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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
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Prognoseverfahren
Schätzung
Risk measure
146
Risikomaß
145
Theorie
97
Theory
97
Portfolio selection
75
Portfolio-Management
75
Risiko
66
Risk
66
Risikomanagement
52
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McAleer, Michael
2
Alexeev, Vitali
1
Asai, Manabu
1
Bouaddi, Mohammed
1
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1
Caporin, Massimiliano
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Kok Haur Ng
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European journal of operational research : EJOR
International review of economics & finance : IREF
International journal of forecasting
48
Finance research letters
33
Journal of banking & finance
33
Journal of forecasting
33
Journal of risk
30
The North American journal of economics and finance : a journal of financial economics studies
26
Discussion paper / Tinbergen Institute
24
International review of financial analysis
24
Applied economics
23
Risks : open access journal
23
Journal of empirical finance
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
The journal of risk model validation
21
Energy economics
20
Economic modelling
19
Journal of econometrics
18
Journal of financial econometrics
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Quantitative finance
17
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Journal of risk and financial management : JRFM
15
Econometric Institute research papers
14
Insurance / Mathematics & economics
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Research in international business and finance
13
Journal of economic dynamics & control
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Computational economics
11
Working paper
11
CFS working paper series
10
Pacific-Basin finance journal
10
Applied economics letters
9
SFB 649 discussion paper
9
The European journal of finance
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Journal of risk management in financial institutions
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CESifo working papers
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Economics letters
7
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
20
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1
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
Saved in:
2
Orthogonal portfolios to assess estimation risk
Chávez-Bedoya, Luis
;
Rosales, Francisco
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 906-937
Persistent link: https://www.econbiz.de/10013342794
Saved in:
3
Estimating tail-risk using semiparametric conditional variance with an application to meme stocks
D'Addona, Stefano
;
Khanom, Najrin
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 241-260
Persistent link: https://www.econbiz.de/10013543110
Saved in:
4
Systemic risk measures and distribution forecasting of macroeconomic shocks
Chen, Guojin
;
Liu, Yanzhen
;
Zhang, Yu
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 178-196
Persistent link: https://www.econbiz.de/10012692464
Saved in:
5
Systemic risk in international stock markets : role of the oil market
Yin, Libo
;
Feng, Jiabao
;
Han, Liyan
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 592-619
Persistent link: https://www.econbiz.de/10012627999
Saved in:
6
Bayesian Value-at-Risk backtesting : the case of annuity pricing
Leung, Melvern
;
Li, Youwei
;
Pantelous, Athanasios A.
; …
- In:
European journal of operational research : EJOR
293
(
2021
)
2
,
pp. 786-801
Persistent link: https://www.econbiz.de/10012513273
Saved in:
7
Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data
Meng, Xiaochun
;
Taylor, James W.
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 191-202
Persistent link: https://www.econbiz.de/10012132379
Saved in:
8
Optimal inventory decisions for a risk-averse retailer when offering layaway
Wang, Daao
;
Dimitrov, Stanko
;
Jian, Lirong
- In:
European journal of operational research : EJOR
284
(
2020
)
1
,
pp. 108-120
Persistent link: https://www.econbiz.de/10012238624
Saved in:
9
Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions
Chan, Jennifer So-Kuen
;
Kok Haur Ng
;
Ragell, Rachel
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 188-212
Persistent link: https://www.econbiz.de/10012205409
Saved in:
10
Asymmetric jump beta estimation with implications for portfolio risk management
Alexeev, Vitali
;
Urga, Giovanni
;
Yao, Wenying
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 20-40
Persistent link: https://www.econbiz.de/10012205461
Saved in:
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