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Systematic extreme downside risk
Harris, Richard D. F.; Nguyen, Linh; Stoja, Evarist - In: Journal of international financial markets, … 61 (2019), pp. 128-142
Persistent link: https://www.econbiz.de/10012128287
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Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold; Stoja, Evarist - In: International journal of forecasting 33 (2017) 4, pp. 958-969
Persistent link: https://www.econbiz.de/10011746932
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Co-dependence of extreme events in high frequency FX returns
Polanski, Arnold; Stoja, Evarist - In: Journal of international money and finance 44 (2014), pp. 164-178
Persistent link: https://www.econbiz.de/10010391066
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Efficient evaluation of multidimensional time-varying density forecasts, with applications to risk management
Polanski, Arnold; Stoja, Evarist - In: International journal of forecasting 28 (2012) 2, pp. 343-352
Persistent link: https://www.econbiz.de/10009581927
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Multidimensional risk and risk dependence
Polanski, Arnold; Stoja, Evarist; Zhang, Ren - In: Journal of banking & finance 37 (2013) 8, pp. 3286-3294
Persistent link: https://www.econbiz.de/10009782155
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Does systematic tail risk matter?
Stoja, Evarist; Polanski, Arnold; Linh Hoang Nguyen; … - In: Journal of international financial markets, … 82 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014245969