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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Basler Akkord"
~subject:"Kapitaleinkommen"
~subject:"Risk"
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Search: subject_exact:"Expected tail loss"
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Basler Akkord
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Insurance / Mathematics & economics
138
Journal of banking & finance
75
Risks : open access journal
59
European journal of operational research : EJOR
56
Finance research letters
48
Journal of risk
44
International review of financial analysis
34
Quantitative finance
33
The North American journal of economics and finance : a journal of financial economics studies
32
Discussion paper / Tinbergen Institute
27
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25
International journal of theoretical and applied finance
22
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International journal of forecasting
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International review of economics & finance : IREF
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Journal of risk management in financial institutions
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Pacific-Basin finance journal
18
Scandinavian actuarial journal
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Journal of econometrics
17
Journal of forecasting
17
Journal of international financial markets, institutions & money
17
Mathematics and financial economics
17
Operations research
17
The journal of risk model validation
17
Journal of mathematical finance
16
Working paper
16
Computational economics
15
Research in international business and finance
15
The journal of operational risk
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Working papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
2
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
3
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
4
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
5
Overnight news and daily equity trading risk limits
Ahoniemi, Katja
;
Fuertes, Ana María
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10011623670
Saved in:
6
Semi-parametric conditional quantile models for financial returns and realized volatility
Zikes, Filip
;
Barunik, Jozef
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 185-226
Persistent link: https://www.econbiz.de/10011588557
Saved in:
7
Risk measures for autocorrelated hedge fund returns
Di Cesare, Antonio
;
Stork, Philip
;
Vries, Casper G. de
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 868-895
Persistent link: https://www.econbiz.de/10011417824
Saved in:
8
Estimation of distortion risk measures
Tsukahara, Hideatsu
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 213-235
Persistent link: https://www.econbiz.de/10010233598
Saved in:
9
Portfolio selection with estimation risk : a test-based approach
Antoine, Bertille
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 164-197
Persistent link: https://www.econbiz.de/10009519707
Saved in:
10
Microinformation, nonlinear filtering, and granularity
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 1-53
Persistent link: https://www.econbiz.de/10009519715
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