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~isPartOf:"Journal of banking & finance"
~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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Energy economics
Journal of banking & finance
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
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16
Journal of empirical finance
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International review of economics & finance : IREF
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SFB 649 discussion paper
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8
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CESifo working papers
7
CFS working paper series
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
6
Journal of forecasting
6
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
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Financial innovation : FIN
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International Journal of Financial Studies : open access journal
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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
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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
Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas
Weiß, Gregor
;
Supper, Hendrik
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3334-3350
Persistent link: https://www.econbiz.de/10010126429
Saved in:
9
Is there dependence and systemic risk between oil and renewable energy stock prices?
Reboredo, Juan Carlos
- In:
Energy economics
48
(
2015
),
pp. 32-45
Persistent link: https://www.econbiz.de/10011533695
Saved in:
10
Risk factors and value at risk in publicly traded companies of the nonrenewable energy sector
Bianconi, Marcelo
;
Yoshino, Joe Akira
- In:
Energy economics
45
(
2014
),
pp. 19-32
Persistent link: https://www.econbiz.de/10010504798
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