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~subject:"Risk measure"
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Risk measure
Theorie
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Peña Sánchez de Rivera, Juan Ignacio
7
Ruiz, Esther
4
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2
Hasman, Augusto
2
Santos, André A. P.
2
Chiu, Wan-chien
1
González-Pedraz, Carlos
1
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1
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1
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Rodríguez, Rosa
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Journal of banking & finance
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Tail risk in energy portfolios
González-Pedraz, Carlos
;
Moreno, Manuel
;
Peña …
- In:
Energy economics
46
(
2014
),
pp. 422-434
Persistent link: https://www.econbiz.de/10011298962
Saved in:
2
Industry characteristics and financial risk contagion
Chiu, Wan-chien
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
Journal of banking & finance
50
(
2015
),
pp. 411-427
Persistent link: https://www.econbiz.de/10010509513
Saved in:
3
Systemic risk measures : the simpler the better
Rodrígez-Moreno, María
;
Peña Sánchez de Rivera, …
-
2010
Persistent link: https://www.econbiz.de/10009686233
Saved in:
4
Risk premium : insights over the threshold
Fernandes, José L. B.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397973
Saved in:
5
Risk premium : insights over the threshold
Fernandes, José L. B.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003404606
Saved in:
6
Tail risk of electricity futures
Peña Sánchez de Rivera, Juan Ignacio
;
Rodríguez, Rosa
; …
- In:
Energy economics
91
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012518716
Saved in:
7
Systemic risk measures : the simpler the better?
Rodríguez-Moreno, María
;
Peña Sánchez de Rivera, …
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 1817-1831
Persistent link: https://www.econbiz.de/10009741912
Saved in:
8
Comparing univariate and multivariate models to forecast portfolio value-at-risk
Santos, André A. P.
;
Nogales, Francisco J.
;
Ruiz, Esther
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
2
,
pp. 400-441
Persistent link: https://www.econbiz.de/10009745807
Saved in:
9
Frontiers in VaR forecasting and backtesting
Nieto, Maria Rosa
;
Ruiz, Esther
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 474-501
Persistent link: https://www.econbiz.de/10011597163
Saved in:
10
Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle
;
Santos, André A. P.
;
Ruiz, Esther
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
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