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~isPartOf:"International review of financial analysis"
~subject:"Forecasting model"
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Search: subject:"value at risk"
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Forecasting model
Risikomaß
74
Risk measure
74
Portfolio selection
31
Portfolio-Management
31
Theorie
29
Theory
29
Capital income
21
Kapitaleinkommen
21
Risiko
21
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21
Risk
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20
Volatility
20
Volatilität
20
ARCH model
16
ARCH-Modell
16
Aktienmarkt
16
Estimation
16
Schätzung
16
Stock market
16
Value-at-Risk
16
Value-at-risk
15
Prognoseverfahren
14
Statistical distribution
13
Statistische Verteilung
13
Systemic risk
11
Systemrisiko
11
Financial crisis
10
Finanzkrise
10
Welt
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World
10
Expected shortfall
9
Measurement
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Messung
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Multivariate Verteilung
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14
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Degiannakis, Stavros
2
Lazar, Emese
2
Alexander, Carol
1
Argyropoulos, Christos
1
Bee, Marco
1
Berger, Theo
1
Dai, Zhifeng
1
Dent, Pamela
1
Floros, Christos
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Gao, Xinxin
1
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1
Kambouroudis, Dimos
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Kang, Jie
1
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1
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1
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1
Nakata, Keiichi
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Panopulu, Aikaterinē
1
Paul, Samit
1
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1
Pourkhanali, Armin
1
Qi, Shuyuan
1
Qiu, Zhiguo
1
Stanescu, Silvia
1
Su, Xiaoman
1
Tafakori, Laleh
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Wang, Lu
1
Wen, Fenghua
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CORE Discussion Papers
International review of financial analysis
International journal of forecasting
49
Journal of forecasting
33
Finance research letters
29
Discussion paper / Tinbergen Institute
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of empirical finance
16
Journal of banking & finance
14
Risks : open access journal
14
The journal of risk model validation
14
Energy economics
12
Journal of financial econometrics
12
Journal of risk
12
The North American journal of economics and finance : a journal of financial economics studies
12
Econometric Institute research papers
11
Computational economics
10
Quantitative finance
10
Applied economics
9
Journal of risk and financial management : JRFM
8
Working paper
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Applied economics letters
7
Economic modelling
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International review of economics & finance : IREF
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of economic dynamics & control
7
The European journal of finance
7
Working papers
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CFS working paper series
6
European journal of operational research : EJOR
6
Journal of econometrics
6
Journal of risk management in financial institutions
6
Discussion papers / CEPR
5
Research paper series / Swiss Finance Institute
5
Finance and economics discussion series
4
Journal of commodity markets
4
Pacific-Basin finance journal
4
Research in international business and finance
4
SFB 649 discussion paper
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Annals of financial economics
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1
Value-at-Risk
Qiu, Zhiguo
;
Lazar, Emese
;
Nakata, Keiichi
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492387
Saved in:
2
Does systemic risk in the fund markets predict future economic downturns?
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
International review of financial analysis
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014492409
Saved in:
3
Do ESG ETFs provide downside risk protection during Covid-19? : evidence from forecast combination models
Huang, Yujun
- In:
International review of financial analysis
94
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014543986
Saved in:
4
An empirical investigation of multiperiod tail risk forecasting models
Zhang, Ning
;
Su, Xiaoman
;
Qi, Shuyuan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248332
Saved in:
5
Forecasting
Value-at-Risk
using functional volatility incorporating an exogenous effect
Pourkhanali, Armin
;
Tafakori, Laleh
;
Bee, Marco
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467094
Saved in:
6
Predicting stock returns : a risk measurement perspective
Dai, Zhifeng
;
Kang, Jie
;
Wen, Fenghua
- In:
International review of financial analysis
74
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012803806
Saved in:
7
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
8
Backtesting VaR and ES under the magnifying glass
Argyropoulos, Christos
;
Panopulu, Aikaterinē
- In:
International review of financial analysis
64
(
2019
),
pp. 22-37
Persistent link: https://www.econbiz.de/10012208280
Saved in:
9
Multiple-days-ahead
value-at-risk
and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
10
Intraday risk management in International stock markets : a conditional EVT approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International review of financial analysis
44
(
2016
),
pp. 34-55
Persistent link: https://www.econbiz.de/10011623805
Saved in:
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