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1
Modeling and forecasting return jumps using realized variation measures
Liu, Yi
;
Liu, Huifang
;
Zhang, Lei
- In:
Economic modelling
76
(
2019
),
pp. 63-80
Persistent link: https://www.econbiz.de/10012198262
Saved in:
2
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
3
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Saved in:
4
On the isolated impact of copulas on
risk
measurement : asimulation study
Berger, Theo
- In:
Economic modelling
58
(
2016
),
pp. 475-481
Persistent link: https://www.econbiz.de/10011647502
Saved in:
5
Mixed data sampling expectile regression with applications to measuring financial
risk
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Yu, Keming
- In:
Economic modelling
91
(
2020
),
pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
Saved in:
6
The role of uncertainty in forecasting volatility comovements across stock markets
Bucci, Andrea
;
Palomba, Giulio
;
Rossi, Eduardo
- In:
Economic modelling
125
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463541
Saved in:
7
Global sensitivity analysis for optimal climate policies : finding what truly matters
Miftakhova, Alena
- In:
Economic modelling
105
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013367168
Saved in:
8
Modeling the macroeconomic consequences of natural disasters : capital stock, recovery dynamics, and monetary policy
Hallegatte, Stéphane
;
Jooste, Charl
;
Mc Isaac, Florent
- In:
Economic modelling
139
(
2024
),
pp. 1-13
impact of a
disaster
- proxied by the discounted consumption loss - is found to increase nonlinearly with direct asset losses …
Persistent link: https://www.econbiz.de/10015189415
Saved in:
9
The productivity impact of climate change : evidence from Australia's Millennium drought
Sheng, Yu
;
Xu, Xinpeng
- In:
Economic modelling
76
(
2019
),
pp. 182-191
Persistent link: https://www.econbiz.de/10012198312
Saved in:
10
Climate change implications for the catastrophe bonds market : an empirical analysis
Morana, Claudio
;
Sbrana, Giacomo
- In:
Economic modelling
81
(
2019
),
pp. 274-294
Persistent link: https://www.econbiz.de/10012202051
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