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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH-Modell"
~subject:"Ausreißer"
~subject:"Credit risk"
~subject:"Measurement"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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ARCH-Modell
Ausreißer
Credit risk
Measurement
Risikomaß
67
Risk measure
67
Volatility
31
Volatilität
31
Portfolio selection
27
Portfolio-Management
27
ARCH model
25
Risk management
23
Risikomanagement
22
Capital income
21
Kapitaleinkommen
21
Estimation
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Schätzung
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Multivariate Verteilung
14
Multivariate distribution
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Statistical distribution
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Hedging
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34
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Kang, Sang Hoon
3
Mensi, Walid
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Allen, David E.
2
Hammoudeh, Shawkat
2
Adewuyi, Adeolu O.
1
Albulescu, Claudiu Tiberiu
1
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Asai, Manabu
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1
Chang, Chia-Lin
1
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1
Choe, Geon Ho
1
Choi, So Eun
1
Chou, Ray Yeutien
1
Clements, Adam
1
Demiralay, Sercan
1
Demirer, Rıza
1
Ding, Xiaoyi
1
Dunbar, Kwamie
1
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1
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1
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1
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The North American journal of economics and finance : a journal of financial economics studies
Insurance / Mathematics & economics
128
Journal of banking & finance
74
Journal of risk
58
Risks : open access journal
53
Finance research letters
41
European journal of operational research : EJOR
38
Economic modelling
33
Energy economics
33
The journal of risk model validation
33
Applied economics
31
Journal of empirical finance
30
International review of financial analysis
29
International journal of forecasting
27
Journal of risk and financial management : JRFM
26
Discussion paper / Tinbergen Institute
24
International journal of theoretical and applied finance
22
Quantitative finance
22
Journal of international financial markets, institutions & money
20
The journal of credit risk : published quarterly by Incisive Media
20
Journal of forecasting
19
Mathematics of operations research
19
Computational economics
18
Finance and stochastics
18
Research paper series / Swiss Finance Institute
18
The European journal of finance
18
Journal of econometrics
17
Mathematics and financial economics
17
Research in international business and finance
17
The journal of operational risk
17
Working papers
17
Applied economics letters
16
International review of economics & finance : IREF
16
Journal of financial econometrics
16
Journal of risk management in financial institutions
16
Scandinavian actuarial journal
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Journal of mathematical finance
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Econometric Institute research papers
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ECONIS (ZBW)
34
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1
Extreme risk transmission channels between the stock index futures and spot markets : evidence from China
Jian, Zhihong
;
Li, Xupei
;
Zhu, Zhican
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413574
Saved in:
2
Forecasting risk measures using intraday and overnight information
Santos, Douglas Gomes dos
;
Candido, Osvaldo
;
Tófoli, …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013449240
Saved in:
3
Hedging the extreme risk of cryptocurrency
Dunbar, Kwamie
;
Owusu-Amoako, Johnson
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014225746
Saved in:
4
Risk spillover analysis of China's financial sectors based on a new GARCH Copula quantile regression model
Tian, Maoxi
;
Guo, Fei
;
Niu, Rong
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014225784
Saved in:
5
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
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6
Sensitivity-based Conditional Value at Risk (SCVaR) : an efficient measurement of credit exposure for options
Shi, Ruoshi
;
Zhao, Yanlong
;
Bao, Ying
;
Peng, Cheng
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539080
Saved in:
7
Forecasting the Value-at-Risk of REITs using realized volatility jump models
Odusami, Babatunde Olatunji
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013186421
Saved in:
8
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
Quatto, Piero
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013187663
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9
A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection
Jiang, Cuixia
;
Ding, Xiaoyi
;
Xu, Qifa
;
Tong, Yongbo
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012659611
Saved in:
10
Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies
Tiwari, Aviral Kumar
;
Adewuyi, Adeolu O.
;
Albulescu, …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012659682
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