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Market risk model selection and medium-term risk with limited data : application to ocean tanker freight markets
Kavussanos, Manolis G.; Dimitrakopoulos, Dimitris N. - In: International review of financial analysis 20 (2011) 5, pp. 258-268
Persistent link: https://www.econbiz.de/10009492114
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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
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Risk prediction management and weak form market efficiency in Eurozone financial crisis
Righi, Marcelo Brutti; Ceretta, Paulo Sergio - In: International review of financial analysis 30 (2013), pp. 384-393
Persistent link: https://www.econbiz.de/10010461544
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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
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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
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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
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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
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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
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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
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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