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isPartOf:"CFS Working Paper Series"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"USA"
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Bali, Turan G.
1
Chow, William W.
1
Ergün, A. Tolga
1
Fung, Michael Ka-yiu
1
Hammoudeh, Shawkat
1
Jansen, Dennis W.
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Jun, Jongbyung
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Koedijk, Kees
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Malik, Farooq
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CFS Working Paper Series
Journal of empirical finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Journal of banking & finance
10
Journal of risk management in financial institutions
8
International review of financial analysis
7
The journal of structured finance
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Working paper / National Bureau of Economic Research, Inc.
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Reihe Ökonomie
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1
Parametric Value-at-Risk analysis : evidence from stock indices
Mabrouk, Samir
;
Saadi, Samir
- In:
The quarterly review of economics and finance : journal …
52
(
2012
)
3
,
pp. 305-321
Persistent link: https://www.econbiz.de/10009683550
Saved in:
2
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
- In:
The quarterly review of economics and finance : journal …
51
(
2011
)
4
,
pp. 435-441
Persistent link: https://www.econbiz.de/10009373135
Saved in:
3
Time-varying higher-order conditional moments and forecasting intraday VaR and expected shortfall
Ergün, A. Tolga
;
Jun, Jongbyung
- In:
The quarterly review of economics and finance : journal …
50
(
2010
)
3
,
pp. 264-272
Persistent link: https://www.econbiz.de/10009247717
Saved in:
4
Volatility of stock price as predicted by patent data : an MGARCH perspective
Chow, William W.
;
Fung, Michael Ka-yiu
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 64-79
Persistent link: https://www.econbiz.de/10003692996
Saved in:
5
Disturbing extremal behavior of spot rate dynamics
Bali, Turan G.
;
Neftci, Salih N.
- In:
Journal of empirical finance
10
(
2003
)
4
,
pp. 455-477
Persistent link: https://www.econbiz.de/10001782291
Saved in:
6
Portfolio selection with limited downside risk
Jansen, Dennis W.
;
Koedijk, Kees
;
Vries, Casper G. de
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 247-269
Persistent link: https://www.econbiz.de/10001557717
Saved in:
7
Volatility dynamics under duration-dependent mixing
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 345-372
Persistent link: https://www.econbiz.de/10001558275
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