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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:"Volatilität"
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Bayesian Tail Risk Forecasting...
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Volatilität
Risk management
227
Risikomanagement
219
Risikomaß
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169
Volatility
124
Risk
107
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103
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Hammoudeh, Shawkat
6
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Ji, Qiang
5
Liu, Bing-Yue
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Mensi, Walid
5
Bouri, Elie
4
Kang, Sang Hoon
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Al-Yahyaee, Khamis Hamed
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Ma, Feng
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Tiwari, Aviral Kumar
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Al-Jarrah, Idries Mohammad Wanas
2
Allen, David E.
2
Asai, Manabu
2
Baum, Christopher F.
2
Caporin, Massimiliano
2
Chen, Liyuan
2
Chevallier, Julien
2
Cho, Hoon
2
Herrera, Rodrigo
2
Malik, Farooq
2
Pierdzioch, Christian
2
Ryu, Doojin
2
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1
Alam, Md. Samsul
1
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1
Alizadeh-Masoodian, Amir H.
1
Aloui, Riadh
1
Alqahtani, Faisal
1
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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
Finance research letters
58
Journal of econometrics
44
International review of financial analysis
40
Journal of banking & finance
39
Journal of risk and financial management : JRFM
38
Applied economics
37
Economic modelling
32
International review of economics & finance : IREF
32
Journal of empirical finance
31
Journal of international financial markets, institutions & money
29
Discussion paper / Tinbergen Institute
24
Journal of financial econometrics
22
Research in international business and finance
22
International journal of forecasting
21
Risks : open access journal
21
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20
Working paper
19
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17
The European journal of finance
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Economics letters
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Quantitative finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Pacific-Basin finance journal
14
Applied economics letters
13
Econometrics : open access journal
13
Econometric Institute research papers
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Financial innovation : FIN
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Journal of international money and finance
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The journal of risk model validation
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Working papers
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Cogent economics & finance
11
Computational economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of finance & economics : IJFE
11
Journal of mathematical finance
10
The empirical economics letters : a monthly international journal of economics
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1
Oil price risk evaluation using a novel hybrid model based on time-varying long memory
Zhao, Lu-Tao
;
Liu, Kun
;
Duan, Xin-Lei
;
Li, Ming-Fang
- In:
Energy economics
81
(
2019
),
pp. 70-78
Persistent link: https://www.econbiz.de/10012172659
Saved in:
2
EVT and tail-risk modelling : evidence from market indices and volatility series
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 355-369
Persistent link: https://www.econbiz.de/10010367580
Saved in:
3
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
Saved in:
4
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:
5
Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas
;
Segnon, Mawuli
;
Gupta, Rangan
- In:
Energy economics
56
(
2016
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
Saved in:
6
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:
7
Value-at-Risk estimation of energy commodities : a long-memory
GARCH
-EVT approach
Youssef, Manel
;
Belkacem, Lotfi
;
Mokni, Khaled
- In:
Energy economics
51
(
2015
),
pp. 99-110
Persistent link: https://www.econbiz.de/10011564809
Saved in:
8
Stress testing correlation matrices for risk management
So, Mike Ka-pui
;
Wong, Jerry
;
Asai, Manabu
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 310-322
Persistent link: https://www.econbiz.de/10010365763
Saved in:
9
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
Saved in:
10
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
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