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~isPartOf:"Agricultural finance review"
~isPartOf:"Journal of risk"
~source:"econis"
~subject:"ARCH-Modell"
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Bayesian Tail Risk Forecasting...
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ARCH-Modell
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Abad, Pilar
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Alemany, Ramon
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Agricultural finance review
Journal of risk
Energy economics
55
Finance research letters
49
The North American journal of economics and finance : a journal of financial economics studies
42
Applied economics
39
Journal of banking & finance
38
Journal of empirical finance
37
Journal of risk and financial management : JRFM
34
Economic modelling
32
International journal of forecasting
28
International review of financial analysis
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Research in international business and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of economics and finance
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Risks : open access journal
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Review of quantitative finance and accounting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of mathematical finance
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Cogent economics & finance
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CESifo working papers
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CFS working paper series
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International journal of economics and financial issues : IJEFI
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Pacific-Basin finance journal
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1
Improved estimation methods for value-at-risk, expected shortfall and risk contributions with high precision
Muromachi, Yukio
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011438902
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2
Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis
Abad, Pilar
;
Benito Muela, Sonia
;
López-Martín, Carmen
; …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011598265
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3
Portfolio risk forecasting
Braun, Valentin
;
Hackethal, Andreas
- In:
Journal of risk
16
(
2013/2014
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10013262566
Saved in:
4
Conditional value-at-risk-based optimal partial hedging
Cong, Jianfa
;
Tan, Ken Seng
;
Wang, Chengguo
- In:
Journal of risk
16
(
2013/2014
)
3
,
pp. 49-83
Persistent link: https://www.econbiz.de/10013262926
Saved in:
5
Estimation risk for value-at-risk and expected shortfall
Kabaila, Paul
;
Mainzer, Rheanna
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 29-47
Persistent link: https://www.econbiz.de/10011847463
Saved in:
6
Impact of D-Vine structure on risk estimation
Bolancé, Catalina
;
Alemany, Ramon
;
Padilla Barreto, …
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011914672
Saved in:
7
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
8
Measure of financial risk using conditional extreme value copulas with EVT margins
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Journal of risk
11
(
2008/09
)
4
,
pp. 51-85
Persistent link: https://www.econbiz.de/10003881605
Saved in:
9
Time-scaling of value-at-risk in
GARCH
(1,1) and AR(1)-
GARCH
(1,1) processes
Brummelhuis, Raymond
;
Kaufmann, Roger
- In:
Journal of risk
9
(
2006/07
)
4
,
pp. 39-94
Persistent link: https://www.econbiz.de/10003502686
Saved in:
10
Real estate investment trust return dynamics and value-at-risk under alternative classes of model specifications
Yu, Jung-suk
- In:
Journal of risk
15
(
2012/13
)
4
,
pp. 3-33
Persistent link: https://www.econbiz.de/10009771008
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