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~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~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
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Todorov, Viktor
6
Tauchen, George Eugene
5
Li, Jia
4
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2
Bouri, Elie
2
Caporin, Massimiliano
2
Cho, Hoon
2
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1
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Energy economics
Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
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
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Journal of international financial markets, institutions & money
13
Research in international business and finance
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Economics letters
11
Journal of financial econometrics
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9
Applied economics letters
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Discussion paper / Tinbergen Institute
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Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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CESifo working papers
7
CFS working paper series
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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
5
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
Risk-parameter estimation in volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
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
Intraday Value-at-Risk : an asymmetric autoregressive conditional duration approach
Liu, Shouwei
;
Tse, Yiu Kuen
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 437-446
Persistent link: https://www.econbiz.de/10011504612
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