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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Journal of risk"
~isPartOf:"The review of financial studies"
~subject:"Risk"
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Search: subject_exact:"Estimation theory"
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Share price
Risk
Estimation theory
55
Schätztheorie
55
Risikomaß
21
Risk measure
21
Theorie
19
Theory
19
Estimation
17
Schätzung
17
Portfolio selection
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expected shortfall (ES)
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Nimalendran, Mahendrarajah
2
Arias-Sema, María A.
1
Auer, Benjamin R.
1
Boudoukh, Jacob
1
Caro-Lopera, Francisco J.
1
Chen, Hui
1
Engle, Robert F.
1
George, Thomas J.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Schuhmacher, Frank
1
Shanken, Jay
1
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1
Wang, Yongning
1
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Journal of risk
The review of financial studies
Journal of econometrics
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Insurance / Mathematics & economics
18
Journal of banking & finance
14
Journal of empirical finance
13
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
12
Economics letters
11
Economic modelling
10
Journal of financial and quantitative analysis : JFQA
10
International journal of forecasting
9
Quantitative finance
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Finance research letters
8
International journal of economics and financial issues : IJEFI
8
Journal of forecasting
8
Review of quantitative finance and accounting
8
Applied economics
7
Journal of applied econometrics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of risk and financial management : JRFM
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of finance : the journal of the American Finance Association
7
Econometrics : open access journal
6
Finance India : the quarterly journal of Indian Institute of Finance
6
International review of financial analysis
6
Journal of economic dynamics & control
6
Journal of economics & business
6
Journal of financial economics
6
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
International journal of theoretical and applied finance
5
Journal of financial econometrics
5
Journal of international financial markets, institutions & money
5
Operations research
5
Pacific-Basin finance journal
5
Risks : open access journal
5
The review of economic studies
5
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ECONIS (ZBW)
17
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17
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1
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:
2
Are there multiple independent risk anomalies in the cross section of stock returns?
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Journal of risk
24
(
2021
)
2
,
pp. 43-87
Persistent link: https://www.econbiz.de/10013284832
Saved in:
3
Risk measures : a generalization from the univariate to the matrix-variate
Arias-Sema, María A.
;
Caro-Lopera, Francisco J.
; …
- In:
Journal of risk
23
(
2021
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012593431
Saved in:
4
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:
5
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:
6
Better risk and performance estimates with factor-model Monte Carlo
Jiang, Yindeng
;
Martin, Doug
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 29-67
Persistent link: https://www.econbiz.de/10011438893
Saved in:
7
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:
8
Testing for GARCH effects with quasilikelihood ratios
Luger, Richard
- In:
Journal of risk
16
(
2013/2014
)
4
,
pp. 23-59
Persistent link: https://www.econbiz.de/10013262927
Saved in:
9
Generalized transform analysis of affine processes and applications in finance
Chen, Hui
;
Joslin, Scott
- In:
The review of financial studies
25
(
2012
)
7
,
pp. 2225-2256
Persistent link: https://www.econbiz.de/10009571713
Saved in:
10
Estimating standard errors in finance panel data sets : comparing approaches
Petersen, Mitchell A.
- In:
The review of financial studies
22
(
2009
)
1
,
pp. 435-480
Persistent link: https://www.econbiz.de/10003836293
Saved in:
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