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~isPartOf:"Risks : open access journal"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Volatilität"
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Financial Risk Measurement for...
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Volatilität
Portfolio selection
326
Portfolio-Management
326
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305
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305
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300
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294
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270
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Gupta, Rangan
6
Hammoudeh, Shawkat
5
Kang, Sang Hoon
5
Mensi, Walid
5
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4
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Risks : open access journal
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
154
Energy economics
127
International review of financial analysis
111
NBER working paper series
93
Working paper / National Bureau of Economic Research, Inc.
93
International review of economics & finance : IREF
84
Economic modelling
80
NBER Working Paper
78
Journal of banking & finance
76
Applied economics
75
Journal of empirical finance
64
Journal of risk and financial management : JRFM
61
Research in international business and finance
60
Journal of financial economics
58
Working paper
55
Journal of international financial markets, institutions & money
46
Journal of econometrics
45
Applied economics letters
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Discussion paper / Centre for Economic Policy Research
41
Pacific-Basin finance journal
41
Economics letters
40
Journal of economic dynamics & control
37
Journal of international money and finance
36
CESifo working papers
35
International journal of finance & economics : IJFE
34
International journal of forecasting
34
Quantitative finance
34
The European journal of finance
34
Research paper series / Swiss Finance Institute
32
Discussion paper / Tinbergen Institute
31
Management science : journal of the Institute for Operations Research and the Management Sciences
30
International journal of theoretical and applied finance
29
The review of financial studies
28
Discussion papers / CEPR
27
The journal of asset management
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Cogent economics & finance
26
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ECONIS (ZBW)
128
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1
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128
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date (oldest first)
1
Risk
spillover between Bitcoin and conventional financial markets : an expectile-based approach
Zhang, Yue-jun
;
Bouri, Elie
;
Gupta, Rangan
;
Ma, Shu-Jiao
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667384
Saved in:
2
Stress testing correlation matrices for
risk
management
So, Mike Ka-pui
;
Wong, Jerry
;
Asai, Manabu
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 310-322
Persistent link: https://www.econbiz.de/10010365763
Saved in:
3
Multiscale financial
risk
contagion between international stock markets : evidence from EMD-Copula-CoVaR analysis
Changqing, Luo
;
Liu, Lan
;
Wang, Da
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013187623
Saved in:
4
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
5
Extreme dependence and
risk
spillovers across north american equity markets
Warshaw, Evan
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 237-251
Persistent link: https://www.econbiz.de/10012117855
Saved in:
6
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
7
Extreme
risk
transmission channels between the stock index futures and spot markets : evidence from China
Jian, Zhihong
;
Li, Xupei
;
Zhu, Zhican
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413574
Saved in:
8
Assessing financial stability in turbulent times : a study of generalized autoregressive conditional heteroskedasticity-type Value-at-
Risk
model performance in Thailand's transport...
Danai Likitratcharoen
;
Lucksuda Suwannamalik
- In:
Risks : open access journal
12
(
2024
)
3
,
pp. 1-19
The Value-at-
Risk
(VaR) metric serves as a pivotal tool for quantifying market
risk
, offering an estimation of … implications for managerial decision-making in financial
risk
management. …
Persistent link: https://www.econbiz.de/10014497424
Saved in:
9
Risk
spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
10
Market risks that change domestic diversification benefits
Sarwar, Ghulam
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014225809
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