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~isPartOf:"Energy economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Capital income"
~subject:"Share price"
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Bayesian Tail Risk Forecasting...
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Capital income
Share price
Risk management
158
Risikomanagement
150
Risikomaß
141
Risk measure
141
Volatility
118
Volatilität
118
ARCH model
97
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71
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Baum, Christopher F.
2
Bouri, Elie
2
Chen, Liyuan
2
Cho, Hoon
2
Gupta, Rangan
2
Hammoudeh, Shawkat
2
Herrera, Rodrigo
2
Ji, Qiang
2
Kang, Sang Hoon
2
Liu, Bing-Yue
2
Ma, Feng
2
Mensi, Walid
2
Mo, Guoli
2
Pérez Rodríguez, Jorge V.
2
Ryu, Doojin
2
Tan, Chunzhi
2
Tiwari, Aviral Kumar
2
Wang, Yudong
2
Yoon, Seong-min
2
Zerilli, Paola
2
Zhang, Weiguo
2
Ahmad, Wasim
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Alam, Md. Samsul
1
Alqahtani, Faisal
1
Alshater, Muneer Maher
1
Andrada Félix, Julián
1
Asai, Manabu
1
Auer, Benjamin R.
1
Ben Omrane, Walid
1
Bianconi, Marcelo
1
Bonaccolto, Giovanni
1
Brugal, Ivan
1
Cai, Jun
1
Candido, Osvaldo
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chang, Hao Wen
1
Chang, Tsangyao
1
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Energy economics
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
44
International review of financial analysis
41
Journal of econometrics
40
Journal of banking & finance
36
Journal of empirical finance
30
Journal of risk and financial management : JRFM
28
Applied economics
26
Journal of international financial markets, institutions & money
25
International review of economics & finance : IREF
22
Quantitative finance
21
Research in international business and finance
21
Economic modelling
20
Discussion paper / Tinbergen Institute
18
Insurance / Mathematics & economics
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of financial econometrics
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of financial economics
16
International journal of forecasting
15
Journal of risk
15
The European journal of finance
15
Economics letters
14
Working paper
14
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13
Pacific-Basin finance journal
12
The journal of asset management
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Applied economics letters
11
Research paper series / Swiss Finance Institute
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
CESifo working papers
10
Cogent economics & finance
10
International journal of finance & economics : IJFE
10
Journal of international money and finance
10
Risks : open access journal
10
SFB 649 discussion paper
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
International journal of economics and finance
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1
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
Quatto, Piero
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013187663
Saved in:
2
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:
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
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:
6
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:
7
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
Saved in:
8
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:
9
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:
10
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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