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~isPartOf:"International review of financial analysis"
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International review of financial analysis
Insurance / Mathematics & economics
351
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201
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187
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ECONIS (ZBW)
112
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1
Where is the distribution tail threshold? : a tale on tail and copulas in financial risk measurement
González Sánchez, Mariano
;
Nave Pineda, Juan M.
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248319
Saved in:
2
Modeling diversification and spillovers of loan portfolios' losses by LHP approximation and copula
Lee, Yong Woong
;
Yang, Kisung
- In:
International review of financial analysis
66
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012208950
Saved in:
3
Reputational damage of operational
loss
on the bond market : evicence from the financial industry
Plunus, Séverine
;
Gillet, Roland
;
Hübner, Georges
- In:
International review of financial analysis
24
(
2012
),
pp. 66-73
Persistent link: https://www.econbiz.de/10009688170
Saved in:
4
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:
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
Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
Liu, Lu
- In:
International review of financial analysis
33
(
2014
),
pp. 39-48
Persistent link: https://www.econbiz.de/10010520085
Saved in:
7
Financial crisis, Value-at-Risk forecasts and the puzzle of dependency modeling
Berger, Theo
;
Missong, Martin
- In:
International review of financial analysis
33
(
2014
),
pp. 33-38
Persistent link: https://www.econbiz.de/10010520086
Saved in:
8
Risk management under extreme events
Fernández, Viviana
- In:
International review of financial analysis
14
(
2005
)
2
,
pp. 113-148
Persistent link: https://www.econbiz.de/10002738142
Saved in:
9
Tail risk measurement in crypto-asset markets
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Mojtahedi, Fatemeh
- In:
International review of financial analysis
73
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012803601
Saved in:
10
When one domino falls, others follow : a machine learning analysis of extreme risk spillovers in developed stock markets
Sitara Karim
;
Muhammad Shafiullah
;
Naeem, Muhammad Abubakr
- In:
International review of financial analysis
93
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543472
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