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source:"econis"
~isPartOf:"Applied economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Schätztheorie"
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Search: subject_exact:"Risk measure"
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Schätztheorie
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120
Risk measure
120
Portfolio selection
47
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47
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45
ARCH-Modell
45
Volatility
45
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45
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38
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Chiu, Yen-Chen
1
Chuang, I-Yuan
1
Díaz Hernández, Adán
1
Guillén, Montserrat
1
Haensly, Paul J.
1
Horváth, Roman
1
Li, Leon
1
Nolasco Jáuregui, Oralia
1
Perote, Javier
1
Quezada-Téllez, Luis Alberto
1
Salazar Flores, Yuri
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Vidal-Llana, Xenxo
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Applied economics
The North American journal of economics and finance : a journal of financial economics studies
Insurance / Mathematics & economics
24
Journal of risk
21
Journal of econometrics
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
The journal of risk model validation
9
Finance research letters
8
Journal of banking & finance
8
Discussion paper / Tinbergen Institute
7
Journal of financial econometrics
7
Computational economics
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Risks : open access journal
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SFB 649 discussion paper
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International journal of forecasting
5
International journal of theoretical and applied finance
5
Quantitative finance
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Série des documents de travail / Centre de Recherche en Économie et Statistique
5
The journal of operational risk
5
Working papers series in theoretical and applied economics
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Dresdner Beiträge zu quantitativen Verfahren
4
Finance and economics discussion series
4
International journal of monetary economics and finance
4
Journal of forecasting
4
Journal of mathematical finance
4
Journal of risk and financial management : JRFM
4
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4
Econometrics : open access journal
3
Journal of empirical finance
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Operations research
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Scandinavian actuarial journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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ECONIS (ZBW)
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1
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
2
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
3
Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
Saved in:
4
Risk decomposition, estimation error, and naïve diversification
Haensly, Paul J.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012654769
Saved in:
5
Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation
Li, Leon
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 116-135
Persistent link: https://www.econbiz.de/10011878799
Saved in:
6
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
Saved in:
7
GARCH models, tail indexes and error distributions : an empirical investigation
Horváth, Roman
;
Šopov, Boril
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011672845
Saved in:
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