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~accessRights:"restricted"
~language:"eng"
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
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Estimation theory
Kapitaleinkommen
Schätzung
Risikomaß
2,183
Risk measure
2,183
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1,121
Theory
1,121
Portfolio selection
936
Portfolio-Management
936
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861
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855
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759
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759
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439
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439
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415
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406
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406
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386
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385
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374
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374
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326
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313
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313
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215
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200
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197
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196
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169
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169
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158
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158
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151
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Gupta, Rangan
7
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5
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5
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5
Pierdzioch, Christian
5
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4
Ardia, David
4
Ardison, Kym
4
Chiang, Thomas C.
4
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4
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4
Hou, Yanxi
4
Härdle, Wolfgang
4
Jiang, Cuixia
4
Kang, Sang Hoon
4
Lucas, André
4
Mensi, Walid
4
Nguyen, Duc Khuong
4
Peng, Liang
4
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4
Salisu, Afees A.
4
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4
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3
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3
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3
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3
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3
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3
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3
Ji, Qiang
3
Jiang, Yuexiang
3
Kumar, Dilip
3
Landsman, Zinoviy
3
Li, Handong
3
Linh Hoang Nguyen
3
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Finance research letters
33
Insurance / Mathematics & economics
26
The North American journal of economics and finance : a journal of financial economics studies
26
Journal of banking & finance
21
Journal of risk
21
Energy economics
20
Journal of econometrics
20
Applied economics
19
International review of financial analysis
19
International journal of forecasting
17
Economic modelling
16
Research in international business and finance
15
Journal of empirical finance
14
Journal of financial econometrics
14
Quantitative finance
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Pacific-Basin finance journal
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Journal of international financial markets, institutions & money
10
Computational economics
9
International review of economics & finance : IREF
9
Journal of mathematical finance
9
The journal of risk model validation
9
Journal of economic dynamics & control
8
Journal of forecasting
8
European journal of operational research : EJOR
7
Economics letters
6
Journal of risk : JOR
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Journal of financial economics
5
Risk management : a journal of risk, crisis and disaster
5
Studies in economics and finance
5
Econometric reviews
4
International journal of economics and finance
4
International journal of finance & economics : IJFE
4
International journal of theoretical and applied finance
4
Journal of international money and finance
4
Journal of quantitative economics
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
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ECONIS (ZBW)
684
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1
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
2
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
3
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
4
Using a skewed exponential power mixture for
value-at-risk
and conditional
value-at-risk
forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk : JOR
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014487244
Saved in:
5
Hedging gas in a multi-frequency semiparametric CVaR portfolio
Živkov, Dejan
;
Balaban, Suzana
;
Simić, Milica
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014451522
Saved in:
6
Forecasting
Value
at
Risk
and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
7
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
8
Bank-specific factors, market conditions and the riskiness of Islamic and conventional banks : evidence from recent quantile approaches
Aydemir, Resul
;
Atan, Huzeyfe Zahit
;
Güloğlu, Bülent
- In:
International journal of Islamic and Middle Eastern …
17
(
2024
)
1
,
pp. 16-44
Persistent link: https://www.econbiz.de/10014478178
Saved in:
9
The global spillovers of unconventional monetary policies on tail risks
Alonso, Irma
;
Serrano, Pedro
;
Vaello-Sebastià, Antoni
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445403
Saved in:
10
Kernel quantile estimators for nested simulation with application to portfolio
value-at-risk
measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
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