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193
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61
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
Saved in:
62
Correlation surprise
Kinlaw, Will
;
Turkington, David
- In:
The journal of asset management
14
(
2013
)
6
,
pp. 385-399
Persistent link: https://www.econbiz.de/10010258478
Saved in:
63
Value-at-risk models : a systematic review of the literature
Shayya, Reem
;
Sorrosal Forradellas, Maria Teresa
; …
- In:
Journal of risk : JOR
25
(
2023
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014487101
Saved in:
64
Quantitative methods in economics and finance
Kliestik, Tomas
(
ed.
);
Valaskova, Katarina
(
ed.
); …
-
2021
financial markets, and
volatility
of exchange rates in the international context. This book can be used as a reference for …
Persistent link: https://www.econbiz.de/10012586709
Saved in:
65
Bank's middle office analytics, risk modelling and comparative Basel regimes
Anjum, Shahid Waseem
- In:
International journal of monetary economics and finance
11
(
2018
)
4
,
pp. 354-362
Persistent link: https://www.econbiz.de/10011998266
Saved in:
66
Essays in Financial Economics
Sobott, Jonas Karl
-
2017
Persistent link: https://www.econbiz.de/10012794977
Saved in:
67
Dependence in credit default swap and equity markets : dynamic copula with Markov-switching
Fei, Fei
;
Fuertes, Ana María
;
Kalotychou, Elena
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10011746197
Saved in:
68
Application of systemic risk measurement methods : a systematic review and meta-analysis using a network approach
Dičpinigaitienė, Viktorija
;
Novickytė, Lina
- In:
Quantitative finance and economics
2
(
2018
)
4
,
pp. 798-820
Persistent link: https://www.econbiz.de/10012176096
Saved in:
69
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009767001
Saved in:
70
Equities, credits and volatilities : a multivariate analysis of the European market during the subprime crisis
Schreiber, Irene
;
Müller, Gernot
;
Klüppelberg, Claudia
; …
- In:
International review of financial analysis
24
(
2012
),
pp. 57-65
Persistent link: https://www.econbiz.de/10009688173
Saved in:
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