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Portfolio-Management
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New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
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Journal of banking & finance
108
Finance research letters
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European journal of operational research : EJOR
74
Journal of risk
62
International review of financial analysis
59
Risks : open access journal
58
Quantitative finance
54
The North American journal of economics and finance : a journal of financial economics studies
45
Journal of empirical finance
44
Energy economics
43
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42
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42
International review of economics & finance : IREF
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Research in international business and finance
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Journal of financial economics
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Research paper series / Swiss Finance Institute
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International journal of theoretical and applied finance
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The European journal of finance
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NBER working paper series
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Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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International journal of forecasting
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The journal of risk model validation
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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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Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
The geometric-VaR backtesting method
Pelletier, Denis
;
Wei, Wei
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 725-745
Persistent link: https://www.econbiz.de/10011623861
Saved in:
2
Hull-White's value at risk model : case study of Baltic equities market
Radivojević, Nikola
;
Ćurčić, Nikola V.
; …
- In:
Journal of business economics and management
18
(
2017
)
5
,
pp. 1023-1041
Persistent link: https://www.econbiz.de/10011781020
Saved in:
3
Covid-19 death risk estimation using VaR method
Surowiec, Agnieszka
;
Warowny, Tomasz
- In:
European research studies
24
(
2021
)
2
,
pp. 368-379
Persistent link: https://www.econbiz.de/10012663922
Saved in:
4
Model Averaging in Risk Management with an Application to Futures Markets
Pesaran, M. Hashem
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003641741
Saved in:
5
Evaluating an EGARCH model with fat tails, skewness and leverage in forecasting VaR
Benito Muela, Sonia
- In:
Journal of contemporary management : JMC
4
(
2015
)
3
,
pp. 67-80
Persistent link: https://www.econbiz.de/10011392904
Saved in:
6
Backtesting of value at risk methodology : analysis of banking shares in India
Patra, Biswajit
;
Padhi, Puja
- In:
Margin: the journal of applied economic research
9
(
2015
)
3
,
pp. 254-277
Persistent link: https://www.econbiz.de/10011400407
Saved in:
7
Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
Liu, Lu
- In:
International review of financial analysis
33
(
2014
),
pp. 39-48
Persistent link: https://www.econbiz.de/10010520085
Saved in:
8
VaR-optimal risk management in regime-switching jump-diffusion models
Ramponi, Alessandro
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 103-109
Persistent link: https://www.econbiz.de/10010240819
Saved in:
9
Stress testing correlation matrices for risk management
So, Mike Ka-pui
;
Wong, Jerry
;
Asai, Manabu
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 310-322
Persistent link: https://www.econbiz.de/10010365763
Saved in:
10
Measuring value at risk on emerging stock markets : empirical evidence from Serbian stock exchange
Miletić, Mirjana
;
Miletić, Siniša
- In:
Facta Universitatis / Series economics and organization …
10
(
2013
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10010458744
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