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~isPartOf:"Energy economics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Schätzung"
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Bayesian Tail Risk Forecasting...
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Schätzung
Risk management
227
Risikomanagement
219
Risikomaß
169
Risk measure
169
Volatility
124
Volatilität
124
Risk
107
Risiko
103
ARCH model
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ARCH-Modell
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Theory
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Welt
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GARCH
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Derivat
38
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Aktienmarkt
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35
Elektrizitätswirtschaft
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Gupta, Rangan
3
Chevallier, Julien
2
Jiang, Cuixia
2
Kang, Sang Hoon
2
Liao, Yin
2
Ma, Feng
2
Malik, Farooq
2
Mensi, Walid
2
Mo, Guoli
2
Peña Sánchez de Rivera, Juan Ignacio
2
Pierdzioch, Christian
2
Salisu, Afees A.
2
Tan, Chunzhi
2
Tiwari, Aviral Kumar
2
Xu, Qifa
2
Yoon, Seong-min
2
Zhang, Weiguo
2
Ahelegbey, Daniel Felix
1
Aktas, Elvan
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Alam, Md. Samsul
1
Albuquerque, Rui
1
Alqahtani, Faisal
1
Alshater, Muneer Maher
1
Amin, Md. Ruhul
1
Anjum, Hassan
1
Asai, Manabu
1
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Billio, Monica
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Bonaccolto, Giovanni
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Bouri, Elie
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Brugal, Ivan
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Caporin, Massimiliano
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Casarin, Roberto
1
Chai, Shanglei
1
Chang, Chia-Lin
1
Changqing, Luo
1
Cuñado Eizaguirre, Juncal
1
Dai, Zhifeng
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Energy economics
Management science : journal of the Institute for Operations Research and the Management Sciences
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
43
Journal of banking & finance
40
Finance research letters
36
Applied economics
31
Journal of risk
27
International review of financial analysis
26
Economic modelling
25
Journal of empirical finance
23
International review of economics & finance : IREF
22
Journal of international financial markets, institutions & money
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Discussion paper / Tinbergen Institute
19
International journal of forecasting
19
Research in international business and finance
19
Journal of risk and financial management : JRFM
17
Quantitative finance
17
Risks : open access journal
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
The journal of risk model validation
15
Insurance / Mathematics & economics
14
Pacific-Basin finance journal
14
Journal of financial econometrics
13
SFB 649 discussion paper
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Working paper
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Working papers
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Economics letters
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International journal of economics and finance
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Working paper / National Bureau of Economic Research, Inc.
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Applied economics letters
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CFS working paper series
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SpringerLink / Bücher
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Journal of forecasting
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Journal of international money and finance
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ECONIS (ZBW)
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1
The Minimum-
CVaR
strategy with semi-parametric estimation in carbon market hedging problems
Chai, Shanglei
;
Zhou, Peng
- In:
Energy economics
76
(
2018
),
pp. 64-75
Persistent link: https://www.econbiz.de/10011976584
Saved in:
2
Backtesting expected shortfall : accounting for tail risk
Du, Zaichao
;
Escanciano, Juan Carlos
- In:
Management science : journal of the Institute for …
63
(
2017
)
4
,
pp. 940-958
Persistent link: https://www.econbiz.de/10011672768
Saved in:
3
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:
4
A TVM-Copula-MIDAS-
GARCH
model with applications to VaR-based portfolio selection
Jiang, Cuixia
;
Ding, Xiaoyi
;
Xu, Qifa
;
Tong, Yongbo
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012659611
Saved in:
5
Tail risk in energy portfolios
González-Pedraz, Carlos
;
Moreno, Manuel
;
Peña …
- In:
Energy economics
46
(
2014
),
pp. 422-434
Persistent link: https://www.econbiz.de/10011298962
Saved in:
6
Extreme risk spillovers between crude oil and stock markets
Du, Limin
;
He, Yanan
- In:
Energy economics
51
(
2015
),
pp. 455-465
Persistent link: https://www.econbiz.de/10011564907
Saved in:
7
Tail risk of electricity futures
Peña Sánchez de Rivera, Juan Ignacio
;
Rodríguez, Rosa
; …
- In:
Energy economics
91
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012518716
Saved in:
8
Risk decomposition, estimation error, and naïve diversification
Haensly, Paul J.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012654769
Saved in:
9
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
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10
Option-implied intrahorizon value at risk
Leippold, Markus
;
Vasiljević, Nikola
- In:
Management science : journal of the Institute for …
66
(
2020
)
1
,
pp. 397-414
Persistent link: https://www.econbiz.de/10012156632
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