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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of risk"
~subject:"ARCH model"
~subject:"Derivat"
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Search: subject_exact:"Statistische Verteilung"
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ARCH model
Derivat
Statistical distribution
88
Statistische Verteilung
88
Theorie
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Theory
36
Option pricing theory
27
Optionspreistheorie
27
Risikomaß
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2
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1
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1
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International journal of theoretical and applied finance
Journal of risk
Journal of econometrics
19
Journal of empirical finance
16
Discussion paper / Tinbergen Institute
15
International journal of forecasting
14
Economic modelling
13
Research paper series / Swiss Finance Institute
11
The European journal of finance
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Applied economics
10
Finance research letters
10
Journal of forecasting
10
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9
The North American journal of economics and finance : a journal of financial economics studies
9
International review of economics & finance : IREF
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International review of financial analysis
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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Journal of risk and financial management : JRFM
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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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Energy economics
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Journal of financial econometrics
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Risks : open access journal
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Global business & economics review
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Review of quantitative finance and accounting
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The journal of futures markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
17
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1
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
2
Making Cornish-Fisher fit for risk measurement
Lamb, John D.
;
Monville, Maura E.
;
Tee, Kaihong
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 53-81
Persistent link: https://www.econbiz.de/10012059934
Saved in:
3
Index options and volatility derivatives in a Gaussian random field risk-neutral density model
Han, Xixuan
;
Wei, Boyu
;
Yang, Hailiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011891885
Saved in:
4
Estimation window strategies for value-at-risk and expected shortfall forecasting
Berens, Tobias
;
Weiß, Gregory N. F.
;
Ziggel, Daniel
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 33-82
Persistent link: https://www.econbiz.de/10011914663
Saved in:
5
Estimating the tail shape parameter from option prices
Hamidieh, Kam
- In:
Journal of risk
19
(
2017
)
6
,
pp. 85-110
Persistent link: https://www.econbiz.de/10011799166
Saved in:
6
Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis
Abad, Pilar
;
Benito Muela, Sonia
;
López-Martín, Carmen
; …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011598265
Saved in:
7
Credit-equity modeling under a latent Lévy firm process
Kijima, Masaaki
;
Siu, Chi Chung
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-41
Persistent link: https://www.econbiz.de/10010364748
Saved in:
8
Approximating the multivariate distribution of time-aggregated stock returns under GARCH
Simonato, Jean-Guy
- In:
Journal of risk
16
(
2013
)
2
,
pp. 25-49
Persistent link: https://www.econbiz.de/10010237931
Saved in:
9
Informationally dynamized Gaussian copula
Crépey, S.
;
Jeanblanc, Monique
;
Wu, Dong Li
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748717
Saved in:
10
Multivariate heavy-tailed models for value-at-risk estimation
Marinelli, Carlo
;
D'Addona, Stefano
;
Račev, Svetlozar T.
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009624462
Saved in:
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