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~isPartOf:"Economic research"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Estimation theory"
~type_genre:"Aufsatz in Zeitschrift"
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74
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Aufsatz in Zeitschrift
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Balteş, Nicolae
1
Cerovic Smolovic, Julija
1
Guillén, Montserrat
1
Haensly, Paul J.
1
Horváth, Roman
1
Li, Leon
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Lipovina-Božović, Milena
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Perote, Javier
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Rodean, Maria-Daciana
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Vidal-Llana, Xenxo
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Vujošević, Saša
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The North American journal of economics and finance : a journal of financial economics studies
Insurance / Mathematics & economics
24
Journal of risk
21
Journal of econometrics
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
The journal of risk model validation
9
Finance research letters
8
Journal of banking & finance
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European journal of operational research : EJOR
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International journal of forecasting
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International journal of theoretical and applied finance
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Scandinavian actuarial journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Economics letters
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Journal of risk management in financial institutions
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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Operations research letters
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ECONIS (ZBW)
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1
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
2
Risk decomposition, estimation error, and naïve diversification
Haensly, Paul J.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012654769
Saved in:
3
Technical analysis in estimating currency riskportfolios : case study : commercial banks in Romania
Balteş, Nicolae
;
Rodean, Maria-Daciana
- In:
Economic research
32
(
2019
)
1,1
,
pp. 604-621
Persistent link: https://www.econbiz.de/10012388367
Saved in:
4
GARCH models in
value
at
risk
estimation : empirical evidence from the Montenegrin stock exchange
Cerovic Smolovic, Julija
;
Lipovina-Božović, Milena
; …
- In:
Economic research
30
(
2017
)
1,1
,
pp. 477-498
Persistent link: https://www.econbiz.de/10012223947
Saved in:
5
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
Saved in:
6
Testing and comparing the performance of dynamic variance and correlation models in
value-at-risk
estimation
Li, Leon
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 116-135
Persistent link: https://www.econbiz.de/10011878799
Saved in:
7
GARCH models, tail indexes and error distributions : an empirical investigation
Horváth, Roman
;
Šopov, Boril
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011672845
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