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subject:"Indien"
subject:"Sparen"
~isPartOf:"Journal of risk"
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Indien
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Estimation theory
31
Schätztheorie
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Estimation
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Abad, Pilar
1
Ardia, David
1
Benito Muela, Sonia
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Wang, Yongning
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Weiß, Gregory N. F.
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Journal of risk
Journal of econometrics
52
Econometric theory
35
The Indian economic journal
32
Journal of quantitative economics : official journal of the Indian Econometric Society
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
The Indian journal of economics
23
Economics letters
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Discussion paper / Tinbergen Institute
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Econometric reviews
14
International journal of forecasting
14
The econometrics journal
14
Journal of empirical finance
13
Applied economics
12
CREATES research paper
12
Finance research letters
12
Indian journal of agricultural economics
12
Journal of Indian School of Political Economy : a journal devoted to the study of Indian economy, polity, and society
12
International journal of economics and financial issues : IJEFI
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of forecasting
11
Journal of risk and financial management : JRFM
11
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
10
Economic modelling
10
Journal of time series econometrics
10
Occasional papers / Reserve Bank of India
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Anvesak : journal of the Sardar Patel Institute of Economic and Social Research
9
CORE discussion papers : DP
9
Finance India : the quarterly journal of Indian Institute of Finance
9
Journal of banking & finance
9
Margin : quarterly journal of the National Council of Applied Economic Research
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics letters
8
Econometrics : open access journal
8
Journal of financial econometrics
8
The Pakistan development review : PDR
8
Journal of mathematical finance
7
Theoretical economics letters
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ECONIS (ZBW)
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1
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
- In:
Journal of risk
25
(
2022
)
2
,
pp. 75-105
Persistent link: https://www.econbiz.de/10014342468
Saved in:
2
A two-component realized exponential generalized autoregressive conditional heteroscedasticity model
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Journal of risk
24
(
2022
)
6
,
pp. 61-92
Persistent link: https://www.econbiz.de/10013549674
Saved in:
3
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
4
Covariance estimation for risk-based portfolio optimization : an integrated approach
Butler, Andrew
;
Kwon, Roy H.
- In:
Journal of risk
24
(
2021
)
2
,
pp. 11-41
Persistent link: https://www.econbiz.de/10013284828
Saved in:
5
Procyclicality mitigation for initial margin models with asymmetric volatility
Goldman, Elena
;
Shen, Xiangjin
- In:
Journal of risk
22
(
2019/2020
)
5
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012421684
Saved in:
6
Making Cornish-Fisher fit for risk measurement
Lamb, John D.
;
Monville, Maura E.
;
Tee, Kaihong
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 53-81
Persistent link: https://www.econbiz.de/10012059934
Saved in:
7
Estimation window strategies for value-at-risk and expected shortfall forecasting
Berens, Tobias
;
Weiß, Gregory N. F.
;
Ziggel, Daniel
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 33-82
Persistent link: https://www.econbiz.de/10011914663
Saved in:
8
Estimation risk for value-at-risk and expected shortfall
Kabaila, Paul
;
Mainzer, Rheanna
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 29-47
Persistent link: https://www.econbiz.de/10011847463
Saved in:
9
A new bootstrap test for multiple assets joint risk testing
Ardia, David
;
Gatarek, Lukasz
;
Hoogerheide, Lennart
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011710231
Saved in:
10
Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis
Abad, Pilar
;
Benito Muela, Sonia
;
López-Martín, Carmen
; …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011598265
Saved in:
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