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117
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109
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107
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107
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106
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105
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102
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100
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98
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95
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94
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94
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93
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89
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89
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89
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89
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84
Schuermann, Til
81
Račev, Svetlozar T.
80
Broll, Udo
77
Stulz, René M.
74
Bodie, Zvi
73
Hafner, Christian M.
73
Hens, Thorsten
73
Ang, Andrew
72
Vries, Casper G. de
72
Bauwens, Luc
71
Diewert, Walter E.
71
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International Food Policy Research Institute (IFPRI)
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IMF Staff Country Reports
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Applied economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of economic dynamics & control
315
Management science : journal of the Institute for Operations Research and the Management Sciences
291
Research in international business and finance
291
Research paper series / Swiss Finance Institute
284
The European journal of finance
283
International journal of theoretical and applied finance
277
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274
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274
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274
International journal of production research
271
The journal of finance : the journal of the American Finance Association
270
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254
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ECONIS (ZBW)
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USB Cologne (EcoSocSci)
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EconStor
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141
The importance of accurate risk modelling techniques for corporate ownders and managers : an application of distribution fitting to illiquid securities
O'Connell, Darren
;
O'Grady, Barry
- In:
Corporate ownership & control : international …
11
(
2013/14
)
2
,
pp. 8-20
Persistent link: https://www.econbiz.de/10011337224
Saved in:
142
Performance of Value at Risk models in the midst of the global financial crisis in selected CEE emerging capital markets
Miletic, Mirjana
;
Miletic, Sinisa
- In:
Economic research
28
(
2015
)
1
,
pp. 132-166
Persistent link: https://www.econbiz.de/10012220692
Saved in:
143
Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures
Gong, Xiao-Li
;
Liu, Xi-Hua
;
Xiong, Xiong
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 95-109
Persistent link: https://www.econbiz.de/10012169513
Saved in:
144
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
145
Dependence structure and portfolio risk in Indian foreign exchange market : a GARCH-EVT-Copula approach
Karmakar, Madhusudan
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 275-291
Persistent link: https://www.econbiz.de/10011792337
Saved in:
146
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
147
Hedge funds risk and connectedness
Manicaro, Christian
;
Falzon, Joseph
- In:
The journal of asset management
18
(
2017
)
4
,
pp. 295-316
Persistent link: https://www.econbiz.de/10011741590
Saved in:
148
The impact of extreme events on portfolio in financial risk management
Chuangchid, K.
;
Kittawit Autchariyapanitkul
;
Songsak …
- In:
Robustness in econometrics
,
(pp. 679-690)
.
2017
Persistent link: https://www.econbiz.de/10011802012
Saved in:
149
Vector-valued multivariate conditional value-at-risk
Meraklı, Merve
;
Küçükyavuz, Simge
- In:
Operations research letters
46
(
2018
)
3
,
pp. 300-305
Persistent link: https://www.econbiz.de/10011873363
Saved in:
150
On equity risk prediction and tail spillovers
Pouliasis, Panos
;
Kyriakou, Ioannis
;
Papapostolou, Nikos
- In:
International journal of finance & economics : IJFE
22
(
2017
)
4
,
pp. 379-393
Persistent link: https://www.econbiz.de/10011960379
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