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~accessRights:"restricted"
~isPartOf:"Annals of financial economics"
~subject:"Prognoseverfahren"
~subject:"Risikomaß"
~type_genre:"Article in journal"
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Annals of financial economics
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139
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100
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87
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59
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56
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54
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International review of financial analysis
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International journal of forecasting
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Astin bulletin : the journal of the International Actuarial Association
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Computers & operations research : and their applications to problems of world concern ; an international journal
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1
Density and risk prediction with non-Gaussian COMFORT models
Paolella, Marc S.
;
Polak, Pawel
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014442390
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2
Universal risk budgeting
Garivaltis, Alex
- In:
Annals of financial economics
16
(
2021
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10013185452
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3
Evaluating the accuracy of tail risk forecasts for systemic risk measurement
Brownlees, Christian
;
Cavaliere, Giuseppe
;
Monti, Alice
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011931111
Saved in:
4
Modeling the dynamis of international agricultural commodity prices : a comparison of GARCH and stochastic volatility models
Yang, Lu
;
Hamori, Shigeyuki
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011958469
Saved in:
5
A statistical risk assessment of bitcoin and its extreme tail behavior
Osterrieder, Joerg
;
Lorenz, Julian
- In:
Annals of financial economics
12
(
2017
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011716049
Saved in:
6
Market risk of investment in us subprime crisis : comparison of a pure diffusion and a pure jump model
Mozumder, Sharif
;
Rahman, Arafatur
- In:
Annals of financial economics
11
(
2016
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011685729
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