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~language:"eng"
~person:"Hammoudeh, Shawkat"
~subject:"Volatility"
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Search: subject_exact:"Expected tail loss"
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Volatility
Risikomaß
29
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29
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22
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14
Aktienmarkt
11
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11
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Hammoudeh, Shawkat
McAleer, Michael
37
Caporin, Massimiliano
13
Chang, Chia-Lin
12
Allen, David E.
11
Mensi, Walid
9
Asai, Manabu
8
Daníelsson, Jón
8
Paolella, Marc S.
8
Xu, Dinghai
8
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7
Härdle, Wolfgang
7
Mittnik, Stefan
7
Wirjanto, Tony S.
7
Bollerslev, Tim
6
Giot, Pierre
6
Ji, Qiang
6
Kang, Sang Hoon
6
Kumar, Dilip
6
Liu, Bing-Yue
6
Pérez Amaral, Teodosio
6
Al-Yahyaee, Khamis Hamed
5
Ardia, David
5
Bee, Marco
5
Degiannakis, Stavros
5
Fabozzi, Frank J.
5
Prokopczuk, Marcel
5
Scharth, Marcel
5
Tansuchat, Roengchai
5
Tiwari, Aviral Kumar
5
Abbara, Omar
4
Billio, Monica
4
Bouri, Elie
4
Chen, Cathy W. S.
4
Chi, Xie
4
Chiang, Thomas C.
4
Christoffersen, Peter F.
4
Degiannakis, Stavros Antonios
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4
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ECONIS (ZBW)
14
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1
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
-
2014
Persistent link: https://www.econbiz.de/10010432170
Saved in:
2
Extreme dependence and risk spillovers between oil and Islamic stock markets
Shahzad, Syed Jawad Hussain
;
Mensi, Walid
;
Hammoudeh, …
- In:
Emerging markets review
34
(
2018
),
pp. 42-63
Persistent link: https://www.econbiz.de/10012114666
Saved in:
3
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Journal of banking & finance
75
(
2017
),
pp. 258-279
Persistent link: https://www.econbiz.de/10011742164
Saved in:
4
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
5
Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Energy economics
67
(
2017
),
pp. 476-495
Persistent link: https://www.econbiz.de/10011897955
Saved in:
6
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009619368
Saved in:
7
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
Saved in:
8
Dynamic global linkages of the brics stock markets with the United States and Europe under external crisis shocks : implications for portfolio risk forecasting
Hammoudeh, Shawkat
;
Kang, Sang Hoon
;
Mensi, Walid
; …
- In:
The world economy : the leading journal on …
39
(
2016
)
11
,
pp. 1703-1727
Persistent link: https://www.econbiz.de/10011584204
Saved in:
9
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003989642
Saved in:
10
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
- In:
Energy economics
42
(
2014
),
pp. 332-342
Persistent link: https://www.econbiz.de/10010503584
Saved in:
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