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McAleer, Michael
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61
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54
Wang, Ruodu
54
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51
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33
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32
Chen Zhou
32
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32
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31
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31
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30
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Wied, Dominik
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195
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Finance research letters
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International journal of forecasting
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Economics letters
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International journal of theoretical and applied finance
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International review of financial analysis
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Applied economics letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Energy economics
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Scandinavian actuarial journal
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The North American journal of economics and finance : a journal of financial economics studies
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The European journal of finance
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Working paper / National Bureau of Economic Research, Inc.
72
Discussion paper / Center for Economic Research, Tilburg University
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Econometric reviews
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Journal of economic dynamics & control
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NBER working paper series
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81
Assessing macroeconomic tail risks in a data-rich environment
Cook, Thomas R.
;
Doh, Taeyoung
-
2019
Persistent link: https://www.econbiz.de/10012151332
Saved in:
82
Extreme conditional tail moment estimation under serial dependence
Hoga, Yannick
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 587-615
Persistent link: https://www.econbiz.de/10012152234
Saved in:
83
How often is the financial market going to collapse?
Frahm, Gabriel
- In:
Quantitative finance and economics
2
(
2018
)
3
,
pp. 590-614
Persistent link: https://www.econbiz.de/10012156795
Saved in:
84
Estimating systematic risk under extremely adverse market conditions
Oordt, Maarten R. C. van
;
Chen Zhou
- In:
Journal of financial econometrics
17
(
2019
)
3
,
pp. 432–461
Persistent link: https://www.econbiz.de/10012054463
Saved in:
85
Model-free bounds on Value-at-Risk using extreme value information and statistical distances
Lux, Thibaut
;
Papapantoleon, Antonis
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 73-83
Persistent link: https://www.econbiz.de/10012058825
Saved in:
86
Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions
Kim, Joseph H. T.
;
Kim, So-Yeun
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 145-157
Persistent link: https://www.econbiz.de/10012058851
Saved in:
87
Portfolio management with tail dependence
Bergmann, Daniel Reed
;
Savoia, José Roberto Ferreira
; …
- In:
Applied economics
50
(
2018
)
51
,
pp. 5510-5520
Persistent link: https://www.econbiz.de/10012062255
Saved in:
88
Severity modeling of extreme insurance claims for tariffication
Laudagé, Christian
;
Desmettre, Sascha
;
Wenzel, Jörg
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 77-92
Persistent link: https://www.econbiz.de/10012105364
Saved in:
89
Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu
;
Zhang, Zhengjun
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
Saved in:
90
Empirical tail copulas for functional data
Einmahl, John H. J.
;
Segers, Johan
-
2020
Persistent link: https://www.econbiz.de/10012161555
Saved in:
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