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Backtesting expected shortfall : evidence from European securitized real estate
Almudhaf, Fahad - In: Applied economics letters 25 (2018) 3, pp. 176-182
Persistent link: https://www.econbiz.de/10011853830
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Too non-traditional to fail? : determinants of systemic risk for BRICs banks
Qin, Xiao; Zhu, Xi - In: Applied economics letters 21 (2014) 4/6, pp. 261-264
Persistent link: https://www.econbiz.de/10010413856
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Histogram-valued data on value at risk measures : a symbolic approach for risk attribution
Toque, Carole; Terraza, Virginie - In: Applied economics letters 21 (2014) 16/18, pp. 1243-1251
Persistent link: https://www.econbiz.de/10010465633
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Beyond reasonable doubt : multiple tail risk measures applied to European industries
Allen, David E.; Powell, Robert John; Singh, Abhay Kumar - In: Applied economics letters 19 (2012) 7/9, pp. 671-676
Persistent link: https://www.econbiz.de/10009631004
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A corrected Value-at-Risk predictor
Lönnbark, Carl - In: Applied economics letters 17 (2010) 10/12, pp. 1193-1196
Persistent link: https://www.econbiz.de/10008699136
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Risk management under time varying volatility and Pareto-stable distributions
Mozumder, Sharif; Kabir, M. Humayun; Dempsey, Michael; … - In: Applied economics letters 27 (2020) 3, pp. 161-167
Persistent link: https://www.econbiz.de/10012205404
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Period value at risk and its estimation by Monte Carlo simulation
Huo, Yanli; Xu, Chunhui; Shiina, Takayuki - In: Applied economics letters 29 (2022) 18, pp. 1675-1679
Persistent link: https://www.econbiz.de/10013412280
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Systemically important financial institutions in China : from view of tail risk spillover network
Yang, Xin; Chen, Shan; Liu, Zhifeng; Yang, Xiaoguang; … - In: Applied economics letters 29 (2022) 19, pp. 1833-1839
Persistent link: https://www.econbiz.de/10013412314