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Three essays on financial economics
Lee, Hangyong - 2003
Persistent link: https://www.econbiz.de/10003623717
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A longevity basis risk analysis in a joint FDM framework
D'Amato, Valeria; Coppola, Mariarosaria; Levantesi, Susanna - In: Journal of risk finance : the convergence of financial … 18 (2017) 1, pp. 55-75
Persistent link: https://www.econbiz.de/10011653711
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Towards a large and liquid longevity market : a graphical population basis risk metric
Chan, Wai-Sum; Li, Johnny Siu-Hang; Zhou, Kenneth Q.; … - In: The Geneva papers on risk and insurance - issues and … 41 (2016) 1, pp. 118-127
Persistent link: https://www.econbiz.de/10011657562
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Cohort and value-based multi-country longevity risk management
Sherris, Michael; Xu, Yajing; Ziveyi, Jonathan - In: Scandinavian actuarial journal 2020 (2020) 7, pp. 650-676
Persistent link: https://www.econbiz.de/10012313720
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Pricing and hedging wind power prediction risk with binary option contracts
Thakur, Jagruti; Hesamzadeh, Mohammad Reza; Date, Paresh; … - In: Energy economics 126 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014483492
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Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
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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
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The role of models in economics and risk management
Rowe, David M. - In: Journal of risk management in financial institutions 7 (2014) 2, pp. 103-109
Persistent link: https://www.econbiz.de/10010359522
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Accuracy in risk estimation based on simple SMA and EWNA models : evidence from Macedonain Stock Market
Angelovska, Julijana; Ivanovski, Zoran - In: UTMS journal of economics / University of Tourism and … 9 (2018) 1, pp. 17-27
Risk estimation or volatility estimation at financial markets, particularly stock exchange markets, is complex issue of … pricing of stocks and better risk management. The aim of this research is to test applicability of simple models like Simple … Moving Average (SMA) and Exponentially Weighted Moving Average (EWMA) to estimate risk. The performance of SMA and EWMA with …
Persistent link: https://www.econbiz.de/10011901688
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One-day-ahead forecast of state of turbulence based on today's economic situation
Chlebus, Marcin - In: Equilibrium : quarterly journal of economics and … 13 (2018) 3, pp. 357-389
Persistent link: https://www.econbiz.de/10012231957