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1
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
Saved in:
2
Estimating portfolio value-at-risk via dynamic conditional
correlation
MGARCH model : an empirical study on foreign exchange rates
Hsu Ku, Yuan-Hung
;
Wang, Jai Jen
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 533-538
Persistent link: https://www.econbiz.de/10003741298
Saved in:
3
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
Saved in:
4
A copula-based systemic risk measure : application to investment-grade and high-yield CDS portfolios
Choi, So Eun
;
Jang, Hyun Jin
;
Choe, Geon Ho
- In:
Applied economics letters
27
(
2020
)
15
,
pp. 1264-1271
Persistent link: https://www.econbiz.de/10012267120
Saved in:
5
Marginal or copula : which one is critical?
Choi, Pilsun
;
Min, Insik
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1462-1465
Persistent link: https://www.econbiz.de/10010213173
Saved in:
6
Forecasting household debt with latent transition modelling
Białowolski, Piotr
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 1088-1092
Persistent link: https://www.econbiz.de/10011716635
Saved in:
7
Implied
correlation
indices and volatility forecasting
Fink, Holger Maria
;
Geppert, Sabrina
- In:
Applied economics letters
24
(
2017
)
7/9
,
pp. 584-588
Persistent link: https://www.econbiz.de/10011713025
Saved in:
8
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
9
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
Saved in:
10
Comparing estimates of risk between markets and telecommunications institutions in
Europe
Agiakloglou, Christos N.
;
Bloutsos, Konstantinos
- In:
Applied economics letters
18
(
2011
)
4/6
,
pp. 575-579
Persistent link: https://www.econbiz.de/10009233519
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