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~subject:"Börsenkurs"
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Börsenkurs
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Gupta, Rangan
103
Caporale, Guglielmo Maria
90
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59
Hautsch, Nikolaus
52
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51
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46
Zaremba, Adam
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43
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42
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39
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38
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36
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32
Tiwari, Aviral Kumar
32
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30
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30
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30
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29
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29
Engle, Robert F.
28
Bollerslev, Tim
27
Bouri, Elie
26
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26
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Entorf, Horst
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Stulz, René M.
26
Todorov, Viktor
26
Faff, Robert W.
25
Balcilar, Mehmet
24
Chiang, Thomas C.
24
Hong, Harrison G.
23
Härdle, Wolfgang
23
Lo, Andrew W.
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Ludvigson, Sydney C.
23
Nitschka, Thomas
23
Schrimpf, Andreas
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Ang, Andrew
22
Cheung, Yin-Wong
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Döpke, Jörg
22
Guidolin, Massimo
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Kansantaloustieteen Laitos <Tampere>
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Shaker Verlag
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The European journal of finance
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Discussion paper / Centre for Economic Policy Research
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CESifo working papers
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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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Economics letters
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Cogent economics & finance
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International journal of economics and finance
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The review of financial studies
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Investment management and financial innovations
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International journal of economics and financial issues : IJEFI
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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1
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
2
Testing the correct specification of a system of spatial dependence models for stock returns
Kutzker, Tim
;
Wied, Dominik
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2083-2103
Persistent link: https://www.econbiz.de/10014520115
Saved in:
3
GARCH models in value at
risk
estimation
: empirical evidence from the Montenegrin stock exchange
Cerovic Smolovic, Julija
;
Lipovina-Božović, Milena
; …
- In:
Economic research
30
(
2017
)
1,1
,
pp. 477-498
Persistent link: https://www.econbiz.de/10012223947
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
Contagion and downside
risk
in the REIT market during the subprime mortgage crisis
Chen, Ming-Chi
;
Tsai, Hsiu-Jung
;
Sing, Tien-foo
;
Yang, …
- In:
International journal of strategic property management
19
(
2015
)
1
,
pp. 42-57
Persistent link: https://www.econbiz.de/10011302960
Saved in:
6
Translating financial integration into correlation
risk
: a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
7
An examination of the relation between asymmetric
risk
measures, prior returns and expected daily stock returns
Huffman, Stephen P.
;
Moll, Cliff R.
- In:
Review of financial economics : RFE
22
(
2013
)
1
,
pp. 8-19
Persistent link: https://www.econbiz.de/10009717860
Saved in:
8
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
Saved in:
9
Sharing asymmetric tail
risk
: smoothing, asset prices and terms of trade
Corsetti, Giancarlo
;
Lipinska, Anna
;
Lombardo, Giovanni
-
2021
Persistent link: https://www.econbiz.de/10012700479
Saved in:
10
Sharing asymmetric tail
risk
: smoothing, asset pricing and terms of trade
Corsetti, Giancarlo
;
Lipińska, Anna
;
Lombardo, Giovanni
-
2021
Persistent link: https://www.econbiz.de/10012620824
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