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Search: subject:"Value at Risk and Expected Shortfall"
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ECONIS (ZBW)
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Value
at
risk
and
expected
shortfall
estimation for Mexico's isthmus crude oil using long-memory GARCH-EVT combined approaches
Gutiérrez, Raúl de Jesús
;
Gutiérrez, Lidia E. Carvajal
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
4
,
pp. 467-480
Persistent link: https://www.econbiz.de/10014373513
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2
The effects of overnight events on daytime return : a market microstructure analysis of market quality
Pullaykkodi, Sreekha
;
Acharya, Rajesh H.
- In:
Asia Pacific financial markets
31
(
2024
)
3
,
pp. 497-542
Persistent link: https://www.econbiz.de/10015072353
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3
Better the devil you know : improved forecasts from imperfect models
Oh, Dong Hwan
;
Patton, Andrew J.
-
2021
-
This draft: October 2021
Persistent link: https://www.econbiz.de/10012704988
Saved in:
4
Credit rating migration risk and interconnectedness in a corporate lending network
Kanno, Masayasu
- In:
Research in international business and finance
54
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012581392
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