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~isPartOf:"The journal of futures markets"
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Risikomaß
13
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13
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4
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The journal of futures markets
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
123
Finance research letters
115
European journal of operational research : EJOR
114
Risks : open access journal
108
Energy economics
74
International review of financial analysis
74
Economic modelling
71
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Quantitative finance
57
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
Journal of risk management in financial institutions
47
The journal of operational risk
47
International journal of theoretical and applied finance
46
Journal of forecasting
42
Journal of econometrics
41
Computational economics
40
International review of economics & finance : IREF
40
The European journal of finance
38
Research in international business and finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Scandinavian actuarial journal
31
Finance and stochastics
30
Econometric Institute research papers
29
Pacific-Basin finance journal
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Journal of financial econometrics
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ECONIS (ZBW)
13
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1
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
2
Commodity tail risks
Ammann, Manuel
;
Mörke, Mathis
;
Prokopczuk, Marcel
; …
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 168-197
Persistent link: https://www.econbiz.de/10014292992
Saved in:
3
COVID-19 and tail risk contagion across commodity futures markets
Qiao, Tongshuai
;
Han, Liyan
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 242-272
Persistent link: https://www.econbiz.de/10014293014
Saved in:
4
Petroleum term structure dynamics and the role of regimes
Nomikos, Nikos K.
;
Pouliasis, Panos K.
- In:
The journal of futures markets
35
(
2015
)
2
,
pp. 163-185
Persistent link: https://www.econbiz.de/10011348456
Saved in:
5
Estimation and testing of portfolio Value-at-Risk based on L-comoment matrices
Liu, Wei-han
- In:
The journal of futures markets
30
(
2010
)
9
,
pp. 897-908
Persistent link: https://www.econbiz.de/10008900925
Saved in:
6
Estimating financial risk measures for futures positions : a nonparametric approach
Cotter, John
;
Dowd, Kevin
- In:
The journal of futures markets
30
(
2010
)
7
,
pp. 689-703
Persistent link: https://www.econbiz.de/10003985045
Saved in:
7
Hedging and value at risk : a semi-parametric approach
Cao, Zhiguang
;
Harris, Richard D. F.
;
Shen, Jian
- In:
The journal of futures markets
30
(
2010
)
8
,
pp. 780-794
Persistent link: https://www.econbiz.de/10003985090
Saved in:
8
The bias in time series volatility forecasts
Ederington, Louis H.
;
Guan, Wei
- In:
The journal of futures markets
30
(
2010
)
4
,
pp. 305-323
Persistent link: https://www.econbiz.de/10003962585
Saved in:
9
Value at risk and conditional extreme value theory via Markov regime switching models
Samuel, Yau Man Ze-To
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 155-181
Persistent link: https://www.econbiz.de/10003647707
Saved in:
10
Hedging and value at risk
Harris, Richard D. F.
;
Shen, Jian
- In:
The journal of futures markets
26
(
2006
)
4
,
pp. 369-390
Persistent link: https://www.econbiz.de/10003304084
Saved in:
11
Improved estimation of portfolio value-at-risk under Copula models with mixed marginals
Miller, Douglas J.
;
Liu, Wei-han
- In:
The journal of futures markets
26
(
2006
)
10
,
pp. 997-1018
Persistent link: https://www.econbiz.de/10003391974
Saved in:
12
Dynamic trading value at risk : futures floor trading
Lee, Jongdoo
;
Locke, Peter R.
- In:
The journal of futures markets
26
(
2006
)
12
,
pp. 1217-1234
Persistent link: https://www.econbiz.de/10003392011
Saved in:
13
The information content of implied volatility in agricultural commodity markets
Giot, Pierre
- In:
The journal of futures markets
23
(
2002
)
5
,
pp. 441-454
Persistent link: https://www.econbiz.de/10001769698
Saved in:
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