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  • Search: subject:"value-at-risk (see paper)"
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Dynamic price integration 2 contingent capital 2 corporate risk taking 2 credit risk 2 global financial crisis 2 liquidity shock 2 local covariates 2 micro-market noise 2 news sentiment 2 options 2 quantiles 2 risk management 2 value-at-risk (see paper) 2 volatility 2 Bibliometrie 1 Finanzkrise 1 Inflationssteuerung 1 Kreditderivat 1 Kreditrisiko 1 Marktliquidität 1 Meta-Analyse 1 Risikomaß 1 Wechselkurs 1 Ökonometrie 1
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Free 2
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 1
Language
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English 1 Undetermined 1
Author
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Allen, David 2 Chang, Chia-Lin 2 McAleer, Michael 2
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Tinbergen Instituut 1
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Tinbergen Institute Discussion Paper 1 Tinbergen Institute Discussion Papers 1
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EconStor 1 RePEc 1
Showing 1 - 2 of 2
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Recent Developments in Financial Economics and Econometrics: An Overview
Chang, Chia-Lin; Allen, David; McAleer, Michael - 2013
Research papers in empirical finance and financial econometrics are among the most widely cited, downloaded and viewed articles in the discipline of Finance. The special issue presents several papers by leading scholars in the field on “Recent Developments in Financial Economics and...
Persistent link: https://www.econbiz.de/10010326212
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Recent Developments in Financial Economics and Econometrics: An Overview
Chang, Chia-Lin; Allen, David; McAleer, Michael - Tinbergen Instituut - 2013
See the article in <I>The North American Journal of Economics and Finance</I> (2013). Volume 26(C), pages 217-226.<P> Research papers in empirical finance and financial econometrics are among the most widely cited, downloaded and viewed articles in the discipline of Finance. The special issue presents...</p></i>
Persistent link: https://www.econbiz.de/10011256871
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