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Risk decomposition, estimation...
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199
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171
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159
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71
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71
Tail
risk
in energy portfolios
González-Pedraz, Carlos
;
Moreno, Manuel
;
Peña …
- In:
Energy economics
46
(
2014
),
pp. 422-434
Persistent link: https://www.econbiz.de/10011298962
Saved in:
72
Value at
risk
of the main stock market indexes in the European Union ; (2000 - 2012)
Iglesias, Emma M.
- In:
Journal of policy modeling : JPMOD ; a social science …
37
(
2015
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011333008
Saved in:
73
Average drawdown
risk
and capital asset pricing
Tavakoli Baghdadabad, Mohammad Reza
;
Glabadanidis, Paskalis
- In:
Review of Pacific Basin financial markets and policies
16
(
2013
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010241626
Saved in:
74
Portfolio construction based on implied correlation information and value at
risk
Rogel-Salazar, Jesús
;
Tella, Roberto
- In:
EconoQuantum : Revista de Economía y Negocios
12
(
2015
)
1
,
pp. 125-144
Persistent link: https://www.econbiz.de/10011558686
Saved in:
75
Governance mechanisms and downside
risk
Wang, Li-hsun
;
Lin, Chu-Hsiung
;
Fung, Hung-gay
;
Chen, …
- In:
Pacific-Basin finance journal
35
(
2015
)
2
,
pp. 485-498
Persistent link: https://www.econbiz.de/10011540653
Saved in:
76
Unexpected tails in
risk
measurement : some international evidence
Tolikas, Konstantinos
- In:
Journal of banking & finance
40
(
2014
),
pp. 476-493
Persistent link: https://www.econbiz.de/10010404698
Saved in:
77
Risk
analysis using regression quantiles : evidence from international equity markets
Guo, Hongtao
;
Lam, Miranda S.
;
Wu, Guojun
;
Xiao, Zhijie
- In:
The international journal of business and finance …
7
(
2013
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009675606
Saved in:
78
Index-exciting CAViaR : a new empirical time-varying
risk
model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Saved in:
79
Is
risk
higher during non-trading periods? : the
risk
trade-off for intraday versus overnight market returns
Riedel, Christoph
;
Wagner, Niklas F.
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 53-64
Persistent link: https://www.econbiz.de/10011475596
Saved in:
80
CAViaR: conditional autoregressive value at
risk
by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
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