Similar Search Results

Dynamic option-based strategies under downside loss aversion

Jalal, Amine - In: Journal of risk 15 (2012/13) 3, pp. 69-85

Persistent link: https://www.econbiz.de/10009732830

Three essays on the psychology of investment and financial markets

Jalal, Amine - 2007

Persistent link: https://www.econbiz.de/10003636437

Predicting tail-related risk measures : the consequences of using GARCH filters for non-GARCH data

Jalal, Amine; Rockinger, Michael - In: Journal of empirical finance 15 (2008) 5, pp. 868-877

Persistent link: https://www.econbiz.de/10003776390

Predicting tail-related risk measures : the consequences of using GARCH filters for non-GARCH data

Jalal, Amine (contributor); Rockinger, Michael (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002436213

Nuclear power versus fossil-fuel power with CO2 capture and storage : a comparative analysis

Rogner, Hans-Holger; Sharma, Deepak; Jalal, Ahmed Irej - In: International journal of energy sector management : IJESM 2 (2008) 2, pp. 181-196

Persistent link: https://www.econbiz.de/10003934600

Indicators for sustainable energy development: an initiative by the International Atomic Energy Agency

Vera, I. A.; Langlois, L. M.; Rogner, Hans-Holger; … - In: Natural resources forum : a United Nations sustainable … 29 (2005) 4, pp. 274-283

Persistent link: https://www.econbiz.de/10003244823

World resources of fossil fuels, their present production and future prospects

Raza, Hilal A. - In: International journal of energy, environment, and … 6 (1998) 2, pp. 127-139

Persistent link: https://www.econbiz.de/10001241866

Energy issues in developing countries and an approach towards sustainable energy development

Khan, Arshad M. - In: International journal of energy, environment, and … 6 (1998) 2, pp. 117-126

Persistent link: https://www.econbiz.de/10001241867

Implications of alternative energy supply strategies for Pakistan

Jalal, Ahmed Irej - In: International journal of energy, environment, and … 6 (1998) 4, pp. 245-254

Persistent link: https://www.econbiz.de/10001246433

Predicting tail-related risk measures : The Consequences of using GARCH filters for non GARCH data

Jalal, Amine; Rockinger, Michael - Institut für Schweizerisches Bankwesen <Zürich> - 2006

We investigate the consequences for value-at-risk and expected shortfall purposes of using a GARCH filter on various mis-specified processes. In general, we find that the McNeil and Frey (2000) two step procedure has very good forecasting properties. Using an unconditional non filtered tail...

Persistent link: https://www.econbiz.de/10005858353