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~person:"Righi, Marcelo Brutti"
~subject:"ARCH-Modell"
~subject:"Risiko"
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Search: subject_exact:"VaR (Value at Risk)"
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ARCH-Modell
Risiko
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23
Risk measure
23
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17
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17
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Righi, Marcelo Brutti
Wang, Ruodu
32
Stoja, Evarist
29
Rosazza Gianin, Emanuela
20
Polanski, Arnold
19
McAleer, Michael
17
Paolella, Marc S.
17
Cai, Jun
15
Chlebus, Marcin
15
Giot, Pierre
15
Mao, Tiantian
14
Embrechts, Paul
13
Ardia, David
12
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12
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12
Daníelsson, Jón
12
Vanduffel, Steven
12
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11
Dhaene, Jan
11
Fabozzi, Frank J.
11
Furman, Edward
11
Rüschendorf, Ludger
11
Cheung, Ka Chun
10
Diebold, Francis X.
10
Dowd, Kevin
10
Francq, Christian
10
Kim, Young Shin
10
Liu, Haiyan
10
Müller, Fernanda Maria
10
Tang, Qihe
10
Zakoïan, Jean-Michel
10
Kürsten, Wolfgang
9
Laeven, Roger J. A.
9
Laurent, Sébastien
9
Lönnbark, Carl
9
Mittnik, Stefan
9
Tsanakas, Andreas
9
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8
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8
Chang, Chia-Lin
8
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2
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2
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1
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1
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1
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1
International review of economics & finance : IREF
1
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ECONIS (ZBW)
20
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1
A comparison of Range Value at Risk (RVaR) forecasting models
Müller, Fernanda Maria
;
Gössling, Thalles Weber
; …
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 509-543
Persistent link: https://www.econbiz.de/10014532345
Saved in:
2
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
3
Risk measures-based cluster methods for finance
Guedes, Pablo Cristini
;
Müller, Fernanda Maria
;
Righi, …
- In:
Risk management : an international journal
25
(
2023
)
1
,
pp. 1-56
Persistent link: https://www.econbiz.de/10013490814
Saved in:
4
A theory for combinations of risk measures
Righi, Marcelo Brutti
- In:
Journal of risk
25
(
2023
)
4
,
pp. 25-60
Persistent link: https://www.econbiz.de/10014314623
Saved in:
5
Range-based risk measures and their applications
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 636-657
Persistent link: https://www.econbiz.de/10014342970
Saved in:
6
A theory for combinations of risk measures
Righi, Marcelo Brutti
- In:
Journal of risk : JOR
25
(
2023
)
4
,
pp. 25-60
Persistent link: https://www.econbiz.de/10014487105
Saved in:
7
Is there a risk premium? : Evidence from thirteen measures
Fracasso, Laís Martins
;
Müller, Fernanda Maria
; …
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 182-199
Persistent link: https://www.econbiz.de/10014490275
Saved in:
8
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
9
Star-Shaped deviations
Righi, Marcelo Brutti
;
Moresco, Marlon Ruoso
- In:
Operations research letters
50
(
2022
)
5
,
pp. 548-554
Persistent link: https://www.econbiz.de/10013449444
Saved in:
10
Comparison of risk forecasts for cryptocurrencies : a focus on Range Value at Risk
Müller, Fernanda Maria
;
Santos, Samuel Solgon
; …
- In:
Finance research letters
48
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013463260
Saved in:
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