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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Volatility"
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Volatility
Risikomaß
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Risk measure
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Theorie
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Portfolio-Management
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Bianchi, Michele Leonardo
1
Chen, Tzu-ying
1
Fabozzi, Frank J.
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Gremm, Martin
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Liu, Wei-han
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Lütkebohmert-Holtz, Eva
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International journal of theoretical and applied finance
Energy economics
36
The North American journal of economics and finance : a journal of financial economics studies
32
Finance research letters
28
Journal of banking & finance
21
International review of financial analysis
19
International journal of forecasting
18
Economic modelling
17
Journal of empirical finance
17
Journal of risk and financial management : JRFM
15
Applied economics
14
International review of economics & finance : IREF
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Journal of risk
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Working paper
12
Econometric Institute research papers
11
Journal of forecasting
11
Journal of international financial markets, institutions & money
11
The journal of risk model validation
11
Discussion paper / Tinbergen Institute
10
Journal of econometrics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Computational economics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of mathematical finance
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Pacific-Basin finance journal
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Risks : open access journal
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The European journal of finance
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Working papers
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CFS working paper series
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Financial innovation : FIN
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International journal of economics and financial issues : IJEFI
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International journal of finance & economics : IJFE
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Journal of financial econometrics
5
Quantitative finance
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European journal of operational research : EJOR
4
Journal of international money and finance
4
Journal of risk : JOR
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Research in international business and finance
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Research paper series / Swiss Finance Institute
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1
Drawdown measures and return moments
Möller, Philipp M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011957033
Saved in:
2
The stress-dependent random walk
Gremm, Martin
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011419399
Saved in:
3
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
4
VaR/CVaR estimation under stochastic volatility models
Han, Chuan-Hsiang
;
Liu, Wei-han
;
Chen, Tzu-ying
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010363922
Saved in:
5
Value-at-risk computations in stochastic volatility models using second-order weak approximation schemes
Lütkebohmert-Holtz, Eva
;
Matchie, Lydienne
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010363958
Saved in:
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