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United States
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Heckman, James J.
75
Gupta, Rangan
59
Acemoglu, Daron
55
Mankiw, Nicholas Gregory
55
Diebold, Francis X.
49
Fabozzi, Frank J.
49
Christiano, Lawrence J.
47
Glaeser, Edward L.
45
Hall, Robert Ernest
45
Campbell, John Y.
43
Basu, Susanto
41
Caballero, Ricardo J.
41
Viscusi, W. Kip
40
Caporale, Guglielmo Maria
39
Greenwood, Jeremy
39
Lo, Andrew W.
39
Mishkin, Frederic S.
39
Gil-Alaña, Luis A.
37
Stock, James H.
36
Eichenbaum, Martin S.
35
Cutler, David M.
34
Reis, Ricardo
33
Stulz, René M.
33
Artus, Patrick
31
Bollerslev, Tim
31
McGrattan, Ellen R.
31
Nieuwerburgh, Stijn van
31
Pástor, Ľuboš
31
Auerbach, Alan J.
30
Kehoe, Patrick J.
30
Krueger, Dirk
30
Watson, Mark W.
30
Engle, Robert F.
29
Audretsch, David B.
28
Fisher, Jonas D. M.
28
Goldberg, Linda S.
28
Hautsch, Nikolaus
28
Hubbard, R. Glenn
28
Jorgenson, Dale Weldeau
28
Akcigit, Ufuk
27
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World Bank
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Forschungsinstitut zur Zukunft der Arbeit
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Rodney L. White Center for Financial Research
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Springer Fachmedien Wiesbaden
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve Bank of Chicago
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Nomos Verlagsgesellschaft
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Resources for the Future, Inc.
8
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8
Zentrum für Europäische Wirtschaftsforschung
8
Boston College / Department of Economics
7
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7
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342
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335
The American economic review
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The journal of finance : the journal of the American Finance Association
266
American journal of agricultural economics
264
The review of economics and statistics
258
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244
Computers & operations research : and their applications to problems of world concern ; an international journal
210
Economics letters
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Journal of political economy
200
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196
Journal of monetary economics
196
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190
Finance and economics discussion series
172
Journal of money, credit and banking : JMCB
171
Southern economic journal
169
Journal of banking & finance
163
Economic inquiry : journal of the Western Economic Association International
157
CESifo working papers
156
Journal of financial economics
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International journal of production research
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The quarterly journal of economics
124
Journal of macroeconomics
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The journal of futures markets
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International economic review
119
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Public choice
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Applied economics letters
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109
Journal of urban economics
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Journal of economic dynamics & control
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Journal of applied econometrics
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Journal of public economics
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The journal of real estate finance and economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
43,156
RePEc
29
USB Cologne (EcoSocSci)
14
BASE
6
EconStor
4
ArchiDok
1
Showing
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10
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date (oldest first)
1
Measuring event
risk
Nyberg, Peter
;
Wilhelmsson, Anders
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
3
,
pp. 265-287
Persistent link: https://www.econbiz.de/10003884188
Saved in:
2
Index-exciting CAViaR : a new empirical time-varying
risk
model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Saved in:
3
CAViaR: conditional autoregressive value at
risk
by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
4
CAViaR : conditional autoregressive value at
risk
by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
5
The Hill estimator in financial
risk
assessment and an application to extremal exchange rate
risk
Wagner, Niklas F.
- In:
Financial risk and financial risk management
,
(pp. 173-187)
.
2002
Persistent link: https://www.econbiz.de/10001755640
Saved in:
6
Extending
risk
budgeting for market regimes and quantile factor models
Flint, Emlyn
;
Di Plooy, Simon
- In:
The journal of investment strategies
7
(
2018
)
4
,
pp. 51-74
Persistent link: https://www.econbiz.de/10012001993
Saved in:
7
Tail
risk
concerns everywhere
Gao, George P.
;
Lu, Xiaomeng
;
Song, Zhaogang
- In:
Management science : journal of the Institute for …
65
(
2019
)
7
,
pp. 3111-3130
Persistent link: https://www.econbiz.de/10012039979
Saved in:
8
A
theory
of
risk
capital
Erel, Isil
;
Myers, Stewart C.
;
Read, James A.
- In:
Journal of financial economics
118
(
2015
)
3
,
pp. 620-635
Persistent link: https://www.econbiz.de/10011480544
Saved in:
9
Risikomanagement
für heterogene Finanzportfolios
Moys, Gunnar
-
2018
Persistent link: https://www.econbiz.de/10011776858
Saved in:
10
A framework for cashflow valuation models within student-managed investment funds
Neumann, John J.
- In:
Journal of financial education
43
(
2017
)
1
,
pp. 120-140
Persistent link: https://www.econbiz.de/10011865072
Saved in:
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