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~isPartOf:"Energy economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Schätzung"
~subject:"Share price"
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Bayesian Tail Risk Forecasting...
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Schätzung
Share price
Risk management
158
Risikomanagement
150
Risikomaß
141
Risk measure
141
Volatility
118
Volatilität
118
ARCH model
97
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Gupta, Rangan
3
Bouri, Elie
2
Chevallier, Julien
2
Cho, Hoon
2
Herrera, Rodrigo
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
Pérez Rodríguez, Jorge V.
2
Ryu, Doojin
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
Ahmad, Wasim
1
Aktas, Elvan
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Alam, Md. Samsul
1
Alqahtani, Faisal
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Alshater, Muneer Maher
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Amin, Md. Ruhul
1
Andrada Félix, Julián
1
Anjum, Hassan
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Asai, Manabu
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Auer, Benjamin R.
1
Baum, Christopher F.
1
Ben Omrane, Walid
1
Bianconi, Marcelo
1
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1
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Energy economics
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
50
Journal of banking & finance
49
Finance research letters
48
Applied economics
41
International review of financial analysis
40
Economic modelling
35
Journal of empirical finance
33
International review of economics & finance : IREF
31
Journal of risk
29
Journal of international financial markets, institutions & money
28
Journal of risk and financial management : JRFM
28
Discussion paper / Tinbergen Institute
24
Research in international business and finance
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Quantitative finance
22
International journal of forecasting
21
Economics letters
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Risks : open access journal
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Working paper
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Journal of financial econometrics
17
Pacific-Basin finance journal
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SFB 649 discussion paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Working papers
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Insurance / Mathematics & economics
15
The journal of risk model validation
15
Working paper / National Bureau of Economic Research, Inc.
15
Applied economics letters
14
CESifo working papers
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CFS working paper series
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NBER working paper series
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Journal of forecasting
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Journal of international money and finance
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NBER Working Paper
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Review of quantitative finance and accounting
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International journal of economics and finance
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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
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
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:
4
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:
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
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:
9
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:
10
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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