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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Estimation theory"
~subject:"Statistical distribution"
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Estimation theory
Statistical distribution
Risikomaß
67
Risk measure
67
Volatility
32
Volatilität
32
Portfolio selection
27
Portfolio-Management
27
ARCH model
26
ARCH-Modell
26
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23
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22
Capital income
21
Kapitaleinkommen
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Aktienmarkt
14
Börsenkurs
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Adewuyi, Adeolu O.
1
Albulescu, Claudiu Tiberiu
1
Alves, Isabel Fraga
1
Freire, Gustavo
1
Guillén, Montserrat
1
Gupta, Rangan
1
Haensly, Paul J.
1
Hammoudeh, Shawkat
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Horváth, Roman
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1
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1
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1
Wohar, Mark E.
1
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1
Zoia, Maria Grazia
1
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The North American journal of economics and finance : a journal of financial economics studies
Insurance / Mathematics & economics
85
Journal of banking & finance
35
Journal of risk
33
International journal of forecasting
28
Finance research letters
27
Risks : open access journal
27
Discussion paper / Tinbergen Institute
24
The journal of risk model validation
22
Journal of econometrics
21
The journal of operational risk
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Economic modelling
17
Journal of empirical finance
17
European journal of operational research : EJOR
16
Journal of financial econometrics
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
16
Applied economics
15
SFB 649 discussion paper
15
Computational economics
14
Journal of forecasting
14
International review of financial analysis
13
Journal of risk and financial management : JRFM
12
Scandinavian actuarial journal
12
Energy economics
11
Working papers
11
International journal of theoretical and applied finance
10
The European journal of finance
10
Astin bulletin : the journal of the International Actuarial Association
9
International review of economics & finance : IREF
9
Swiss Finance Institute Research Paper
9
Journal of risk management in financial institutions
8
Research paper series / Swiss Finance Institute
8
Dresdner Beiträge zu quantitativen Verfahren
7
Pacific-Basin finance journal
7
Research in international business and finance
7
Applied economics letters
6
Finance and economics discussion series
6
Journal of mathematical finance
6
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1
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
Saved in:
2
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
3
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
4
Tail risk and investors' concerns : evidence from Brazil
Freire, Gustavo
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013187641
Saved in:
5
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
Saved in:
6
Risk decomposition, estimation error, and naïve diversification
Haensly, Paul J.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012654769
Saved in:
7
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
Saved in:
8
Extreme dependence and risk spillovers across north american equity markets
Warshaw, Evan
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 237-251
Persistent link: https://www.econbiz.de/10012117855
Saved in:
9
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
Saved in:
10
Testing and comparing the performance of dynamic variance and correlation models in
value-at-risk
estimation
Li, Leon
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 116-135
Persistent link: https://www.econbiz.de/10011878799
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