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~isPartOf:"International review of economics & finance : IREF"
~subject:"Financial crisis"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
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Financial crisis
Prognoseverfahren
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35
Risk measure
35
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15
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15
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14
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2
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International review of economics & finance : IREF
Journal of banking & finance
49
International journal of forecasting
48
Finance research letters
44
Journal of forecasting
33
Journal of risk
33
The North American journal of economics and finance : a journal of financial economics studies
33
Discussion paper / Tinbergen Institute
32
International review of financial analysis
32
Risks : open access journal
27
Applied economics
26
Economic modelling
26
Journal of empirical finance
24
Energy economics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
The journal of risk model validation
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19
Journal of risk and financial management : JRFM
18
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Econometric Institute research papers
17
Journal of financial econometrics
17
Quantitative finance
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Research in international business and finance
17
Journal of economic dynamics & control
15
Working paper
15
Applied economics letters
14
Insurance / Mathematics & economics
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Computational economics
13
Journal of international financial markets, institutions & money
13
Pacific-Basin finance journal
13
The European journal of finance
13
Journal of risk management in financial institutions
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
CFS working paper series
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
European journal of operational research : EJOR
9
Risk management : a journal of risk, crisis and disaster
9
SFB 649 discussion paper
9
School of Accounting, Finance and Economics & FEMARC working paper series
9
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ECONIS (ZBW)
21
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1
How does bubble risk propagate among financial assets? : a perspective from the BSADF-vine copula model
Yao, Can-Zhong
;
Li, Min-Jian
;
Xu, Xin
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 347-364
Persistent link: https://www.econbiz.de/10014475372
Saved in:
2
Orthogonal portfolios to assess estimation risk
Chávez-Bedoya, Luis
;
Rosales, Francisco
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 906-937
Persistent link: https://www.econbiz.de/10013342794
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
Systemic-systematic risk in financial system : a dynamic ranking based on expectiles
Garcia-Jorcano, Laura
;
Sanchis-Marco, Lidia
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 330-365
Persistent link: https://www.econbiz.de/10012692497
Saved in:
6
Systemic risk in international stock markets : role of the oil market
Yin, Libo
;
Feng, Jiabao
;
Han, Liyan
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 592-619
Persistent link: https://www.econbiz.de/10012627999
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
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:
9
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:
10
Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry
Chang, Carolyn C. W.
;
Li, Xiaodan
;
Lin, Edward M. H.
; …
- In:
International review of economics & finance : IREF
55
(
2018
),
pp. 273-284
Persistent link: https://www.econbiz.de/10012033479
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