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Forecasting Value at Risk and...
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Gupta, Rangan
88
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73
Acemoglu, Daron
57
Mankiw, Nicholas Gregory
54
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52
Glaeser, Edward L.
48
Hautsch, Nikolaus
48
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47
Diebold, Francis X.
47
Hall, Robert Ernest
46
Mishkin, Frederic S.
44
Stock, James H.
43
Greenwood, Jeremy
41
Caporale, Guglielmo Maria
40
Timmermann, Allan
40
Watson, Mark W.
39
Basu, Susanto
37
Gil-Alaña, Luis A.
37
Marcellino, Massimiliano
37
Campbell, John Y.
36
Reis, Ricardo
36
Eichenbaum, Martin S.
35
Koopman, Siem Jan
35
Caballero, Ricardo J.
34
Cutler, David M.
33
Pierdzioch, Christian
33
Rossi, Barbara
33
Artus, Patrick
31
Audretsch, David B.
31
Auerbach, Alan J.
31
Bekaert, Geert
31
Engle, Robert F.
31
Fair, Ray C.
31
McGrattan, Ellen R.
31
Orphanides, Athanasios
31
Baghestani, Hamid
30
Hubbard, R. Glenn
30
Jorgenson, Dale Weldeau
30
Kehoe, Patrick J.
30
Lo, Andrew W.
30
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Edward Elgar Publishing
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American Marketing Association
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Association of University Programs in Health Administration
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Robert Schuman Centre for Advanced Studies
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American Enterprise Institute for Public Policy Research
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9
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Massachusetts Institute of Technology / Department of Economics
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Resources for the Future, Inc.
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8
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7
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401
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343
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311
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288
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American journal of agricultural economics
253
The review of economics and statistics
250
The journal of finance : the journal of the American Finance Association
231
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
212
Computers & operations research : and their applications to problems of world concern ; an international journal
210
Economics letters
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Applied economics
199
Journal of monetary economics
193
Journal of political economy
189
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187
Discussion paper series / IZA
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Finance and economics discussion series
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Southern economic journal
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Journal of banking & finance
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Economic inquiry : journal of the Western Economic Association International
153
International journal of production research
151
The journal of futures markets
140
Journal of financial economics
135
International journal of forecasting
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129
The quarterly journal of economics
120
International economic review
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Journal of applied econometrics
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Public choice
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Applied economics letters
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date (oldest first)
1
Essays in forecast evaluation
Giacomini, Raffaella
-
2003
Persistent link: https://www.econbiz.de/10003622452
Saved in:
2
A generalized extreme value approach to financial risk measurement
Bali, Turan G.
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
7
,
pp. 1613-1649
Persistent link: https://www.econbiz.de/10003549211
Saved in:
3
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009767006
Saved in:
4
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619566
Saved in:
5
Forecasting VaR using analytic higher moments for GARCH processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
- In:
International review of financial analysis
30
(
2013
),
pp. 36-45
Persistent link: https://www.econbiz.de/10010460001
Saved in:
6
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
7
Risk measurement with a safety belt : Pareto meets Chebyshev
Tödter, Karl-Heinz
- In:
Kredit und Kapital
45
(
2012
)
2
,
pp. 175-187
Persistent link: https://www.econbiz.de/10009580916
Saved in:
8
Oil tail risk and the tail risk of the US Dollar exchange rates
Salisu, Afees A.
;
Olaniran, Abeeb
;
Tchankam, Jean Paul
- In:
Energy economics
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013283764
Saved in:
9
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
10
Value-at-risk in US stock indices with skewed generalized error distribution
Lee, Ming-chih
;
Su, Jung-bin
;
Liu, Hung-Chun
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 425-431
Persistent link: https://www.econbiz.de/10003808278
Saved in:
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