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~isPartOf:"International review of economics & finance : IREF"
~language:"eng"
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
~subject:"Messung"
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Estimation theory
Kapitaleinkommen
Messung
Risikomaß
35
Risk measure
35
Portfolio selection
15
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15
Risiko
14
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14
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Alexeev, Vitali
1
Asai, Manabu
1
Caporin, Massimiliano
1
Chan, Jennifer So-Kuen
1
Chao, Youcong
1
Chen, Guojin
1
Cheng, Nick Ying-pin
1
Chiang, Shu-mei
1
D'Addona, Stefano
1
Drakos, Anastassios A.
1
Gong, Xiao-Li
1
Guedes, Pablo Cristini
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Kok Haur Ng
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Kouretas, Georgios P.
1
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1
Liu, Hung-Chun
1
Liu, Xi-Hua
1
Liu, Xiaoqun
1
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1
Liu, Yezheng
1
McAleer, Michael
1
Müller, Fernanda Maria
1
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1
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1
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1
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Ubukata, Masato
1
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1
Xiong, Xiong
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Xu, Qifa
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Yao, Wenying
1
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1
Zhang, Yu
1
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International review of economics & finance : IREF
Insurance / Mathematics & economics
125
Journal of risk
50
Journal of banking & finance
43
Risks : open access journal
39
Finance research letters
38
European journal of operational research : EJOR
35
The North American journal of economics and finance : a journal of financial economics studies
27
International review of financial analysis
26
Quantitative finance
25
The journal of risk model validation
22
Journal of econometrics
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Mathematics of operations research
19
Finance and stochastics
18
International journal of theoretical and applied finance
18
Mathematics and financial economics
18
Applied economics
17
Journal of forecasting
17
Journal of risk and financial management : JRFM
17
Discussion paper / Tinbergen Institute
16
International journal of forecasting
16
Journal of empirical finance
16
Journal of financial econometrics
16
Computational economics
15
Research in international business and finance
15
Energy economics
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Research paper series / Swiss Finance Institute
14
Scandinavian actuarial journal
14
Journal of mathematical finance
12
The journal of operational risk
12
Operations research
11
Operations research letters
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Economic modelling
10
Journal of international financial markets, institutions & money
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The European journal of finance
10
Applied economics letters
9
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ECONIS (ZBW)
13
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1
Financial distress and jump tail risk : evidence from China's listed companies
Liu, Xiaoqun
;
Zhang, Yuchen
;
Tian, Mengqiao
;
Chao, Youcong
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 316-336
Persistent link: https://www.econbiz.de/10014427889
Saved in:
2
Risk measure index tracking model
Sant'Anna, Leonardo Riegel
;
Righi, Marcelo Brutti
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
Saved in:
3
Estimating tail-risk using semiparametric conditional variance with an application to meme stocks
D'Addona, Stefano
;
Khanom, Najrin
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 241-260
Persistent link: https://www.econbiz.de/10013543110
Saved in:
4
Systemic risk measures and distribution forecasting of macroeconomic shocks
Chen, Guojin
;
Liu, Yanzhen
;
Zhang, Yu
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 178-196
Persistent link: https://www.econbiz.de/10012692464
Saved in:
5
Measuring risk spillovers from multiple developed stock markets to China : a vine-copula-GARCH-MIDAS model
Jiang, Cuixia
;
Li, Yuqian
;
Xu, Qifa
;
Liu, Yezheng
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 386-398
Persistent link: https://www.econbiz.de/10012692552
Saved in:
6
Asymmetric jump beta estimation with implications for portfolio risk management
Alexeev, Vitali
;
Urga, Giovanni
;
Yao, Wenying
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 20-40
Persistent link: https://www.econbiz.de/10012205461
Saved in:
7
Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions
Chan, Jennifer So-Kuen
;
Kok Haur Ng
;
Ragell, Rachel
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 188-212
Persistent link: https://www.econbiz.de/10012205409
Saved in:
8
Financial systemic risk measurement based on causal network connectedness analysis
Gong, Xiao-Li
;
Liu, Xi-Hua
;
Xiong, Xiong
;
Zhang, Wei
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 290-307
Persistent link: https://www.econbiz.de/10012372774
Saved in:
9
Dynamic hedging performance and downside risk : evidence from Nikkei index futures
Ubukata, Masato
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 270-281
Persistent link: https://www.econbiz.de/10012034262
Saved in:
10
Managing extreme risk in some major stock markets : an extreme value approach
Karmakar, Madhusudan
;
Shukla, Girja K.
- In:
International review of economics & finance : IREF
35
(
2015
),
pp. 1-25
Persistent link: https://www.econbiz.de/10011333727
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