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~isPartOf:"CFS working paper series"
~isPartOf:"Energy economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Share price"
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Bayesian Tail Risk Forecasting...
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Share price
Risk management
174
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166
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157
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127
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127
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107
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Mittnik, Stefan
6
Haas, Markus
5
Paolella, Marc S.
4
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2
Cho, Hoon
2
Claessen, Holger
2
Herrera, Rodrigo
2
Pérez Rodríguez, Jorge V.
2
Ryu, Doojin
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1
Alshater, Muneer Maher
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Andersen, Torben
1
Andrada Félix, Julián
1
Asai, Manabu
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1
González López-Valcárcel, Beatriz
1
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1
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1
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CFS working paper series
Energy economics
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
26
Finance research letters
19
International review of financial analysis
19
Journal of risk and financial management : JRFM
19
Applied economics
17
Economic modelling
16
Journal of banking & finance
16
Journal of empirical finance
16
International review of economics & finance : IREF
15
Journal of international financial markets, institutions & money
13
Research in international business and finance
13
Economics letters
11
Journal of financial econometrics
11
Quantitative finance
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Applied economics letters
8
Discussion paper / Tinbergen Institute
8
Research paper series / Swiss Finance Institute
8
SFB 649 discussion paper
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Working paper
8
CESifo working papers
7
Cogent economics & finance
7
International journal of forecasting
7
Journal of international money and finance
7
The European journal of finance
7
Finance India : the quarterly journal of Indian Institute of Finance
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of financial economics
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Journal of forecasting
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Journal of risk
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Swiss Finance Institute Research Paper
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Economies : open access journal
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Financial innovation : FIN
5
International Journal of Financial Studies : open access journal
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ECONIS (ZBW)
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1
Time-varying mixture
GARCH
models and asymmetric volatility
Haas, Markus
;
Krause, Jochen
;
Paolella, Marc S.
; …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 602-623
Persistent link: https://www.econbiz.de/10010370491
Saved in:
2
GARCH
models, tail indexes and error distributions : an empirical investigation
Horváth, Roman
;
Šopov, Boril
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011672845
Saved in:
3
Oil stocks, risk factors, and tail behavior
Lian, Ziying
;
Cai, Jun
;
Webb, Robert I.
- In:
Energy economics
91
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012518738
Saved in:
4
Extreme dependence and risk spillovers across north american equity markets
Warshaw, Evan
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 237-251
Persistent link: https://www.econbiz.de/10012117855
Saved in:
5
Risk spillovers between oil and stock markets : a VAR for VaR analysis
Wen, Danyan
;
Wang, Gang-Jin
;
Ma, Chaoqun
;
Wang, Yudong
- In:
Energy economics
80
(
2019
),
pp. 524-535
Persistent link: https://www.econbiz.de/10012173682
Saved in:
6
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
7
Risk dependence and cointegration between pharmaceutical stock markets : the case of China and the USA
Zhou, Xinmiao
;
Qian, Huanhuan
;
Pérez Rodríguez, Jorge V.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012654918
Saved in:
8
Asymmetric multivariate normal mixture
GARCH
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651581
Saved in:
9
Multivariate regimeswitching
GARCH
with an application to international stock markets
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003651587
Saved in:
10
Multivariate normal mixture
GARCH
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003351679
Saved in:
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