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The spillover effects of U.S....
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71
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:
72
A comparison of expected shortfall
estimation
models
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of economics & business
78
(
2015
),
pp. 14-47
Persistent link: https://www.econbiz.de/10011317189
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
Estimating
risk
with copulas
Mihaylova, Iva
-
2014
Persistent link: https://www.econbiz.de/10010366882
Saved in:
75
Improved
estimation
methods for value-at-
risk
, expected shortfall and
risk
contributions with high precision
Muromachi, Yukio
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011438902
Saved in:
76
Systemic
risk
and asymmetric responses in the financial industry
López-Espinosa, Germán
;
Moreno, Antonio
;
Rubia, Antonio
; …
- In:
Journal of banking & finance
58
(
2015
),
pp. 471-485
Persistent link: https://www.econbiz.de/10011544046
Saved in:
77
Nonparametric tail
risk
, stock returns and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, …
-
2016
Persistent link: https://www.econbiz.de/10011458735
Saved in:
78
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:
79
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:
80
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:
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