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1
A simple and focused backtest of value at risk
Krämer, Walter
;
Wied, Dominik
- In:
Economics letters
137
(
2015
),
pp. 29-31
Persistent link: https://www.econbiz.de/10011436196
Saved in:
2
Heavy tails and copulas : limits of diversification revisited
Ibragimov, Rustam Ju.
;
Prokhorov, Artem
- In:
Economics letters
149
(
2016
),
pp. 102-107
Persistent link: https://www.econbiz.de/10011620157
Saved in:
3
GARCH models for daily stock returns : impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Economics letters
123
(
2014
)
2
,
pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
Saved in:
4
VaR-implied tail-correlation matrices
Mittnik, Stefan
- In:
Economics letters
122
(
2014
)
1
,
pp. 69-73
Persistent link: https://www.econbiz.de/10010393953
Saved in:
5
BP-CVaR : a novel model of estimating CVaR with back propagation algorithm
Wang, Gang-Jin
;
Zhu, Chun-Long
- In:
Economics letters
209
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013209345
Saved in:
6
Bitcoin risk modeling with blockchain graphs
Akcora, Cuneyt Gurcan
;
Dixon, Matthew F.
;
Gel, Yulia R.
; …
- In:
Economics letters
173
(
2018
),
pp. 138-142
Persistent link: https://www.econbiz.de/10012022965
Saved in:
7
A closed-form solution to the risk-taking motivation of subordinated debtholders
Heller, Yuval
;
Peleg-Lazar, Sharon
;
Raviv, Alon
- In:
Economics letters
181
(
2019
),
pp. 169-173
Persistent link: https://www.econbiz.de/10012121790
Saved in:
8
The term structure of implied dividend yields and expected returns
Bilson, John F.
;
Kang, Sang Baum
;
Luo, Hong
- In:
Economics letters
128
(
2015
),
pp. 9-13
Persistent link: https://www.econbiz.de/10011382973
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9
Forecasting
long memory time series when occasional breaks occur
Bisaglia, Luisa
;
Gerolimetto, Margherita
- In:
Economics letters
98
(
2008
)
3
,
pp. 253-258
Persistent link: https://www.econbiz.de/10003719142
Saved in:
10
Do foreign exchange forecasters believe in Uncovered Interest Parity?
Cuestas, Juan Carlos
;
Filipozzi, Fabio
;
Stæhr, Karsten
- In:
Economics letters
133
(
2015
),
pp. 92-95
Persistent link: https://www.econbiz.de/10011432013
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