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Natural risk measures
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Estimation
Theorie
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Caporale, Guglielmo Maria
93
Gupta, Rangan
90
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80
Gil-Alaña, Luis A.
78
Härdle, Wolfgang
57
Heckman, James J.
50
McAleer, Michael
50
Hautsch, Nikolaus
46
Marcellino, Massimiliano
46
Pierdzioch, Christian
46
Basu, Susanto
44
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44
Herwartz, Helmut
43
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41
Koopman, Siem Jan
40
Bollerslev, Tim
39
Acemoglu, Daron
36
Belzil, Christian
36
Engle, Robert F.
36
Feenstra, Robert C.
36
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34
Belke, Ansgar
33
Berg, Gerard J. van den
33
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33
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32
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31
Kilian, Lutz
31
Zaremba, Adam
31
Bahmani-Oskooee, Mohsen
30
Buch, Claudia M.
30
Engel, Charles
30
Ghysels, Eric
30
Jenkins, Stephen
30
Mumtaz, Haroon
29
Semmler, Willi
29
Taylor, Mark P.
29
Bali, Turan G.
28
Barnett, William A.
28
Castelnuovo, Efrem
28
Rose, Andrew
28
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer Fachmedien Wiesbaden
29
Internationaler Währungsfonds / Research Department
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Institut für Weltwirtschaft
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Birkbeck College / Department of Economics
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Federal Reserve System / Board of Governors
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Verlag Dr. Kovač
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Trinity College Dublin / Department of Economics
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Umeå universitet
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Federal Reserve System / Division of Research and Statistics
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Friedrich-Schiller-Universität Jena
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University of Reading / Department of Economics
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Universität Mannheim
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Centre for Economic Performance
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Eric Cuvillier <Firma>
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University of Exeter / Department of Economics
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Centre for Analytical Finance <Århus>
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Centre for Economic Policy Research
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Goethe-Universität Frankfurt am Main
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Leibniz-Institut für Wirtschaftsforschung Halle
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Zentrum für Europäische Wirtschaftsforschung
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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European University Institute / Department of Economics
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International Monetary Fund
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Shaker Verlag
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Australian National University / Faculty of Economics and Commerce
5
Center for Economic Research <Tilburg>
5
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
Deutsches Institut für Wirtschaftsforschung
5
Deutschland / Bundeswehr / Universität Hamburg
5
Edward Elgar Publishing
5
Federal Reserve Bank of San Francisco
5
Gottfried Wilhelm Leibniz Universität Hannover
5
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NBER working paper series
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Discussion paper / Centre for Economic Policy Research
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329
CESifo working papers
285
Economics letters
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236
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234
Applied economics letters
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Journal of econometrics
194
Journal of international money and finance
192
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
190
Journal of banking & finance
184
Finance research letters
171
International review of economics & finance : IREF
168
IZA Discussion Paper
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Discussion paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
160
Discussion papers / CEPR
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Discussion paper / Tinbergen Institute
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Journal of applied econometrics
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Journal of economic dynamics & control
146
Journal of empirical finance
141
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133
Journal of financial economics
133
Journal of macroeconomics
130
International review of financial analysis
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The review of economics and statistics
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Applied financial economics
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Energy economics
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Journal of monetary economics
113
The journal of finance : the journal of the American Finance Association
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European economic review : EER
100
SpringerLink / Bücher
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IMF working papers
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International journal of forecasting
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The North American journal of economics and finance : a journal of financial economics studies
98
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ECONIS (ZBW)
33,364
RePEc
2
Other ZBW resources
2
BASE
1
EconStor
1
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1
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10
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33,370
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date (newest first)
date (oldest first)
1
Tail
risk
in energy portfolios
González-Pedraz, Carlos
;
Moreno, Manuel
;
Peña …
- In:
Energy economics
46
(
2014
),
pp. 422-434
Persistent link: https://www.econbiz.de/10011298962
Saved in:
2
Average drawdown
risk
and capital asset pricing
Tavakoli Baghdadabad, Mohammad Reza
;
Glabadanidis, Paskalis
- In:
Review of Pacific Basin financial markets and policies
16
(
2013
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010241626
Saved in:
3
Index-exciting CAViaR : a new empirical time-varying
risk
model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Saved in:
4
CAViaR: conditional autoregressive value at
risk
by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
5
CAViaR : conditional autoregressive value at
risk
by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
6
Tail
risk
measurement
in crypto-asset markets
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Mojtahedi, Fatemeh
- In:
International review of financial analysis
73
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012803601
Saved in:
7
Tail
risk
measurement
In crypto-asset markets
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Mojtahedi, Fatemeh
-
2020
Persistent link: https://www.econbiz.de/10012321939
Saved in:
8
Do coherent
risk
measures identify assets
risk
profiles similarly? : evidence from international futures markets
Mozumder, Sharif
;
Kabir, M. Humayun
;
Dempsey, Michael
- In:
Investment management and financial innovations
14
(
2017
)
3
,
pp. 361-380
Persistent link: https://www.econbiz.de/10011875432
Saved in:
9
Mixed data sampling expectile regression with applications to measuring financial
risk
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Yu, Keming
- In:
Economic modelling
91
(
2020
),
pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
Saved in:
10
Multiple
risk
measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
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