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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of risk"
~subject:"ARCH model"
~subject:"Risiko"
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Search: subject_exact:"Statistische Verteilung"
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ARCH model
Risiko
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88
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Abad, Pilar
1
Badescu, Alexandru
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International journal of theoretical and applied finance
Journal of risk
Insurance / Mathematics & economics
47
Journal of econometrics
20
Discussion paper / Tinbergen Institute
18
International journal of forecasting
18
Journal of empirical finance
18
Applied economics
17
Journal of banking & finance
17
Finance research letters
15
Swiss Finance Institute Research Paper
14
Economic modelling
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Research paper series / Swiss Finance Institute
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Risks : open access journal
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Scandinavian actuarial journal
13
The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
13
Journal of forecasting
12
International review of economics & finance : IREF
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International review of financial analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of risk and financial management : JRFM
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Working papers
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Journal of financial econometrics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quantitative finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Economics letters
7
Applied economics letters
6
Astin bulletin : the journal of the International Actuarial Association
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Computational economics
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European journal of operational research : EJOR
6
Journal of economic dynamics & control
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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ASTIN bulletin : the journal of the International Actuarial Association
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Annals of financial economics
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Econometrics : open access journal
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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ECONIS (ZBW)
14
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1
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
2
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
3
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
Saved in:
4
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:
5
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:
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
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
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
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:
10
Accounting for nonnormality in liquidity risk
Ernst, Cornelia
;
Stange, Sebastian
;
Kaserer, Christoph
- In:
Journal of risk
14
(
2011/12
)
3
,
pp. 3-21
Persistent link: https://www.econbiz.de/10009531011
Saved in:
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