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Value at risk for a mixture of normal distributions : the use of quasi-Bayesian estimation techniques
Venkataraman, Subu - In: Economic perspectives 21 (1997) 2, pp. 2-13
Persistent link: https://www.econbiz.de/10001218351
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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
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Transmission of risk between U.S. and emerging equity markets
Sarwar, Ghulam - In: Emerging markets, finance and trade : EMFT 55 (2019) 5, pp. 1171-1183
Persistent link: https://www.econbiz.de/10012210687
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Can market risk explain the systemic risk? : evidence from the US banking industry
Tzouvanas, Panagiotis - In: Journal of economic studies 51 (2024) 1, pp. 165-184
Persistent link: https://www.econbiz.de/10014466448
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Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
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Disentangling crashes from tail events
Aboura, Sofiane - In: International journal of finance & economics : IJFE 20 (2015) 3, pp. 206-219
Persistent link: https://www.econbiz.de/10011348417
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Using econometric models to manage the price risk of cocoa beans : a case from India
Kumar, Kepulaje Abhaya; Spulbăr, Cristi; Pinto, Prakash; … - In: Risks : open access journal 10 (2022) 6, pp. 1-18
This study aims at developing econometric models to manage the price risk of Dry and Wet Cocoa beans with the help of … risk, precisely for Cocoa traders, Chocolate manufacturers, Cocoa growers, and the government for planning and decision …
Persistent link: https://www.econbiz.de/10013363126
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Risk analysis of world major stock index before and after the 2008 financial crisis : based on GARCH-VaR approach
Wu, Maoguo; Wang, Yanyuan - In: International journal of financial research 9 (2018) 2, pp. 39-54
Persistent link: https://www.econbiz.de/10012236540
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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