Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~isPartOf:"Energy economics"
~person:"Barbi, Massimiliano"
~person:"Ergen, Ibrahim"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Bayesian Tail Risk Forecasting...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
3
Portfolio-Management
3
Risikomaß
3
Risk measure
3
Capital income
2
Kapitaleinkommen
2
Multivariate Verteilung
2
Multivariate distribution
2
Statistical distribution
2
Statistische Verteilung
2
tail dependence
2
ARCH model
1
ARCH-Modell
1
Asymmetric volatility
1
Ausreißer
1
Commodity derivative
1
Copula functions
1
Diamant
1
Diamond
1
Diamonds
1
Edelmetall
1
Emerging economies
1
Erdgas
1
Erdgasmarkt
1
Estimation
1
GARCH
1
Hedging
1
Measurement
1
Messung
1
Natural gas
1
Natural gas futures
1
Natural gas market
1
Outliers
1
Precious metal
1
Price volatility
1
Risiko
1
Risikoaversion
1
Risikomanagement
1
Risk
1
Risk aversion
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Barbi, Massimiliano
Ergen, Ibrahim
Ji, Qiang
10
Tiwari, Aviral Kumar
7
Hammoudeh, Shawkat
6
Fan, Ying
5
Ma, Feng
5
Bouri, Elie
4
Liu, Bing-Yue
4
Shahzad, Syed Jawad Hussain
4
Blazsek, Szabolcs
3
Chevallier, Julien
3
Hernandez, Jose Arreola
3
Nguyen, Duc Khuong
3
Ruiz, Carlos
3
Al-Yahyaee, Khamis Hamed
2
Alizadeh-Masoodian, Amir H.
2
Alqahtani, Faisal
2
Balli, Faruk
2
Banerjee, Ameet Kumar
2
Baum, Christopher F.
2
Bertsch, Valentin
2
Chen, Liyuan
2
Choi, Bongseok
2
Cotter, John
2
Dionne, Georges
2
Dufrénot, Gilles
2
Fabozzi, Frank J.
2
Falbo, Paolo
2
Goodwin, Barry K.
2
He, Kaijian
2
Herrera, Rodrigo
2
Huang, Chih-Yueh
2
Huang, Dashan
2
Hung, Jui-cheng
2
Ke, Rui
2
Kim, Seon Tae
2
Kumar, Satish
2
Lai, Kin Keung
2
Lee, Chien-chiang
2
more ...
less ...
Published in...
All
Applied economics
Energy economics
European financial management : the journal of the European Financial Management Association
1
FEDS Working Paper
1
Finance and economics discussion series
1
IMF staff discussion note
1
Journal of financial stability
1
The North American Journal of Economics and Finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal hedge ratio under a subjective re-weighting of the original measure
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1271-1280
Persistent link: https://www.econbiz.de/10011433130
Saved in:
2
Tail dependence and diversification benefits in emerging market stocks : an extreme value theory approach
Ergen, Ibrahim
- In:
Applied economics
46
(
2014
)
19/21
,
pp. 2215-2227
Persistent link: https://www.econbiz.de/10010417299
Saved in:
3
Diamonds and precious metals for reduction of portfolio tail risk
Barbi, Massimiliano
;
Geman, Hélyette
;
Romagnoli, Silvia
- In:
Applied economics
52
(
2020
)
26
,
pp. 2841-2861
Persistent link: https://www.econbiz.de/10012221456
Saved in:
4
Asymmetric impacts of fundamentals on the natural gas futures volatility : an augmented
GARCH
approach
Ergen, Ibrahim
;
Rizvanoghlu, Islam
- In:
Energy economics
56
(
2016
),
pp. 64-74
Persistent link: https://www.econbiz.de/10011663860
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
