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~subject:"Risk measure"
~type_genre:"Aufsatz in Zeitschrift"
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Seminar on Statistical and Computational Problems in Risk Management: VaR and Beyond VaR <2001, Rom>
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International review of financial analysis
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Economic modelling
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Energy economics
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91
Mean-univariate GARCH VaR portfolio optimization : actual portfolio approach
Ranković, Vladimir
;
Drenovak, Mikica
;
Urosevic, Branko
; …
- In:
Computers & operations research : and their …
72
(
2016
),
pp. 83-92
Persistent link: https://www.econbiz.de/10011488146
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92
Value at Risk and expected shortfall of firms in the main European Union stock market indexes : a detailed analysis by economic sectors and geographical situation
Iglesias, Emma M.
- In:
Economic modelling
50
(
2015
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011439601
Saved in:
93
Efficient density estimation and value at risk using Fejér-type kernel functions
Kosta, Olga
;
Stepanova, Natalia
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 480-504
Persistent link: https://www.econbiz.de/10011440699
Saved in:
94
Are agribusiness stocks an investor safe haven?
D'Antoni, Jeremy M.
;
Detre, Joshua Dean
- In:
Agricultural finance review
74
(
2014
)
4
,
pp. 522-538
Persistent link: https://www.econbiz.de/10011305888
Saved in:
95
Extreme risk spillover in financial markets : evidence from the recent financial crisis
Hwang, Jungbin
;
Kim, Chae-yŏng
- In:
Seoul journal of economics
28
(
2015
)
2
,
pp. 171-198
Persistent link: https://www.econbiz.de/10011311654
Saved in:
96
Extreme value analysis of electricity demand in the UK
Chan, Stephen
;
Nadarajah, Saralees
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1246-1251
Persistent link: https://www.econbiz.de/10011312714
Saved in:
97
Value at risk measuring and extreme value theory : evidence from Montenegro
Cerovic Smolovic, Julija
- In:
Facta Universitatis / Series economics and organization …
11
(
2014
)
2
,
pp. 175-189
Persistent link: https://www.econbiz.de/10011508680
Saved in:
98
What kind of systemic risks do we face in the European banking sector? : the approach of CoVaR measure
Karkowska, Renata
- In:
Folia oeconomica Stetinensia : FOS
14
(
2014
)
2
,
pp. 114-139
Persistent link: https://www.econbiz.de/10011419194
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99
The stress-dependent random walk
Gremm, Martin
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011419399
Saved in:
100
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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