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~subject:"Basel Accord"
~subject:"Kapitaleinkommen"
~type_genre:"Konferenzbeitrag"
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Basel Accord
Kapitaleinkommen
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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How informative is high-frequency data for tail risk estimation and forecasting? : an intrinsic time perspectice
Dimitriadis, Timo
;
Halbleib, Roxana
-
2019
This paper proposes a novel and simple approach to compute daily Value at Risk (VaR) and
Expected
Shortfall
(ES …
Persistent link: https://www.econbiz.de/10012317619
Saved in:
2
Oil risk and asset returns : evidence from emerging markets in the Middle East
Nikkinen, Jussi
;
Saleem, Kashif
;
Martikainen, Minna
; …
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
),
pp. 169-189
Persistent link: https://www.econbiz.de/10010465076
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