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Estimation
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Ma, Feng
10
Xuan Vinh Vo
8
Bouri, Elie
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Guesmi, Khaled
7
Hudson, Robert
7
Uddin, Mohammed Gazi Salah
7
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6
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Nonejad, Nima
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3
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3
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3
Bryce, Cormac
3
Caporale, Guglielmo Maria
3
Chortareas, Georgios E.
3
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3
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International review of financial analysis
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1
Market
risk
and market-implied inflation expectations
Orłowski, Lucjan T.
;
Soper, Carolyne
- In:
International review of financial analysis
66
(
2019
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012208965
Saved in:
2
Multiple-days-ahead value-at-
risk
and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
3
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:
4
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:
5
Parameter
estimation
risk
in asset pricing and
risk
management : a Bayesian approach
Tunaru, Radu
;
Zheng, Teng
- In:
International review of financial analysis
53
(
2017
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011877849
Saved in:
6
Nonparametric inference of expectile-based value-at-
risk
for financial time series with application to
risk
assessment
Zhang, Feipeng
;
Xu, Yixiong
;
Fan, Caiyun
- In:
International review of financial analysis
90
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014469910
Saved in:
7
Forecasting crude oil volatility with geopolitical
risk
: do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
8
Reduction of
estimation
risk
in optimal portfolio choice using redundant constraints
Chávez-Bedoya, Luis
;
Rosales, Francisco
- In:
International review of financial analysis
78
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013255695
Saved in:
9
Predicting stock returns : a
risk
measurement perspective
Dai, Zhifeng
;
Kang, Jie
;
Wen, Fenghua
- In:
International review of financial analysis
74
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012803806
Saved in:
10
The price of shelter : downside
risk
reduction with precious metals
Bredin, Donal
;
Conlon, Thomas
;
Potì, Valerio
- In:
International review of financial analysis
49
(
2017
),
pp. 48-58
Persistent link: https://www.econbiz.de/10011741249
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