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subject:"Deutschland"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Capital income"
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Search: subject_exact:"Risikomaß"
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Deutschland
Capital income
Risikomaß
91
Risk measure
91
Theorie
34
Theory
34
Portfolio selection
33
Portfolio-Management
33
Statistical distribution
28
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28
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25
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15
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Daníelsson, Jón
2
McAleer, Michael
2
Vries, Casper G. de
2
Xiong, Xiong
2
Allen, David E.
1
Ardia, David
1
Asai, Manabu
1
Asghar, Nadia
1
Bauwens, Luc
1
Bos, Charles S.
1
Caporin, Massimiliano
1
Caserta, Silvia
1
Chen, Lifang
1
Diao, Xundi
1
Dijk, Herman K. van
1
Gong, Xiao-Li
1
Gui, Pingshu
1
Gupta, Rangan
1
Hammoudeh, Shawkat
1
Hoogerheide, Lennart
1
Jiang, Yuexiang
1
Kang, Sang Hoon
1
Klaassen, Pieter
1
Li, Xiaoping
1
Liu, Xi-Hua
1
Long, Huaigang
1
Lucas, André
1
Muteba Mwamba, John
1
Scharth, Marcel
1
Shen, Dehua
1
Spreij, Peter
1
Straetmans, Stefan
1
Tong, Bin
1
Ur Rehman, Mobeen
1
Wang, Chen
1
Yeh, Jin-huei
1
Yun, Mu Shu
1
Zhu, Yanjian
1
Zhu, Yifeng
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Discussion paper / Tinbergen Institute
Pacific-Basin finance journal
International review of financial analysis
21
The North American journal of economics and finance : a journal of financial economics studies
21
Finance research letters
20
Insurance / Mathematics & economics
17
Journal of banking & finance
16
Journal of empirical finance
13
Journal of risk
13
Research in international business and finance
13
International journal of forecasting
12
Energy economics
11
Applied economics
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
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9
International review of economics & finance : IREF
8
Journal of financial econometrics
8
Journal of forecasting
8
Journal of risk and financial management : JRFM
8
Quantitative finance
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
CFS working paper series
7
Journal of financial economics
7
Journal of international financial markets, institutions & money
7
Risks : open access journal
7
SpringerLink / Bücher
7
Econometric Institute research papers
6
Research paper series / Swiss Finance Institute
6
The journal of asset management
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
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Discussion paper / Deutsche Bundesbank
5
Economic modelling
5
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of finance & economics : IJFE
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Review of quantitative finance and accounting
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The European journal of finance
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ECONIS (ZBW)
15
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1
Forecasting VaRs via hybrid EVT with normal and non-normal filters : a comparative analysis from the Chinese stock market
Tong, Bin
;
Diao, Xundi
;
Li, Xiaoping
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014491148
Saved in:
2
Assessing jump and cojumps in financial asset returns with applications in futures markets
Yeh, Jin-huei
;
Yun, Mu Shu
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463584
Saved in:
3
Tail risks, firm characteristics, and stock returns
Wang, Chen
;
Xiong, Xiong
;
Shen, Dehua
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013552558
Saved in:
4
Value at risk and the cross-section of expected returns : evidence from China
Gui, Pingshu
;
Zhu, Yifeng
- In:
Pacific-Basin finance journal
66
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013252854
Saved in:
5
Do Islamic indices provide diversification to bitcoin? : a time-varying copulas and value at risk application
Ur Rehman, Mobeen
;
Asghar, Nadia
;
Kang, Sang Hoon
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012494418
Saved in:
6
Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures
Gong, Xiao-Li
;
Liu, Xi-Hua
;
Xiong, Xiong
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 95-109
Persistent link: https://www.econbiz.de/10012169513
Saved in:
7
Tail risk and expected stock returns around the world
Long, Huaigang
;
Zhu, Yanjian
;
Chen, Lifang
;
Jiang, Yuexiang
- In:
Pacific-Basin finance journal
56
(
2019
),
pp. 162-178
Persistent link: https://www.econbiz.de/10012169574
Saved in:
8
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009767006
Saved in:
9
GARCH models for daily stock returns : impact of estimation frequency on value-at-risk and expected shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart
-
2013
Persistent link: https://www.econbiz.de/10010191413
Saved in:
10
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2013
Persistent link: https://www.econbiz.de/10009784942
Saved in:
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