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Kapitaleinkommen
Theorie
625,555
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610,653
USA
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44,350
Volatility
40,916
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40,648
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16,880
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15,348
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13,810
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Gupta, Rangan
117
Diebold, Francis X.
84
Bollerslev, Tim
74
Caporale, Guglielmo Maria
65
McAleer, Michael
57
Bekaert, Geert
55
Harvey, Campbell R.
54
Campbell, John Y.
51
Stambaugh, Robert F.
51
Bouri, Elie
45
Timmermann, Allan
44
Pierdzioch, Christian
39
McMillan, David G.
37
Bali, Turan G.
35
Ferson, Wayne E.
35
Andersen, Torben
33
Gil-Alaña, Luis A.
33
Engle, Robert F.
32
Lux, Thomas
32
Guidolin, Massimo
30
Ma, Feng
30
Zaremba, Adam
30
Wohar, Mark E.
29
Wang, Yudong
28
Zhou, Guofu
28
Chiang, Thomas C.
27
Pesaran, M. Hashem
27
Fabozzi, Frank J.
26
Spagnolo, Nicola
26
Todorov, Viktor
26
Cochrane, John H.
25
Asai, Manabu
24
Chang, Chia-Lin
24
Engsted, Tom
24
Jagannathan, Ravi
24
Lettau, Martin
24
Caporin, Massimiliano
23
Kogan, Leonid
23
Van Nieuwerburgh, Stijn
23
Yılmaz, Kamil
23
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National Bureau of Economic Research
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11
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
8
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7
The Wharton Financial Institutions Center
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Erasmus Research Institute of Management
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Svenska Handelshögskolan <Helsinki>
5
University of Canterbury / Dept. of Economics and Finance
5
Chambre de commerce et d'industrie de Paris
4
Institute of Finance and Accounting <London>
4
Centre for Analytical Finance <Århus>
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Harvard Institute of Economic Research
3
International Center for Financial Asset Management and Engineering
3
Centre for Economic Policy Research
2
Centro de Estudios Macroeconómicos de Argentina / Universidad
2
Conference on Risk and the Rate of Return <1973, Vail, Colo.>
2
European University Institute / Department of Economics
2
Federal Reserve Bank of St. Louis
2
Federal Reserve System / Board of Governors
2
Frank J. Fabozzi Associates <New Hope, Pa.>
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
2
Internationaler Währungsfonds / Western Hemisphere Department
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Judge Institute of Management Studies
2
Karlsruher Institut für Technologie
2
Massachusetts Institute of Technology / Department of Economics
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of British Columbia / Finance Division
2
University of Exeter / Department of Economics
2
Universität Mannheim
2
William Davidson Institute <Ann Arbor, Mich.>
2
Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
1
American Enterprise Institute for Public Policy Research
1
American Finance Association
1
American Management Association / Finance Division
1
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Finance research letters
256
NBER working paper series
241
Working paper / National Bureau of Economic Research, Inc.
224
Journal of banking & finance
211
Journal of empirical finance
190
International review of financial analysis
185
NBER Working Paper
183
Journal of financial economics
181
International review of economics & finance : IREF
156
The North American journal of economics and finance : a journal of financial economics studies
125
Applied economics
120
Applied financial economics
118
The journal of finance : the journal of the American Finance Association
109
Research in international business and finance
106
Energy economics
104
Journal of econometrics
101
The European journal of finance
99
Economic modelling
96
The review of financial studies
96
Applied economics letters
88
Economics letters
88
Journal of international financial markets, institutions & money
88
Pacific-Basin finance journal
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Journal of risk and financial management : JRFM
80
Discussion paper / Centre for Economic Policy Research
75
Management science : journal of the Institute for Operations Research and the Management Sciences
75
International journal of forecasting
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
Journal of forecasting
71
Journal of financial and quantitative analysis : JFQA
70
Review of quantitative finance and accounting
69
Working paper
66
Research paper series / Swiss Finance Institute
63
Journal of economic dynamics & control
62
Journal of international money and finance
58
CESifo working papers
56
Journal of financial markets
55
Quantitative finance
51
Discussion paper / Tinbergen Institute
50
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ECONIS (ZBW)
13,880
EconStor
55
OLC EcoSci
1
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1
Forecasting market risk of portfolios: copula-Markov switching multifractal approach
Segnon, Mawuli
;
Trede, Mark
- In:
The European journal of finance
24
(
2018
)
14
,
pp. 1123-1143
Persistent link: https://www.econbiz.de/10012258877
Saved in:
2
Forecasting value-at-risk using high-frequency information
Huang, Huiyu
;
Lee, Tae-hwy
- In:
Econometrics : open access journal
1
(
2013
)
1
,
pp. 127-140
forecasting the daily S&P 500 index return quantile (Value-at-Risk or
VaR
is simply the negative of it), using high …
Persistent link: https://www.econbiz.de/10009776365
Saved in:
3
Using Market BuVaR as countercyclical Value at Risk approach to account for the risks of stock market crashes
Riedle, Thorsten
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 308-321
Persistent link: https://www.econbiz.de/10012035022
Saved in:
4
How to choose the return model for market risk? : getting towards a right magnitude of stressed
VaR
Lichtner, Mark
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1391-1407
Persistent link: https://www.econbiz.de/10012194794
Saved in:
5
Forecasting
VaR
using realized EGARCH model with skewness and kurtosis
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Finance research letters
32
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430736
Saved in:
6
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
7
Stochastic
volatility
and leverage effect in energy markets : evidence from high frequency data with
VaR
and CVaR risk analysis
Baum, Christopher F.
;
Zerilli, Paola
;
Chen, Liyuan
-
2018
Persistent link: https://www.econbiz.de/10011891045
Saved in:
8
Asymmetrie stochastic
volatility
in Nordic stock markets
Hepsag, Aycan
-
2018
Persistent link: https://www.econbiz.de/10012166241
Saved in:
9
Causality between equity mutual fund flows, stock market return and
volatility
: Indian evidence
Kaur, Inderjit
;
Vagrecha, Kamal
- In:
International journal of business and globalisation : IJBG
35
(
2023
)
1/2
,
pp. 88-106
Persistent link: https://www.econbiz.de/10014388713
Saved in:
10
Rational speculators, contrarians, and excess
volatility
Lof, Matthijs
- In:
Management science : journal of the Institute for …
61
(
2015
)
8
,
pp. 1889-1901
Persistent link: https://www.econbiz.de/10011338806
Saved in:
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