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~subject:"Risk measure"
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Aktienindex
30
Stock index
30
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16
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16
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15
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15
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13
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9
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Bao, Liang
1
Baruník, Jozef
1
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1
Faff, Robert W.
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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Economic modelling
Applied financial economics
34
The North American journal of economics and finance : a journal of financial economics studies
32
International review of financial analysis
30
The journal of futures markets
27
Journal of banking & finance
25
Applied economics letters
24
Finance research letters
23
International review of economics & finance : IREF
23
Journal of risk and financial management : JRFM
22
Applied economics
21
Journal of international financial markets, institutions & money
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of empirical finance
15
Discussion paper / Tinbergen Institute
14
Journal of forecasting
14
The empirical economics letters : a monthly international journal of economics
14
Finance India : the quarterly journal of Indian Institute of Finance
13
Research in international business and finance
13
International Journal of Energy Economics and Policy : IJEEP
12
Journal of econometrics
12
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
11
Energy economics
11
International journal of forecasting
11
Working paper
11
Economics letters
10
International journal of theoretical and applied finance
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Pacific-Basin finance journal
9
The European journal of finance
9
CESifo working papers
8
Cogent economics & finance
8
Econometric reviews
8
Finanzmarkt und Portfolio-Management
8
International journal of economics and financial issues : IJEFI
8
International journal of finance & economics : IJFE
8
Investment management and financial innovations
8
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8
NBER working paper series
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ECONIS (ZBW)
15
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1
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Saved in:
2
Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre
;
Vosgha, Hamed
- In:
Economic modelling
77
(
2019
),
pp. 81-91
Persistent link: https://www.econbiz.de/10012198426
Saved in:
3
Hitting SKEW for SIX
Liu, Zhangxin
;
Faff, Robert W.
- In:
Economic modelling
64
(
2017
),
pp. 449-464
Persistent link: https://www.econbiz.de/10011761292
Saved in:
4
Modeling volatility linkages between Shanghai and Hong Kong stock markets before and after the connect program
Lin, Wensheng
- In:
Economic modelling
67
(
2017
),
pp. 346-354
Persistent link: https://www.econbiz.de/10011813838
Saved in:
5
Empirical analysis of stock indices under a regime-switching model with dependent jump size risks
Hsu, Yuan-Lin
;
Lin, Shih-kuei
;
Hung, Ming-Chin
;
Huang, …
- In:
Economic modelling
54
(
2016
),
pp. 260-275
Persistent link: https://www.econbiz.de/10011642172
Saved in:
6
Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market
Su, Jung-bin
- In:
Economic modelling
46
(
2015
),
pp. 204-224
Persistent link: https://www.econbiz.de/10011436595
Saved in:
7
Value at Risk and expected shortfall of firms in the main European Union stock market indexes : a detailed analysis by economic sectors and geographical situation
Iglesias, Emma M.
- In:
Economic modelling
50
(
2015
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011439601
Saved in:
8
An empirical model of fractionally cointegrated daily high and low stock market prices
Baruník, Jozef
;
Dvořáková, Sylvie
- In:
Economic modelling
45
(
2015
),
pp. 193-206
Persistent link: https://www.econbiz.de/10011334126
Saved in:
9
Calendar anomalies in cash and stock index futures : international evidence
Floros, Christos
;
Salvador, Enrique
- In:
Economic modelling
37
(
2014
),
pp. 216-223
Persistent link: https://www.econbiz.de/10010417707
Saved in:
10
The persistence and asymmetric volatility in the Nigerian stock bull and bear markets
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
- In:
Economic modelling
38
(
2014
),
pp. 463-469
Persistent link: https://www.econbiz.de/10010419012
Saved in:
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