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~isPartOf:"Applied economics letters"
~subject:"Prognoseverfahren"
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Almudhaf, Fahad
1
Ardia, David
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Applied economics letters
International journal of forecasting
45
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32
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of banking & finance
14
Journal of empirical finance
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Risks : open access journal
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International review of financial analysis
13
Journal of financial econometrics
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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
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Journal of risk and financial management : JRFM
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Journal of economic dynamics & control
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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
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of commodity markets
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Pacific-Basin finance journal
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Research in international business and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of finance & economics : IJFE
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Journal of applied econometrics
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Journal of risk : JOR
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Journal of risk finance : the convergence of financial products and insurance
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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:
2
Backtesting expected shortfall : evidence from European securitized real estate
Almudhaf, Fahad
- In:
Applied economics letters
25
(
2018
)
3
,
pp. 176-182
Persistent link: https://www.econbiz.de/10011853830
Saved in:
3
SEC FRR No. 48 and analyst forecast accuracy
Lin, Bingxuan
;
Lin, Chen-miao
- In:
Applied economics letters
24
(
2017
)
4/6
,
pp. 427-432
Persistent link: https://www.econbiz.de/10011705408
Saved in:
4
Value at risk forecasting for volatility index
Park, Seul-Ki
;
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Applied economics letters
24
(
2017
)
21
,
pp. 1613-1620
Persistent link: https://www.econbiz.de/10011853568
Saved in:
5
Forecasting intraday volatility and VaR using multiplicative component GARCH model
Diao, Xundi
;
Tong, Bin
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1457-1464
Persistent link: https://www.econbiz.de/10011380317
Saved in:
6
Worldwide equity risk prediction
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1333-1339
Persistent link: https://www.econbiz.de/10010202894
Saved in:
7
A corrected Value-at-Risk predictor
Lönnbark, Carl
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1193-1196
Persistent link: https://www.econbiz.de/10008699136
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