//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Energy economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working paper"
~subject:"Share price"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Bayesian Tail Risk Forecasting...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Share price
Risk management
204
Risikomanagement
198
Risikomaß
171
Risk measure
171
Volatility
137
Volatilität
137
ARCH model
103
ARCH-Modell
103
Risk
99
Risiko
95
Portfolio selection
76
Portfolio-Management
76
Theorie
75
Theory
75
Welt
73
World
73
Estimation
68
Schätzung
68
Capital income
57
Forecasting model
57
Kapitaleinkommen
57
Prognoseverfahren
57
Oil price
51
Ölpreis
51
Börsenkurs
50
GARCH
50
Hedging
49
Spillover effect
45
Spillover-Effekt
45
Aktienmarkt
36
Derivat
36
Derivative
36
Stock market
36
Electric power industry
35
Elektrizitätswirtschaft
35
Multivariate Verteilung
34
Multivariate distribution
34
Commodity derivative
32
Rohstoffderivat
32
more ...
less ...
Online availability
All
Undetermined
35
Free
7
Type of publication
All
Article
42
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
42
Aufsatz in Zeitschrift
42
Arbeitspapier
8
Working Paper
8
Graue Literatur
5
Non-commercial literature
5
Language
All
English
50
Author
All
Neely, Christopher J.
3
Bouri, Elie
2
Cho, Hoon
2
Erdemlioglu, Deniz
2
Herrera, Rodrigo
2
Pérez Rodríguez, Jorge V.
2
Ryu, Doojin
2
Yang, Xiye
2
Yoon, Seong-min
2
Ahmad, Wasim
1
Ahrens, Maximilian
1
Allen, David E.
1
Alshater, Muneer Maher
1
Andrada Félix, Julián
1
Asai, Manabu
1
Auer, Benjamin R.
1
Baum, Christopher F.
1
Ben Omrane, Walid
1
Bianconi, Marcelo
1
Bonaccolto, Giovanni
1
Bouamara, Nabil
1
Boudt, Kris
1
Brugal, Ivan
1
Cai, Jun
1
Caporin, Massimiliano
1
Chang, Hao Wen
1
Chang, Tsangyao
1
Chen, An-sing
1
Chen, Liyuan
1
Cheng, Miao-Sih
1
Chevallier, Julien
1
Choi, Bongseok
1
Chu, Hsiang-Hui
1
Clements, Adam
1
Cuñado Eizaguirre, Juncal
1
Dai, Zhifeng
1
Forte, Gianfranco
1
González López-Valcárcel, Beatriz
1
González, Sergio
1
Guastella, Gianni
1
more ...
less ...
Published in...
All
Energy economics
The North American journal of economics and finance : a journal of financial economics studies
Working paper
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
Economic modelling
16
Journal of banking & finance
16
Journal of empirical finance
16
International review of economics & finance : IREF
15
Journal of international financial markets, institutions & money
13
Research in international business and finance
13
Economics letters
11
Journal of financial econometrics
11
Quantitative finance
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Applied economics letters
8
Discussion paper / Tinbergen Institute
8
Research paper series / Swiss Finance Institute
8
SFB 649 discussion paper
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
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
6
Economies : open access journal
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Financial innovation : FIN
5
International Journal of Financial Studies : open access journal
5
more ...
less ...
Source
All
ECONIS (ZBW)
50
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Systemic tail risk: high-frequency measurement, evidence and implications
Erdemlioglu, Deniz
;
Neely, Christopher J.
;
Yang, Xiye
-
2023
Persistent link: https://www.econbiz.de/10014320683
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
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->