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~language:"ces"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Gupta, Rangan"
~subject:"Risikomaß"
~type_genre:"Article in journal"
~type_genre:"Article"
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Risikomaß
Forecasting model
199
Prognoseverfahren
199
Estimation
193
Schätzung
193
Volatility
179
Volatilität
179
Theorie
175
Theory
175
United States
163
USA
162
Capital income
143
Kapitaleinkommen
143
Börsenkurs
131
Share price
131
South Africa
103
Südafrika
103
Risiko
102
Risk
102
Aktienmarkt
99
Stock market
99
Welt
95
World
95
Portfolio selection
87
Portfolio-Management
87
Time series analysis
81
Zeitreihenanalyse
81
VAR model
75
VAR-Modell
75
Immobilienpreis
71
Real estate price
71
Causality analysis
62
Kausalanalyse
62
Oil price
59
Ölpreis
59
Inflation
55
Monetary policy
55
ARCH model
54
ARCH-Modell
54
Geldpolitik
54
Schock
48
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Czech
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Fabozzi, Frank J.
Gupta, Rangan
Wang, Ruodu
26
Hammoudeh, Shawkat
22
Righi, Marcelo Brutti
21
McAleer, Michael
19
Mensi, Walid
15
Boonen, Tim J.
14
Rosazza Gianin, Emanuela
14
Uryasev, Stan
14
Cheung, Ka Chun
13
Janabi, Mazin A. M. al
13
Račev, Svetlozar T.
13
Tiwari, Aviral Kumar
13
Embrechts, Paul
12
Gerlach, Richard
12
Guillén, Montserrat
12
Härdle, Wolfgang
12
Kang, Sang Hoon
12
Mao, Tiantian
12
Rüschendorf, Ludger
12
Tan, Ken Seng
12
Bali, Turan G.
11
Cai, Jun
11
Daníelsson, Jón
11
Nadarajah, Saralees
11
Brandtner, Mario
10
Dowd, Kevin
10
Furman, Edward
10
Guégan, Dominique
10
Ji, Qiang
10
Karmakar, Madhusudan
10
Müller, Fernanda Maria
10
Peng, Liang
10
Vanduffel, Steven
10
Weiß, Gregor
10
Allen, David E.
9
Asimit, Alexandru V.
9
Balbás de la Corte, Alejandro
9
Bernard, Carole
9
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The North American journal of economics and finance : a journal of financial economics studies
4
Energy economics
2
Finance research letters
2
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Annals of economics and finance
1
Annals of operations research
1
European financial management : the journal of the European Financial Management Association
1
International journal of finance & economics : IJFE
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Pacific-Basin finance journal
1
Review of quantitative finance and accounting
1
The journal of alternative investments : JAI
1
The journal of asset management
1
The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
26
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1
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
2
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
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
Modeling price dynamics, optimal portfolios, and option valuation for cryptoassets
Hu, Yuan
;
Lindquist, W. Brent
;
Fabozzi, Frank J.
- In:
The journal of alternative investments : JAI
24
(
2021
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10012613090
Saved in:
5
Risk spillover between Bitcoin and conventional financial markets : an expectile-based approach
Zhang, Yue-jun
;
Bouri, Elie
;
Gupta, Rangan
;
Ma, Shu-Jiao
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667384
Saved in:
6
Forecasting realized gold volatility : is there a role of geopolitical risks?
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Finance research letters
35
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012438328
Saved in:
7
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
8
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
9
Financial tail risks in conventional and Islamic stock markets : a comparative analysis
Muteba Mwamba, John
;
Hammoudeh, Shawkat
;
Gupta, Rangan
- In:
Pacific-Basin finance journal
42
(
2017
),
pp. 60-82
Persistent link: https://www.econbiz.de/10011800542
Saved in:
10
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
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