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~isPartOf:"Finance research letters"
~subject:"Multivariate Verteilung"
~subject:"Prognoseverfahren"
~subject:"Risikomaß"
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Multivariate Verteilung
Prognoseverfahren
Risikomaß
Risk measure
114
Portfolio selection
49
Portfolio-Management
49
Risiko
43
Risk
43
Theorie
38
Theory
38
Volatility
33
Volatilität
33
Risikomanagement
31
Risk management
31
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29
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28
ARCH-Modell
28
Estimation
24
Schätzung
24
Capital income
22
Kapitaleinkommen
22
Statistical distribution
19
Statistische Verteilung
19
Systemic risk
19
Systemrisiko
19
Financial crisis
18
Finanzkrise
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Measurement
16
Messung
16
Virtual currency
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Virtuelle Währung
16
Spillover effect
13
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13
China
11
Value-at-risk
11
Estimation theory
10
Schätztheorie
10
Tail risk
10
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10
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10
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114
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Capelli, Paolo
2
Chi, Xie
2
Gupta, Rangan
2
Haugom, Erik
2
Huang, Zhuo
2
Ielasi, Federica
2
Liang, Fang
2
Long, Huaigang
2
Lönnbark, Carl
2
Nguyen, Duc Khuong
2
Pierdzioch, Christian
2
Righi, Marcelo Brutti
2
Russo, Angeloantonio
2
Wang, Gang-Jin
2
Wu, Xin
2
Xu, Qiuhua
2
Zhu, Yanjian
2
Acereda, Beatriz
1
Ahn, Jungkyu
1
Ahn, Yongkil
1
Akhtaruzzaman, Md.
1
Alonso, Irma
1
Altınkeski, Buket Kırcı
1
Ardakani, Omid M.
1
Ardia, David
1
Aw, Grace
1
Aydin, Nezir
1
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Bao, Yong
1
Baviera, Roberto
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Finance research letters
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
123
European journal of operational research : EJOR
114
Risks : open access journal
108
Energy economics
74
International review of financial analysis
74
Economic modelling
71
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Quantitative finance
57
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
International journal of theoretical and applied finance
47
Journal of risk management in financial institutions
47
The journal of operational risk
47
Journal of forecasting
42
Journal of econometrics
41
Computational economics
40
International review of economics & finance : IREF
40
The European journal of finance
38
Research in international business and finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Working papers
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Scandinavian actuarial journal
31
Finance and stochastics
30
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Econometric Institute research papers
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Pacific-Basin finance journal
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ECONIS (ZBW)
114
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81
Regime changes in Bitcoin GARCH volatility dynamics
Ardia, David
;
Bluteau, Keven
;
Rüede, Maxime
- In:
Finance research letters
29
(
2019
),
pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
Saved in:
82
Optimization of multi-period portfolio model after fitting best distribution
Kamali, Rezvan
;
Mahmoodi, Safieh
;
Jahandideh, Mohammad-Taghi
- In:
Finance research letters
30
(
2019
),
pp. 44-50
Persistent link: https://www.econbiz.de/10012420187
Saved in:
83
Tail risk and the consumption CAPM
Kwon, Ji Ho
- In:
Finance research letters
30
(
2019
),
pp. 69-75
Persistent link: https://www.econbiz.de/10012420224
Saved in:
84
Bitcoin returns and risk : a general GARCH and GAS analysis
Troster, Victor
;
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
; …
- In:
Finance research letters
30
(
2019
),
pp. 187-193
Persistent link: https://www.econbiz.de/10012420417
Saved in:
85
Assessing tail risk for nonlinear dependence of MSCI sector indices : a copula three-stage approach
De Luca, Giovanni
;
Guégan, Dominique
;
Rivieccio, Giorgia
- In:
Finance research letters
30
(
2019
),
pp. 327-333
Persistent link: https://www.econbiz.de/10012420870
Saved in:
86
Sectoral contributions to systemic risk in the Chinese stock market
Wu, Fei
- In:
Finance research letters
31
(
2019
),
pp. 386-390
Persistent link: https://www.econbiz.de/10012421681
Saved in:
87
When Bitcoin meets economic policy uncertainty (EPU) : measuring risk spillover effect from EPU to Bitcoin
Wang, Gang-Jin
;
Chi, Xie
;
Wen, Danyan
;
Zhao, Longfeng
- In:
Finance research letters
31
(
2019
),
pp. 489-497
Persistent link: https://www.econbiz.de/10012421780
Saved in:
88
A simulation comparison of risk measures for portfolio optimization
Righi, Marcelo Brutti
;
Borenstein, Denis
- In:
Finance research letters
24
(
2018
),
pp. 105-112
Persistent link: https://www.econbiz.de/10011982511
Saved in:
89
Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets
Long, Huaigang
;
Jiang, Yuexiang
;
Zhu, Yanjian
- In:
Finance research letters
24
(
2018
),
pp. 129-136
Persistent link: https://www.econbiz.de/10011982519
Saved in:
90
Identifying systemic important markets from a global perspective : using the ADCC [delta]CoVaR approach with skewed-t distribution
Fang, Libing
;
Chen, Baizhu
;
Yu, Honghai
;
Qian, Yichuo
- In:
Finance research letters
24
(
2018
),
pp. 137-144
Persistent link: https://www.econbiz.de/10011982527
Saved in:
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