Validation of index and benchmark assignment : adequacy of capturing tail risk
Prorokowski, Lukasz
- In:
The journal of risk model validation
13
(
2019
)
4
,
pp. 71-105
Persistent link: https://www.econbiz.de/10012373148
Saved in:
2788
Quantification of the estimation risk inherent in loss distribution approach models
Panman, Kevin
;
Biljon, L. van
;
Haasbroek, L. J.
; …
- In:
The journal of risk model validation
13
(
2019
)
4
,
pp. 17-41
Persistent link: https://www.econbiz.de/10012373158
Saved in:
2789
Value-at-risk in the European energy market : a comparison of parametric, historical simulation and quantile regression value-at-risk
Westgaard, Sjur
;
Arhus, Gisle Hoel
;
Frydenberg, Marina
; …
- In:
The journal of risk model validation
13
(
2019
)
4
,
pp. 43-69
Persistent link: https://www.econbiz.de/10012373160
Saved in:
2790
Can variations in temperature explain the systemic risk of European firms?
Tzouvanas, Panagiotis
;
Kizys, Renatas
;
Chatziantoniou, …
- In:
Environmental & resource economics : the official …
74
(
2019
)
4
,
pp. 1723-1759
Persistent link: https://www.econbiz.de/10012385033
Saved in:
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