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Die Bedeutung der Eigenkapitalausstattung für eine stabile Unternehmensentwicklung
Kaiser, Bernd - 1995
Persistent link: https://www.econbiz.de/10000918992
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Die Bedeutung der Eigenkapitalausstattung für eine stabile Unternehmensentwicklung
Kaiser, Bernd - 1995
Persistent link: https://www.econbiz.de/10000549398
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Security issuance decisions, idiosyncratic risk, and macroeconomic dynamics
Rashid, Abdul - In: Journal of economics and finance 41 (2017) 4, pp. 659-678
Persistent link: https://www.econbiz.de/10011802200
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Volatility modeling with leverage effect under laplace errors
Jiang, Zhengjun; Xia, Weixuan - In: Journal of time series econometrics 10 (2018) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10011817685
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Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie; Westgaard, Sjur; Gjølberg, Ole - In: The journal of risk model validation 9 (2015) 2, pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
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Volatility modeling and dependence structure of ESG and conventional investments
Górka, Joanna; Kuziak, Katarzyna - In: Risks : open access journal 10 (2022) 1, pp. 1-25
financial investments has been debated in the literature. In this study, we compare the volatility of rates of return of …, it is important to model and quantify it. The conditional volatility models from the GARCH family and tail …
Persistent link: https://www.econbiz.de/10012805838
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Financial intermediary leverage spillovers
Serletis, Apostolos; Istiak, Khandokar - In: Research in international business and finance 39 (2017), pp. 1000-1007
Persistent link: https://www.econbiz.de/10011912429
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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 trading volume in forecasting market risk
Slim, Skander - In: Inventi impact: international trade (2016) 3, pp. 169-181
Persistent link: https://www.econbiz.de/10011567980
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Volatility modeling of the JSE all share index and risk estimation using the Bayesian and frequentist approaches
Sigauke, Casto - In: Economics, management and financial markets 11 (2016) 4, pp. 33-48
Persistent link: https://www.econbiz.de/10011868092