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~isPartOf:"International review of economics & finance : IREF"
~subject:"Prognoseverfahren"
~subject:"Statistical distribution"
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Prognoseverfahren
Statistical distribution
Risikomaß
35
Risk measure
35
Portfolio selection
15
Portfolio-Management
15
Risiko
14
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14
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McAleer, Michael
2
Arguedas-Sanz, Raquel
1
Asai, Manabu
1
Bouaddi, Mohammed
1
Caporin, Massimiliano
1
Chan, Jennifer So-Kuen
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Tian, Mengqiao
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International review of economics & finance : IREF
Insurance / Mathematics & economics
79
International journal of forecasting
50
Journal of banking & finance
38
Risks : open access journal
34
Journal of forecasting
33
Discussion paper / Tinbergen Institute
32
Finance research letters
31
Journal of empirical finance
25
Journal of risk
25
Applied economics
22
International review of financial analysis
22
The journal of risk model validation
22
Journal of econometrics
20
Journal of financial econometrics
19
Quantitative finance
19
The journal of operational risk
19
Economic modelling
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
The North American journal of economics and finance : a journal of financial economics studies
17
Journal of risk and financial management : JRFM
16
Energy economics
15
European journal of operational research : EJOR
15
SFB 649 discussion paper
15
Computational economics
14
Econometric Institute research papers
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Working papers
13
The European journal of finance
12
Applied economics letters
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of risk management in financial institutions
11
Research paper series / Swiss Finance Institute
11
Scandinavian actuarial journal
11
Working paper
11
Astin bulletin : the journal of the International Actuarial Association
10
Pacific-Basin finance journal
9
Research in international business and finance
9
Swiss Finance Institute Research Paper
9
Journal of economic dynamics & control
8
Journal of international financial markets, institutions & money
7
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10
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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
A cryptocurrency empirical study focused on evaluating their distribution functions
López-Martín, Carmen
;
Arguedas-Sanz, Raquel
;
Muela, …
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 387-407
Persistent link: https://www.econbiz.de/10013345665
Saved in:
3
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:
4
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:
5
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
6
Equity premia and state-dependent risks
Bouaddi, Mohammed
;
Larocque, Denis
;
Normandin, Michel
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 393-409
Persistent link: https://www.econbiz.de/10011572388
Saved in:
7
Why does skewness and the fat-tail effect influence value-at-risk estimates? : evidence from alternative capital markets
Su, Jung-bin
;
Lee, Ming-chih
;
Chiu, Chien-Liang
- In:
International review of economics & finance : IREF
31
(
2014
),
pp. 59-85
Persistent link: https://www.econbiz.de/10010490442
Saved in:
8
Estimating hedged portfolio value-at-risk using the conditional copula : an illustration of model risk
Chen, Yi-Hsuan
;
Tu, Anthony H.
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 514-528
Persistent link: https://www.econbiz.de/10009740775
Saved in:
9
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
Saved in:
10
Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures
Liu, Hung-Chun
;
Chiang, Shu-mei
;
Cheng, Nick Ying-pin
- In:
International review of economics & finance : IREF
22
(
2012
)
1
,
pp. 78-91
Persistent link: https://www.econbiz.de/10009618705
Saved in:
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