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~isPartOf:"Journal of forecasting"
~subject:"Multivariate distribution"
~subject:"Statistical distribution"
~subject:"Systemrisiko"
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TWO-COMPONENT EXTREME VALUE DI...
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Multivariate distribution
Statistical distribution
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Risikomaß
74
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74
Forecasting model
39
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39
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33
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Strobel, Frank
3
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2
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2
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1
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1
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Applied economics letters
Journal of forecasting
Insurance / Mathematics & economics
85
Journal of banking & finance
60
Finance research letters
45
Energy economics
39
Risks : open access journal
36
International review of financial analysis
34
Economic modelling
33
Discussion paper / Tinbergen Institute
31
The North American journal of economics and finance : a journal of financial economics studies
29
Journal of risk
28
International journal of forecasting
27
Applied economics
24
Journal of risk and financial management : JRFM
23
International review of economics & finance : IREF
22
Journal of econometrics
21
SFB 649 discussion paper
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The journal of operational risk
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Journal of empirical finance
20
European journal of operational research : EJOR
19
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Pacific-Basin finance journal
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Research in international business and finance
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Journal of financial econometrics
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The journal of risk model validation
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Journal of risk management in financial institutions
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Econometric Institute research papers
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Scandinavian actuarial journal
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Journal of financial stability
11
Research paper series / Swiss Finance Institute
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International journal of theoretical and applied finance
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1
Worldwide equity risk prediction
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1333-1339
Persistent link: https://www.econbiz.de/10010202894
Saved in:
2
Did COVID-19 increase equity market risk exposure? : evidence from China, the UK, and the US
Li, Matthew C.
;
Lai, Catherine C.
;
Xiao, Ling
- In:
Applied economics letters
29
(
2022
)
6
,
pp. 567-571
Persistent link: https://www.econbiz.de/10012873353
Saved in:
3
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
4
Modeling uncertainty in financial tail risk : a forecast combination and weighted quantile approach
Storti, Giuseppe
;
Wang, Chao
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1648-1663
Persistent link: https://www.econbiz.de/10014432743
Saved in:
5
Measuring downside risk and severity for global output
Wang, Yan
;
Yao, James Yudong
- In:
Journal of forecasting
26
(
2007
)
1
,
pp. 23-32
Persistent link: https://www.econbiz.de/10003406089
Saved in:
6
Forecasting VaR models under different volatility processes and distributions of return innovations
Dendramis, Yiannis
;
Spungin, Giles E.
;
Tzavalis, Elias
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 515-531
Persistent link: https://www.econbiz.de/10011282095
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7
Extreme value analysis of electricity demand in the UK
Chan, Stephen
;
Nadarajah, Saralees
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1246-1251
Persistent link: https://www.econbiz.de/10011312714
Saved in:
8
On the evaluation of marginal expected shortfall
Caporin, Massimiliano
;
Santucci de Magistris, Paolo
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 175-179
Persistent link: https://www.econbiz.de/10009412621
Saved in:
9
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
- In:
Journal of forecasting
32
(
2013
)
3
,
pp. 267-288
Persistent link: https://www.econbiz.de/10009758640
Saved in:
10
Exponentially smoothing the skewed laplace distribution for value-at-risk forecasting
Gerlach, Richard
;
Lu, Zu-di
;
Huang, Hai
- In:
Journal of forecasting
32
(
2013
)
6
,
pp. 534-550
Persistent link: https://www.econbiz.de/10009789677
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