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~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"Risikomaß"
~type_genre:"Article in journal"
~type_genre:"Government document"
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Search: subject_exact:"GARCH model"
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ARCH model
49
ARCH-Modell
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Volatility
32
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Aktienmarkt
16
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Balibey, Mesut
1
Buberkoku, Onder
1
Gutiérrez, Raúl de Jesús
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Handika, Rangga
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Huang, Han-Ching
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Li, Xingye
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Santillán Salgado, Roberto Joaquín
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Triandaru, Sigit
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1
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International journal of economics and financial issues : IJEFI
Energy economics
28
Journal of empirical finance
26
The North American journal of economics and finance : a journal of financial economics studies
25
Journal of banking & finance
23
Finance research letters
22
International journal of forecasting
22
Journal of risk
22
Economic modelling
21
Applied economics
20
Journal of risk and financial management : JRFM
16
International review of financial analysis
15
The journal of risk model validation
15
Journal of forecasting
14
International review of economics & finance : IREF
11
Journal of econometrics
11
Research in international business and finance
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Journal of international financial markets, institutions & money
9
Journal of financial econometrics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Risks : open access journal
8
The European journal of finance
8
Applied economics letters
7
Computational economics
7
Insurance / Mathematics & economics
7
Journal of mathematical finance
7
Pacific-Basin finance journal
7
Quantitative finance
7
Risk management : a journal of risk, crisis and disaster
7
Review of quantitative finance and accounting
6
Annals of financial economics
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Emerging markets review
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Financial markets and portfolio management
4
International Journal of Financial Studies : open access journal
4
International journal of economics and finance
4
International journal of finance & economics : IJFE
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
On the effectiveness of stock index futures for tail risk protection
Zouari, Hammadi
- In:
International journal of economics and financial issues …
12
(
2022
)
3
,
pp. 38-52
Persistent link: https://www.econbiz.de/10013259361
Saved in:
2
Conditional extreme values theory and tail-related risk measures : evidence from Latin American stock markets
Gutiérrez, Raúl de Jesús
;
Santillán Salgado, …
- In:
International journal of economics and financial issues …
9
(
2019
)
3
,
pp. 127-141
Persistent link: https://www.econbiz.de/10012149540
Saved in:
3
Examining the value-at-risk performance of fractionally integrated GARCH models : evidence from energy commodities
Buberkoku, Onder
- In:
International journal of economics and financial issues …
8
(
2018
)
3
,
pp. 36-50
Persistent link: https://www.econbiz.de/10011978920
Saved in:
4
Study about the minimum value at risk of stock index futures hedging applying exponentially weighted moving average : generalized autoregressive conditional heteroskedasticity mode...
Xu, Rong
;
Li, Xingye
- In:
International journal of economics and financial issues …
7
(
2017
)
6
,
pp. 104-110
Persistent link: https://www.econbiz.de/10011948261
Saved in:
5
Retailer value-at-risk in interconnected power markets : an Australian empirical analysis
Handika, Rangga
;
Triandaru, Sigit
- In:
International journal of economics and financial issues …
6
(
2016
)
6
,
pp. 6-9
Persistent link: https://www.econbiz.de/10011782375
Saved in:
6
Asymmetric GARCH value-at-risk over MSCI in financial crisis
Huang, Han-Ching
;
Su, Yong-chern
;
Tsui, Jen-Tien
- In:
International journal of economics and financial issues …
5
(
2015
)
2
,
pp. 390-398
Persistent link: https://www.econbiz.de/10011453527
Saved in:
7
Value-at-Risk analysis in the presence of asymmetry and long memory : the case of Turkish Stock Market
Balibey, Mesut
;
Turkyilmaz, Serpil
- In:
International journal of economics and financial issues …
4
(
2014
)
4
,
pp. 836-848
Persistent link: https://www.econbiz.de/10010528502
Saved in:
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