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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of mathematical finance"
~source:"econis"
~subject:"Theory"
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Aktienindex
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Abdessalem, Mehdi Bekralas
1
Anatolyev, Stanislav
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Bera, Anil K.
1
Damien, Paul
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Dellaportas, P.
1
Drost, Feike C.
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Dēmos, Antōnēs A.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of mathematical finance
Applied financial economics
14
Journal of banking & finance
14
Applied economics letters
11
Journal of risk and financial management : JRFM
10
The North American journal of economics and finance : a journal of financial economics studies
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International review of financial analysis
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Journal of empirical finance
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Journal of forecasting
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SpringerLink / Bücher
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Finanzmarkt und Portfolio-Management
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of international money and finance
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NBER working paper series
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The journal of finance : the journal of the American Finance Association
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Arbeitspapiere zur mathematischen Wirtschaftsforschung
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ECONIS (ZBW)
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1
Using conditional extreme value theory to estimate value-at-risk for daily currency exchange rates
Omari, Cyprian Ondieki
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
7
(
2017
)
4
,
pp. 846-870
Persistent link: https://www.econbiz.de/10011859906
Saved in:
2
Efficient estimation of distributional tail shape and the extremal index with applications to risk management
Sapp, Travis R. A.
- In:
Journal of mathematical finance
6
(
2016
)
4
,
pp. 626-659
Persistent link: https://www.econbiz.de/10011656984
Saved in:
3
On a new index aimed at comparing risks
Resta, Marina
;
Marina, Maria Erminia
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 119-128
Persistent link: https://www.econbiz.de/10011398749
Saved in:
4
A new Pearson-type QMLE for conditionally heteroscedastic models
Zhu, Ke
;
Li, Wai Keung
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 552-565
Persistent link: https://www.econbiz.de/10011403239
Saved in:
5
Catastrophe risk derivatives : a new approach
Abdessalem, Mehdi Bekralas
;
Ohnishi, Masamitsu
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 21-34
Persistent link: https://www.econbiz.de/10010422906
Saved in:
6
Modeling the conditional distribution of daily stock index returns : an alternative Bayesian semiparametric model
Kalli, Maria
;
Walker, Stephen G.
;
Damien, Paul
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 371-383
Persistent link: https://www.econbiz.de/10010337864
Saved in:
7
Crisis, value at risk and conditional extreme value theory via the NIG + Jump model
Ze-To, Samuel Yau Man
- In:
Journal of mathematical finance
2
(
2012
)
3
,
pp. 225-237
Persistent link: https://www.econbiz.de/10009711983
Saved in:
8
A trading approach to testing for predictability
Anatolyev, Stanislav
;
Gerko, Alexander
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
4
,
pp. 455-461
Persistent link: https://www.econbiz.de/10003193494
Saved in:
9
A multivariate generalized autoregressive conditional heteroscedasticity model with time-varying correlations
Tse, Yiu Kuen
;
Tsui, Albert K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 351-362
Persistent link: https://www.econbiz.de/10001695276
Saved in:
10
Bayesian portfolio selection : an empirical analysis of the S&P 500 index 1970 - 1996
Polson, Nicholas G.
;
Tew, Bernard V.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 164-173
Persistent link: https://www.econbiz.de/10001469570
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