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person:"Christoffersen, Peter F."
subject:"Risk measure"
~person:"Kumar, Dilip"
~subject:"Finanzdienstleistung"
~type_genre:"Aufsatz in Zeitschrift"
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Risk measure
Finanzdienstleistung
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10
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7
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7
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6
Estimation
4
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downside risk spillover
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Christoffersen, Peter F.
Kumar, Dilip
Wang, Ruodu
16
Li, Jianping
12
Embrechts, Paul
11
Mao, Tiantian
10
Zhu, Xiaoqian
10
Hammoudeh, Shawkat
9
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8
Jacobs, Michael <Jr.>
8
Righi, Marcelo Brutti
8
Janabi, Mazin A. M. al
7
Puccetti, Giovanni
7
Rüschendorf, Ludger
7
Härdle, Wolfgang
6
Karmakar, Madhusudan
6
McConnell, Patrick
6
Stoja, Evarist
6
Tan, Ken Seng
6
Yang, Fan
6
Balbás de la Corte, Alejandro
5
Bernard, Carole
5
Boonen, Tim J.
5
Brandtner, Mario
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Cheung, Ka Chun
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5
Ghorbel, Ahmed
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Harymawan, Iman
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Hurlin, Christophe
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Liu, Fangda
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Mensi, Walid
5
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Mitra, Sovan
5
Polanski, Arnold
5
Prorokowski, Lukasz
5
Rösch, Daniel
5
Stulz, René M.
5
Tiwari, Aviral Kumar
5
Wang, Gang-Jin
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Global business review
1
Journal of empirical finance
1
Journal of quantitative economics
1
Review of finance : journal of the European Finance Association
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Studies in economics and finance
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The journal of prediction markets
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ECONIS (ZBW)
7
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1
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
2
Value-at-risk in the presence of structural breaks using unbiased extreme value volatility estimator
Kumar, Dilip
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 587-610
Persistent link: https://www.econbiz.de/10012418856
Saved in:
3
Dynamic dependence and diversification in corporate credit
Christoffersen, Peter F.
;
Jacobs, Kris
;
Jin, Xisong
; …
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 521-560
Persistent link: https://www.econbiz.de/10011990811
Saved in:
4
A study of risk spillover in the crude oil and the natural gas markets
Kumar, Dilip
- In:
Global business review
18
(
2017
)
6
,
pp. 1465-1477
Persistent link: https://www.econbiz.de/10011800026
Saved in:
5
Value-at-risk and expected shortfall using the unbiased extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, Srinivasan
- In:
Studies in economics and finance
34
(
2017
)
4
,
pp. 506-526
Persistent link: https://www.econbiz.de/10011961097
Saved in:
6
Risk spillover between the GIPSI economies and Egypt, Saudi Arabia, and Turkey
Kumar, Dilip
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
6
,
pp. 1193-1208
Persistent link: https://www.econbiz.de/10011561247
Saved in:
7
Testing and comparing value-at-risk measures
Christoffersen, Peter F.
;
Hahn, Jinyong
;
Inoue, Atsushi
- In:
Journal of empirical finance
8
(
2001
)
3
,
pp. 325-342
Persistent link: https://www.econbiz.de/10001587072
Saved in:
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