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Valuing Streams of Risky Cash...
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Volatility
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McAleer, Michael
108
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99
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63
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49
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46
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42
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Ghysels, Eric
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Applied economics letters
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Quantitative finance
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Research in international business and finance
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Computational economics
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Econometric reviews
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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RePEc
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EconStor
10
Other ZBW resources
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BASE
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ArchiDok
1
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13,212
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1
Superhedging and dynamic
risk
measures under volatility uncertainty
Nutz, Marcel
;
Soner, Halil Mete
-
2010
We consider dynamic sublinear expectations (i.e., time-consistent coherent
risk
measures) whose scenario sets consist …
Persistent link: https://www.econbiz.de/10008797677
Saved in:
2
The international commonality of idiosyncratic variances
Bekaert, Geert
;
Wang, Xue Phyllis
;
Zhang, Xiaoyan
-
2023
Persistent link: https://www.econbiz.de/10014325906
Saved in:
3
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:
4
Spot exchange rate volatility, uncertain policies and export investment decision of firms : a mean-variance decision approach
Mukherjee, Subhadip
;
Mukherjee, Soumyatanu
;
Mishra, Tapas
; …
- In:
The European journal of finance
27
(
2021
)
8
,
pp. 752-773
Persistent link: https://www.econbiz.de/10012516131
Saved in:
5
Variance stochastic orders
Gollier, Christian
- In:
Journal of mathematical economics
80
(
2019
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012105651
Saved in:
6
Data-driven distributionally robust CVaR portfolio optimization under a regime-switching ambiguity set
Pun, Chi Seng
;
Wang, Tianyu
;
Yan, Zhenzhen
- In:
Manufacturing & service operations management : M & SOM
25
(
2023
)
5
,
pp. 1779-1795
Persistent link: https://www.econbiz.de/10014383458
Saved in:
7
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:
8
Robust analysis for downside
risk
in portfolio management for a volatile stock market
Ayub, Usman
;
Ali Shah, Syed Zulfiqar
;
Abbas, Qaisar
- In:
Economic modelling
44
(
2015
),
pp. 86-96
Persistent link: https://www.econbiz.de/10011326281
Saved in:
9
Optimal commodity asset allocation with a coherent market
risk
modeling
Al Janabi, Marzim A. M.
- In:
Review of financial economics : RFE
21
(
2012
)
3
,
pp. 131-140
Persistent link: https://www.econbiz.de/10009703027
Saved in:
10
FX volatility adjustment for
risk
factors simulation
Kondratyev, Alexei
- In:
Journal / The Capco Institute : journal of financial …
37
(
2013
),
pp. 111-116
Persistent link: https://www.econbiz.de/10010341539
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