//--> //--> //-->
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:"Finance research letters"
~isPartOf:"Risks : open access journal"
~person:"Long, Huaigang"
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
Data Driven Value-at-Risk Fore...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Capital income
2
China
2
Estimation
2
Kapitaleinkommen
2
Risiko
2
Risikomaß
2
Risikoprämie
2
Risk
2
Risk measure
2
Risk premium
2
Schätzung
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Asset pricing
1
Ausreißer
1
Börsenkurs
1
CAPM
1
Capital market returns
1
Chinese mutual funds
1
Extreme value theory
1
Forecasting model
1
Fund characteristics
1
Idiosyncratic tail risk
1
Idiosyncratic volatility
1
Investment Fund
1
Investmentfonds
1
Kapitalmarktrendite
1
Outliers
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Return predictability
1
Share price
1
Stock market
1
Tail risk
1
Tail risk betas
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Long, Huaigang
Hofert, Marius
4
Balbás de la Corte, Alejandro
3
Cheridito, Patrick
3
Hakim, Arief
3
Syuhada, Khreshna
3
Akyildirim, Erdinc
2
Arias-Serna, M. Andrea
2
Caro-Lopera, Francisco J.
2
Chi, Xie
2
Corbet, Shaen
2
Desmettre, Sascha
2
Garrido, José
2
Guillén, Montserrat
2
Gupta, Rangan
2
Haugom, Erik
2
Huang, Zhuo
2
Iqbal, Farhat
2
Korn, Ralf
2
Koutmos, Dimitrios
2
Liang, Fang
2
Loubes, Jean Michel
2
Lucey, Brian M.
2
Lönnbark, Carl
2
Nguyen, Duc Khuong
2
Orlando, Giuseppe
2
Pierdzioch, Christian
2
Righi, Marcelo Brutti
2
Sensoy, Ahmet
2
Shi, Yanlin
2
Tang, Yusui
2
Tiwari, Aviral Kumar
2
Wang, Gang-Jin
2
Wu, Xin
2
Wüthrich, Mario V.
2
Xu, Qiuhua
2
Zahid, Mamoona
2
Zhong, Juandan
2
Zhu, Yanjian
2
Aboura, Sofiane
1
more ...
less ...
Published in...
All
Finance research letters
Risks : open access journal
Applied economics
2
Pacific-Basin finance journal
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets
Long, Huaigang
;
Jiang, Yuexiang
;
Zhu, Yanjian
- In:
Finance research letters
24
(
2018
),
pp. 129-136
Persistent link: https://www.econbiz.de/10011982519
Saved in:
2
Is tail risk priced in the cross-section of Chinese mutual fund returns?
Yang, Liuyong
;
Long, Yijia
;
Long, Huaigang
;
Zaremba, Adam
; …
- In:
Finance research letters
50
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014245291
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->