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ECONIS (ZBW)
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1
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
2
Measuring ESG risks in multi-asset portfolios : decomposing VaRESG into CVaRESG
Capelli, Paolo
;
Ielasi, Federica
;
Russo, Angeloantonio
- In:
Finance research letters
66
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10015061195
Saved in:
3
Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk
Kurosaki, Tetsuo
;
Kim, Young Shin
- In:
Finance research letters
45
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014576824
Saved in:
4
Coherent measure of portfolio risk
Ardakani, Omid M.
- In:
Finance research letters
57
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014525068
Saved in:
5
Long vs. short term asymmetry in volatility and the term structure of risk
Lönnbark, Carl
- In:
Finance research letters
23
(
2017
),
pp. 202-209
Persistent link: https://www.econbiz.de/10011808396
Saved in:
6
A study of interconnections and contagion among Chinese financial institutions using a Δ CoVaR network
Chen, Yan
;
Mo, Dongxu
;
Xu, Zezhou
- In:
Finance research letters
45
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014581705
Saved in:
7
Tail risks in household finance
Ardakani, Omid M.
;
Ajina, Rawan
- In:
Finance research letters
69
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10015079725
Saved in:
8
Integrating ESG risks into value-at-risk
Capelli, Paolo
;
Ielasi, Federica
;
Russo, Angeloantonio
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473247
Saved in:
9
Mitigating digital market risk with conventional, green, and Islamic bonds : fresh insights from new hybrid deep learning models
Asl, Mahdi Ghaemi
;
Jabeur, Sami Ben
;
Goodell, John W.
; …
- In:
Finance research letters
68
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10015063212
Saved in:
10
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
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