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Volatility
Portfolio-Management
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McAleer, Michael
52
Hammoudeh, Shawkat
24
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22
Chang, Chia-Lin
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Mensi, Walid
21
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16
Fabozzi, Frank J.
15
Escobar, Marcos
14
Uppal, Raman
14
Allen, David E.
12
Clements, Adam
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Diebold, Francis X.
12
Kurshev, Alexander
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Tiwari, Aviral Kumar
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Christoffersen, Peter F.
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10
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9
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Pelizzon, Loriana
9
Pérez Amaral, Teodosio
9
Sircar, Ronnie
9
Billio, Monica
8
Bouri, Elie
8
Branger, Nicole
8
Daníelsson, Jón
8
Grobys, Klaus
8
Ji, Qiang
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Institut für Weltwirtschaft
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International Monetary Fund
1
Judge Institute of Management Studies
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Melbourne Business School
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New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
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Energy economics
70
Finance research letters
70
Journal of banking & finance
52
The North American journal of economics and finance : a journal of financial economics studies
49
International review of financial analysis
48
Journal of empirical finance
41
International review of economics & finance : IREF
37
Journal of risk and financial management : JRFM
31
Applied economics
30
Economic modelling
29
Journal of financial economics
27
The journal of asset management
25
International journal of forecasting
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Journal of international financial markets, institutions & money
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NBER working paper series
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Research paper series / Swiss Finance Institute
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Risks : open access journal
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Journal of econometrics
19
Journal of risk
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NBER Working Paper
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Pacific-Basin finance journal
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International journal of theoretical and applied finance
17
The European journal of finance
17
Computational economics
16
European journal of operational research : EJOR
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Econometric Institute research papers
15
Investment management and financial innovations
15
Journal of forecasting
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Discussion paper / Tinbergen Institute
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International journal of finance & economics : IJFE
14
Journal of mathematical finance
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The journal of portfolio management : JPM
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Insurance / Mathematics & economics
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ECONIS (ZBW)
2,849
RePEc
6
EconStor
2
BASE
1
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1
Covid-19 death risk estimation using VaR method
Surowiec, Agnieszka
;
Warowny, Tomasz
- In:
European research studies
24
(
2021
)
2
,
pp. 368-379
Persistent link: https://www.econbiz.de/10012663922
Saved in:
2
A copula-GARCH model of conditional dependencies : estimating Tehran Market Stock Exchange value-at-risk
Shams, Sedigheh
;
Haghighi, Fatemeh K.
- In:
Journal of statistical and econometric methods
2
(
2013
)
2
,
pp. 39-50
Tehran Stock Exchange
portfolio
including mentioned assets, is estimated. …
Persistent link: https://www.econbiz.de/10009769897
Saved in:
3
Evolving fuzzy-GARCH approach for financial volatility modeling and forecasting
Maciel, Leandro
;
Gomide, Fernando
;
Ballini, Rosangela
- In:
Computational economics
48
(
2016
)
3
,
pp. 379-398
Persistent link: https://www.econbiz.de/10011712504
Saved in:
4
A note on a new weighted idiosyncratic risk measure
Jan, Yin-Ching
- In:
International journal of financial research
5
(
2014
)
3
,
pp. 194-198
Persistent link: https://www.econbiz.de/10010458525
Saved in:
5
Model Averaging in Risk Management with an Application to Futures Markets
Pesaran, M. Hashem
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003641741
Saved in:
6
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
Saved in:
7
Backtesting of value at risk methodology : analysis of banking shares in India
Patra, Biswajit
;
Padhi, Puja
- In:
Margin: the journal of applied economic research
9
(
2015
)
3
,
pp. 254-277
Persistent link: https://www.econbiz.de/10011400407
Saved in:
8
Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
Liu, Lu
- In:
International review of financial analysis
33
(
2014
),
pp. 39-48
Persistent link: https://www.econbiz.de/10010520085
Saved in:
9
VaR-optimal risk management in regime-switching jump-diffusion models
Ramponi, Alessandro
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 103-109
Persistent link: https://www.econbiz.de/10010240819
Saved in:
10
Stress testing correlation matrices for risk management
So, Mike Ka-pui
;
Wong, Jerry
;
Asai, Manabu
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 310-322
Persistent link: https://www.econbiz.de/10010365763
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