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isPartOf:"Applied economics"
~subject:"ARCH-Modell"
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ECONIS (ZBW)
13
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1
The impact of liquidity on portfolio value-at-risk forecasts
Hung, Jui-Cheng
;
Su, Jung-bin
;
Chang, Matthew C.
;
Wang, …
- In:
Applied economics
52
(
2020
)
3
,
pp. 242-259
Persistent link: https://www.econbiz.de/10012197387
Saved in:
2
Value-at-risk and expected shortfall in cryptocurrencies' portfolio : a vine copula–based approach
Trucíos, Carlos
;
Tiwari, Aviral Kumar
;
Alqahtani, Faisal
- In:
Applied economics
52
(
2020
)
24
,
pp. 2580-2593
Persistent link: https://www.econbiz.de/10012210957
Saved in:
3
Exogenous shocks, dynamic correlations, and portfolio risk management for the Asian emerging and other global developed and emerging stock markets
Dong, Xiyong
;
Li, Changhong
;
Yoon, Seong-min
- In:
Applied economics
52
(
2020
)
43
,
pp. 4745-4764
Persistent link: https://www.econbiz.de/10012298738
Saved in:
4
Measuring quantile risk hedging effectiveness : a GO-GARCH-EVT-copula approach
Karnakar, Madhusudan
;
Sharma, Udayan
- In:
Applied economics
52
(
2020
)
48
,
pp. 5244-5262
Persistent link: https://www.econbiz.de/10012307213
Saved in:
5
Hedging and diversification across commodity assets
Abid, Ilyes
;
Dhaoui, Abderrazak
;
Goutte, Stéphane
; …
- In:
Applied economics
52
(
2020
)
23
,
pp. 2472-2492
Persistent link: https://www.econbiz.de/10012210890
Saved in:
6
Pairs trading strategies in a cointegration framework : back-tested on CFD and optimized by profit factor
Huang, Zhe
;
Martin, Franck
- In:
Applied economics
51
(
2019
)
22
,
pp. 2436-2452
Persistent link: https://www.econbiz.de/10012196704
Saved in:
7
Is gold a weak or strong hedge and safe haven against stocks? : robust evidences from three major gold-consuming countries
Dar, Arif Billah
;
Maitra, Debasish
- In:
Applied economics
49
(
2017
)
53
,
pp. 5491-5503
Persistent link: https://www.econbiz.de/10011845191
Saved in:
8
Asymmetric correlations in gold and other financial markets
Miyazaki, T.
;
Hamori, Shigeyuki
- In:
Applied economics
48
(
2016
)
46/48
,
pp. 4419-4425
Persistent link: https://www.econbiz.de/10011640106
Saved in:
9
Hedging effectiveness of the hedged portfolio : the expected utility maximization subject to the value-at-risk approach
Chuang, Chung-Chu
;
Wang, Yi-Hsien
;
Yeh, Tsai-Jung
; …
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 2040-2052
Persistent link: https://www.econbiz.de/10010513350
Saved in:
10
Isolating the systematic and unsystematic components of a single stock's (or portfolio's) standard deviation : a comment
Pizzutilo, Fabio
- In:
Applied economics
47
(
2015
)
58/60
,
pp. 6277-6283
Persistent link: https://www.econbiz.de/10011457263
Saved in:
11
Investor sentiment and risk appetite of real estate security market
Hui, Eddie Chi Man
;
Zheng, Xian
;
Wang, Hui
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 2801-2807
Persistent link: https://www.econbiz.de/10010189350
Saved in:
12
The optimal value-at-risk hedging strategy under bivariate regime switching ARCH framework
Chang, Kuang-liang
- In:
Applied economics
43
(
2011
)
19/21
,
pp. 2627-2640
Persistent link: https://www.econbiz.de/10009379651
Saved in:
13
Student-t distribution based VAR-MGARCH : an application of the DCC model on international portfolio risk management
Ku, Yuan-Hung Hsu
- In:
Applied economics
40
(
2008
)
13/15
,
pp. 1685-1697
Persistent link: https://www.econbiz.de/10003743366
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