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subject:"ARCH model"
subject:"Risikomaß"
~isPartOf:"International journal of finance & economics : IJFE"
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ARCH model
Risikomaß
Risikomanagement
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Drakos, Anastassios A.
2
Kouretas, Georgios P.
2
Zarangas, Leonidas P.
2
Aboura, Sofiane
1
Chan-Lau, Jorge A.
1
Chen, Xizhuo
1
Diamandis, Panayotis F.
1
Du, Jiangze
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1
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Stoyanov, Stoyan V.
1
Turner, Paul
1
Wang, Shixuan
1
Yan, Meilan
1
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International journal of finance & economics : IJFE
Insurance / Mathematics & economics
93
Risks : open access journal
57
Journal of banking & finance
53
European journal of operational research : EJOR
40
Journal of risk
40
Finance research letters
33
Energy economics
29
Economic modelling
27
The journal of operational risk
27
The North American journal of economics and finance : a journal of financial economics studies
24
The journal of risk model validation
23
International review of financial analysis
21
Journal of risk management in financial institutions
21
Quantitative finance
20
Discussion paper / Tinbergen Institute
17
International review of economics & finance : IREF
16
International journal of theoretical and applied finance
15
Journal of risk and financial management : JRFM
15
Applied economics
14
The European journal of finance
14
International journal of forecasting
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Journal of econometrics
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SpringerLink / Bücher
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Journal of empirical finance
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Research in international business and finance
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International journal of risk assessment and management : IJRAM
10
Journal of international financial markets, institutions & money
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Journal of financial econometrics
9
Journal of mathematical finance
9
Pacific-Basin finance journal
9
Scandinavian actuarial journal
9
The journal of credit risk : published quarterly by Incisive Media
9
Applied economics letters
8
Astin bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
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1
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
Saved in:
2
Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze
;
Chen, Xizhuo
;
Gong, Jincheng
;
Lin, Xiao
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
Saved in:
3
Vines climbing higher : risk management for commodity futures markets using a regular vine copula approach
Li, Hemei
;
Liu, Zhenya
;
Wang, Shixuan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2438-2457
Persistent link: https://www.econbiz.de/10013184895
Saved in:
4
Disentangling crashes from tail events
Aboura, Sofiane
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 206-219
Persistent link: https://www.econbiz.de/10011348417
Saved in:
5
Estimating liquidity risk using the exposure-based cash-flow-at-risk approach : an application to the UK banking sector
Yan, Meilan
;
Hall, Maximilian
;
Turner, Paul
- In:
International journal of finance & economics : IJFE
19
(
2014
)
3
,
pp. 225-238
Persistent link: https://www.econbiz.de/10010471929
Saved in:
6
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
Saved in:
7
On equity risk prediction and tail spillovers
Pouliasis, Panos
;
Kyriakou, Ioannis
;
Papapostolou, Nikos
- In:
International journal of finance & economics : IJFE
22
(
2017
)
4
,
pp. 379-393
Persistent link: https://www.econbiz.de/10011960379
Saved in:
8
Asset allocation in the Athens stock exchange : a variance sensitivity analysis
Diamandis, Panayotis F.
;
Drakos, Anastassios A.
; …
- In:
International journal of finance & economics : IJFE
17
(
2012
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10009615696
Saved in:
9
Forecasting financial volatility of the Athens stock exchange daily returns : an application of the asymmetric normal mixture GARCH model
Drakos, Anastassios A.
;
Kouretas, Georgios P.
; …
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 331-350
Persistent link: https://www.econbiz.de/10008811307
Saved in:
10
Identifying contagion risk in the international banking system : an extreme value theory approach
Chan-Lau, Jorge A.
;
Mitra, Srobona
;
Ong, Li Lian
- In:
International journal of finance & economics : IJFE
17
(
2012
)
4
,
pp. 390-406
Persistent link: https://www.econbiz.de/10009689473
Saved in:
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