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subject:"ARCH-Modell"
~person:"Karmakar, Madhusudan"
~type:"article"
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ARCH-Modell
Risikomaß
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6
Capital income
5
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Karmakar, Madhusudan
Degiannakis, Stavros
8
Francq, Christian
7
Giot, Pierre
7
Paolella, Marc S.
7
Su, Jung-bin
7
Zakoïan, Jean-Michel
7
Ardia, David
6
Liu, Hung-Chun
6
Zarangas, Leonidas P.
6
Chen, Cathy W. S.
5
Kang, Sang Hoon
5
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5
Mensi, Walid
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Tiwari, Aviral Kumar
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Walther, Thomas
5
Weiß, Gregor
5
Aloui, Chaker
4
Barone-Adesi, Giovanni
4
Bee, Marco
4
Blazsek, Szabolcs
4
Chlebus, Marcin
4
Floros, Christos
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Gerlach, Richard
4
Hammoudeh, Shawkat
4
Huang, Zhuo
4
Kim, Young Shin
4
Kok Haur Ng
4
Kumar, Dilip
4
Lönnbark, Carl
4
Mabrouk, Samir
4
Mora-Valencia, Andrés
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Naimoli, Antonio
4
Olmo, Jose
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Paul, Samit
4
Perote, Javier
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Račev, Svetlozar T.
4
So, Mike Ka-pui
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Review of financial economics : RFE
2
International review of economics & finance : IREF
1
International review of financial analysis
1
Multinational finance journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Forecasting liquidity-adjusted VaR : a conditional EVT-copula approach
Karmakar, Madhusudan
;
Khadotra, Ravi
- In:
Review of financial economics : RFE
41
(
2023
)
3
,
pp. 283-321
Persistent link: https://www.econbiz.de/10014336153
Saved in:
2
Relative efficiency of component GARCH-EVT approach in managing intraday market risk
Paul, Samit
;
Karmakar, Madhusudan
- In:
Multinational finance journal
21
(
2017
)
4
,
pp. 247-283
Persistent link: https://www.econbiz.de/10012547567
Saved in:
3
Dependence structure and portfolio risk in Indian foreign exchange market : a GARCH-EVT-Copula approach
Karmakar, Madhusudan
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 275-291
Persistent link: https://www.econbiz.de/10011792337
Saved in:
4
Intraday risk management in International stock markets : a conditional EVT approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International review of financial analysis
44
(
2016
),
pp. 34-55
Persistent link: https://www.econbiz.de/10011623805
Saved in:
5
Managing extreme risk in some major stock markets : an extreme value approach
Karmakar, Madhusudan
;
Shukla, Girja K.
- In:
International review of economics & finance : IREF
35
(
2015
),
pp. 1-25
Persistent link: https://www.econbiz.de/10011333727
Saved in:
6
Estimation of tail-related risk measures in the Indian stock market : an extreme value approach
Karmakar, Madhusudan
- In:
Review of financial economics : RFE
22
(
2013
)
3
,
pp. 79-85
Persistent link: https://www.econbiz.de/10010213379
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