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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Share price"
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Bayesian Tail Risk Forecasting...
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Risikomaß
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Cho, Hoon
2
Pérez Rodríguez, Jorge V.
2
Ryu, Doojin
2
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1
Asai, Manabu
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The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
26
Energy economics
19
Finance research letters
19
International review of financial analysis
19
Journal of risk and financial management : JRFM
19
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Journal of empirical finance
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International review of economics & finance : IREF
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Economics letters
11
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11
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SFB 649 discussion paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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CFS working paper series
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Cogent economics & finance
7
International journal of forecasting
7
Journal of international money and finance
7
The European journal of finance
7
Finance India : the quarterly journal of Indian Institute of Finance
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Swiss Finance Institute Research Paper
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Economies : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Financial innovation : FIN
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International Journal of Financial Studies : open access journal
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1
Time-varying mixture
GARCH
models and asymmetric volatility
Haas, Markus
;
Krause, Jochen
;
Paolella, Marc S.
; …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 602-623
Persistent link: https://www.econbiz.de/10010370491
Saved in:
2
GARCH
models, tail indexes and error distributions : an empirical investigation
Horváth, Roman
;
Šopov, Boril
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011672845
Saved in:
3
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:
4
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:
5
Risk dependence and cointegration between pharmaceutical stock markets : the case of China and the USA
Zhou, Xinmiao
;
Qian, Huanhuan
;
Pérez Rodríguez, Jorge V.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012654918
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6
Empirical analysis of long memory, leverage, and distribution effects for stock market risk estimates
Su, Jung-bin
- In:
The North American journal of economics and finance : a …
30
(
2014
),
pp. 1-39
Persistent link: https://www.econbiz.de/10010463599
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7
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
8
Measuring extreme risk spillovers across international stock markets : a quantile variance decomposition analysis
Su, Xianfang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012660129
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9
Forecasting volatility via stock return, range, trading volume and spillover effects : the case of Brazil
Asai, Manabu
;
Brugal, Ivan
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 202-213
Persistent link: https://www.econbiz.de/10009779296
Saved in:
10
Mutual excitation between OECD stock and oil markets : a conditional intensity extreme value approach
Herrera, Rodrigo
;
González, Sergio
;
Clements, Adam
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 70-88
Persistent link: https://www.econbiz.de/10012036606
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