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Is Bitcoin a better portfolio diversifier than gold? : a copula and sectoral analysis for China
Pho, Kim-Hung; Ly, Sel; Lu, Richard; Hoang, Thi Hong Van; … - In: International review of financial analysis 74 (2021), pp. 1-30
Persistent link: https://www.econbiz.de/10012803931
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VaR and ES forecasting via recurrent neural network-based stateful models
Qiu, Zhiguo; Lazar, Emese; Nakata, Keiichi - In: International review of financial analysis 92 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
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From BASEL III to BASEL IV and beyond : expected shortfall and expectile risk measures
Zaevski, Tsvetelin S.; Nedeltchev, Dragomir C. - In: International review of financial analysis 87 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014460567
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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
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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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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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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
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Value at risk methodology of international index portfolio under soft conditions (fuzzy-stochastic approach)
Zmeškal, Zdeněk - In: International review of financial analysis 14 (2005) 2, pp. 263-275
Persistent link: https://www.econbiz.de/10002738309
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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
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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