Similar Search Results

Conventional and unconventional monetary policy rate uncertainty and stock market volatility : a forecasting perspective

Liu, Ruipeng; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012665261

Regime-switching energy price volatility : the role of economic policy uncertainty

Scarcioffolo, Alexandre Ribeiro; Etienne, Xiaoli Liao - In: International review of economics & finance : IREF 76 (2021), pp. 336-356

Persistent link: https://www.econbiz.de/10013175825

Künstliche neuronale Netze zur Risikomessung bei Aktien und Renten : am Beispiel deutscher Lebensversicherungsunternehmen

Rauscher, Markus - 2004 - 1. Aufl.

Persistent link: https://www.econbiz.de/10013420595

Can we forecast better in periods of low uncertainty? : the role of technical indicators

Ferrer Fernández, María; Henry, Ólan Thomas John; … - In: Journal of empirical finance 71 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014292349

An integrated stress testing framework via Markov switching simulation

Chen, Wei; Skoglund, Jimmy - In: The journal of risk model validation 7 (2013) 2, pp. 3-27

Persistent link: https://www.econbiz.de/10009780655

Score-driven Markov-switching EGARCH models : an application to systematic risk analysis

Blazsek, Szabolcs; Ho, Han-Chiang; Liu, Su-Ping - In: Applied economics 50 (2018) 56, pp. 6047-6060

Persistent link: https://www.econbiz.de/10012063386

A long term expected risk estimation of maritime accidents through Markov chain approach and probabilistic risk matrix

Kim, Dong Jin; Sur, Ji Min; Cho, Hyeon U. - In: The Asian Journal of Shipping and Logistics 39 (2023) 3, pp. 1-12

Among many risk assessment techniques, qualitative, semi-quantitative or quantitative, risk matrix is a common tool to assess risk by allocating frequency and consequence of an accident to one of the pre divided frequency and consequence categories. However, since there is no standardized way to...

Persistent link: https://www.econbiz.de/10014370611

Empirical analysis of stock indices under a regime-switching model with dependent jump size risks

Hsu, Yuan-Lin; Lin, Shih-kuei; Hung, Ming-Chin; Huang, … - In: Economic modelling 54 (2016), pp. 260-275

Persistent link: https://www.econbiz.de/10011642172

The predictive qualities of earnings volatility and earnings uncertainty

Donelson, Dain C.; Resutek, Robert J. - In: Review of accounting studies 20 (2015) 1, pp. 470-500

Persistent link: https://www.econbiz.de/10010503364

Information uncertainty and analysts' forecast properties

Cho, Joong-seok - In: The empirical economics letters : a monthly … 13 (2014) 1, pp. 25-32

Persistent link: https://www.econbiz.de/10010392638

1
2
3
4
5
6
7
8
9
10
Next
Last