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~isPartOf:"International review of financial analysis"
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Risikomaß
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International review of financial analysis
Telecommunications policy : the international journal of digital economy, data sciences and new media
658
Insurance / Mathematics & economics
218
Journal of banking & finance
182
European journal of operational research : EJOR
131
Journal of risk
123
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Finance research letters
118
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Technological forecasting & social change : an international journal
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86
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75
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of risk model validation
67
International journal of forecasting
64
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61
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58
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55
Journal of risk and financial management : JRFM
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54
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53
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52
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51
Working paper / National Bureau of Economic Research, Inc.
51
Kom / Kommission der Europäischen Gemeinschaften
50
Journal of business research : JBR
49
Review of industrial organization : RIO
48
International journal of theoretical and applied finance
47
Journal of risk management in financial institutions
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ECONIS (ZBW)
75
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1
Contingent claims valuation of optional calling plan contracts in telephone industry
Choi, Hyun-Woo
;
Kim, In-joon
;
Kim, Tong Suk
- In:
International review of financial analysis
11
(
2002
)
4
,
pp. 433-448
Persistent link: https://www.econbiz.de/10001745105
Saved in:
2
Conditional VaR using EVT : towards a planned margin scheme
Bhattacharyya, Malay
;
Ritolia, Gopal
- In:
International review of financial analysis
17
(
2008
)
2
,
pp. 382-395
Persistent link: https://www.econbiz.de/10003765109
Saved in:
3
Modelling the implied volatility surface : does market efficiency matter? ; An application to MIB30 index options
Cassese, Gianluca
;
Guidolin, Massimo
- In:
International review of financial analysis
15
(
2006
)
2
,
pp. 145-178
Persistent link: https://www.econbiz.de/10003320649
Saved in:
4
The CAPM and value at risk at different time-scales
Fernández, Viviana
- In:
International review of financial analysis
15
(
2006
)
3
,
pp. 203-219
Persistent link: https://www.econbiz.de/10003348571
Saved in:
5
Extreme observations and risk assessment in the equity markets of MENA region : tail measures and Value-at-Risk
Assaf, Ata
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 109-116
Persistent link: https://www.econbiz.de/10003880019
Saved in:
6
Are RiskMetrics forecasts good enough? : evidence from 31 stock markets
McMillan, David G.
;
Kambouroudis, Dimos
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 117-124
Persistent link: https://www.econbiz.de/10003880020
Saved in:
7
Estimating the VaR of a portfolio subject to price limits and nonsynchronous trading
Chou, Pin-huang
;
Li, Wen-Shen
;
Lin, Jun-Biao
;
Wang, Jane-Sue
- In:
International review of financial analysis
15
(
2006
)
4/5
,
pp. 363-376
Persistent link: https://www.econbiz.de/10003377248
Saved in:
8
Systematic risk and time scales : new evidence from an application of wavelet approach to the emerging Gulf stock markets
Masih, Mansur
;
Alzahrani, Mohammed
;
Al-Titi, Omar
- In:
International review of financial analysis
19
(
2010
)
1
,
pp. 10-18
Persistent link: https://www.econbiz.de/10008668735
Saved in:
9
The effect of downside risk reduction on UK equity portfolios included with Managed Futures Funds
Tee, Kaihong
- In:
International review of financial analysis
18
(
2009
)
5
,
pp. 303-310
Persistent link: https://www.econbiz.de/10003936623
Saved in:
10
Ratings-based credit risk modelling : an empirical analysis
Nickell, Pamela
;
Perraudin, William R. M.
;
Varotto, Simone
- In:
International review of financial analysis
16
(
2007
)
5
,
pp. 434-451
Persistent link: https://www.econbiz.de/10003612970
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