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Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs; Ho, Han-Chiang; Liu, Su-Ping - In: Applied economics 50 (2018) 56, pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
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Do stop-loss rules add value in international equity market allocation?
Dai, Bochuan; Marshall, Ben R.; Nguyen, Nhut; … - In: Applied economics 54 (2022) 14, pp. 1584-1597
Persistent link: https://www.econbiz.de/10012875527
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Minimum-variance hedging of Bitcoin inverse futures
Deng, Jun; Pan, Huifeng; Zhang, Shuyu; Zou, Bin - In: Applied economics 52 (2020) 58, pp. 6320-6337
Persistent link: https://www.econbiz.de/10012415993
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Risk management and dynamic network performance : an illustration using a dual banking system
Kweh, Qian Long; Lu, Wen-Min; Mohammad Nourani; Mohd … - In: Applied economics 50 (2018) 30, pp. 3285-3299
Persistent link: https://www.econbiz.de/10012038614
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An integrated forecasting model for the coffee bean supply chain
Wang, Chia Nan; Yu, Min-Chun; Ho, Nguyen-Nhu-Y.; Le, … - In: Applied economics 53 (2021) 28, pp. 3321-3333
Persistent link: https://www.econbiz.de/10012517090
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Managing price risks using and local polynominal kernel forecasts
Kim, Minkyoung; García, Philip; Leuthold, Raymond M. - In: Applied economics 41 (2009) 22/24, pp. 3015-3026
Persistent link: https://www.econbiz.de/10003895051
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Synthetic CDO pricing : the perspective of risk integration
Hu, Conghui; Zhang, Xun; Gao, Qiuming - In: Applied economics 47 (2015) 13/15, pp. 1574-1587
Persistent link: https://www.econbiz.de/10010512015
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Operational risk, the legal system and governance indicators : a country-level analysis
Li, Larry; Moosa, Imad A. - In: Applied economics 47 (2015) 19/21, pp. 2053-2072
Persistent link: https://www.econbiz.de/10010513349
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Commodity market risk from 1995 to 2013 : an extreme value theory approach
Fretheim, Torun; Kristiansen, Glenn - In: Applied economics 47 (2015) 25/27, pp. 2768-2782
Persistent link: https://www.econbiz.de/10010519613
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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