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~isPartOf:"Applied economics letters"
~isPartOf:"Energy economics"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Risk measure"
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Prognoseverfahren
Risikomaß
226
Risk measure
226
Theorie
80
Theory
80
Portfolio selection
79
Portfolio-Management
79
Risk
70
Volatility
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Gupta, Rangan
3
Herrera, Rodrigo
2
Ke, Rui
2
Lönnbark, Carl
2
Pierdzioch, Christian
2
Salisu, Afees A.
2
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1
Almudhaf, Fahad
1
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1
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1
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1
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1
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1
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1
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1
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1
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Applied economics letters
Energy economics
Finance research letters
Journal of economic dynamics & control
International journal of forecasting
45
Journal of forecasting
32
Discussion paper / Tinbergen Institute
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of banking & finance
14
Journal of empirical finance
14
Risks : open access journal
14
International review of financial analysis
13
Econometric Institute research papers
11
Journal of financial econometrics
11
Journal of risk
11
The North American journal of economics and finance : a journal of financial economics studies
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The journal of risk model validation
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Quantitative finance
10
Applied economics
9
Computational economics
8
Journal of risk and financial management : JRFM
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The European journal of finance
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European journal of operational research : EJOR
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Journal of econometrics
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Journal of risk management in financial institutions
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International review of economics & finance : IREF
5
Research paper series / Swiss Finance Institute
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Discussion papers / CEPR
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of commodity markets
4
Pacific-Basin finance journal
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Research in international business and finance
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SFB 649 discussion paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
45
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1
How useful are energy-related uncertainty for oil price volatility forecasting?
Zhang, Xiaoyun
;
Guo, Qiang
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490433
Saved in:
2
Forecasting and backtesting systemic risk in the cryptocurrency market
Fang, Sheng
;
Cao, Guangxi
;
Egan, Paul
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472755
Saved in:
3
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
4
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
5
Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo
;
Poon, Aubrey
;
Rossini, Luca
;
Zhu, Dan
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
Saved in:
6
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
7
Tail risk forecasting of realized volatility CAViaR models
Chen, Cathy W. S.
;
Hsu, Hsiao-Yun
;
Watanabe, Toshiaki
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014304842
Saved in:
8
Quantile prediction for Bitcoin returns using financial assets' realized measures
Kawakami, Tabito
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473030
Saved in:
9
Forecasting tail risk for Bitcoin : a dynamic peak over threshold approach
Ke, Rui
;
Yang, Luyao
;
Tan, Changchun
- In:
Finance research letters
49
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013478773
Saved in:
10
Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting?
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013478838
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