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Nonparametric risk management...
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Risikomaß
37
Risk measure
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Al Rababa'a, Abdel Razzaq
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Research in international business and finance
Insurance / Mathematics & economics
217
Journal of banking & finance
182
Journal of risk
123
Finance research letters
116
European journal of operational research : EJOR
114
Risks : open access journal
108
Energy economics
74
International review of financial analysis
74
Economic modelling
72
The North American journal of economics and finance : a journal of financial economics studies
68
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
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International journal of forecasting
59
Quantitative finance
57
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55
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54
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52
International journal of theoretical and applied finance
47
Journal of risk management in financial institutions
47
The journal of operational risk
47
Journal of econometrics
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International review of economics & finance : IREF
41
The European journal of finance
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Research paper series / Swiss Finance Institute
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Journal of economic dynamics & control
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SFB 649 discussion paper
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Applied economics letters
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Journal of international financial markets, institutions & money
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Scandinavian actuarial journal
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Finance and stochastics
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Pacific-Basin finance journal
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1
Dynamic characteristics of the daily yen-dollar exchange rate
Kurita, Takamitsu
- In:
Research in international business and finance
30
(
2014
),
pp. 72-82
Persistent link: https://www.econbiz.de/10010390291
Saved in:
2
Financial networks and systemic risk vulnerabilities : a tale of Indian banks
Ahmad, Wasim
;
Tiwari, Shiv Ratan
;
Wadhwani, Akshay
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014434078
Saved in:
3
Do ETFs provide effective international diversification?
Huang, Mei-yueh
;
Lin, Jun-biao
- In:
Research in international business and finance
25
(
2011
)
3
,
pp. 335-344
Persistent link: https://www.econbiz.de/10009241630
Saved in:
4
Performance of risk-based portfolios under different market conditions : evidence from India
Sharma, Prateek
;
Vipul
- In:
Research in international business and finance
34
(
2015
),
pp. 397-411
Persistent link: https://www.econbiz.de/10011326200
Saved in:
5
Modeling CAC40 volatility using ultra-high frequency data
Degiannakis, Stavros
;
Floros, Christos
- In:
Research in international business and finance
28
(
2013
),
pp. 68-81
Persistent link: https://www.econbiz.de/10009725156
Saved in:
6
On the characteristics of dynamic correlations between asset pairs
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
- In:
Research in international business and finance
32
(
2014
),
pp. 60-82
Persistent link: https://www.econbiz.de/10010434475
Saved in:
7
Does bancassurance add value for banks? : evidence from mergers and acquisitions between European banks and insurance companies
Chen, Zhian
;
Tan, Jianzhong
- In:
Research in international business and finance
25
(
2011
)
1
,
pp. 104-112
Persistent link: https://www.econbiz.de/10008758700
Saved in:
8
Portfolio optimization with CVaR under VG process
Yu, Jinping
;
Yang, Xiaofeng
;
Li, Shenghong
- In:
Research in international business and finance
23
(
2009
)
1
,
pp. 107-116
Persistent link: https://www.econbiz.de/10003804440
Saved in:
9
Financial risk and financial risk management
Batten, Jonathan A.
(
ed.
); …
-
2002
-
1. ed
Persistent link: https://www.econbiz.de/10001677915
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10
Forecasting value-at-risk of cryptocurrencies with riskmetrics type models
Liu, Wei
;
Semeyutin, Artur
;
Lau, Chi Keung
;
Gozgor, Giray
- In:
Research in international business and finance
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012581358
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