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1
BP-CVaR : a novel model of estimating CVaR with back propagation algorithm
Wang, Gang-Jin
;
Zhu, Chun-Long
- In:
Economics letters
209
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013209345
Saved in:
2
Bitcoin
risk
modeling with blockchain graphs
Akcora, Cuneyt Gurcan
;
Dixon, Matthew F.
;
Gel, Yulia R.
; …
- In:
Economics letters
173
(
2018
),
pp. 138-142
Persistent link: https://www.econbiz.de/10012022965
Saved in:
3
A closed-form solution to the
risk
-taking motivation of subordinated debtholders
Heller, Yuval
;
Peleg-Lazar, Sharon
;
Raviv, Alon
- In:
Economics letters
181
(
2019
),
pp. 169-173
Persistent link: https://www.econbiz.de/10012121790
Saved in:
4
S U - CoVaR
Choi, Pilsun
;
Min, Insik
;
Park, Keehwan
- In:
Economics letters
115
(
2012
)
2
,
pp. 218-220
Persistent link: https://www.econbiz.de/10009623151
Saved in:
5
VaR-implied tail-correlation matrices
Mittnik, Stefan
- In:
Economics letters
122
(
2014
)
1
,
pp. 69-73
Persistent link: https://www.econbiz.de/10010393953
Saved in:
6
Heavy tails and copulas : limits of diversification revisited
Ibragimov, Rustam Ju.
;
Prokhorov, Artem
- In:
Economics letters
149
(
2016
),
pp. 102-107
Persistent link: https://www.econbiz.de/10011620157
Saved in:
7
Momentum and crash sensitivity
Ruenzi, Stefan
;
Weigert, Florian
- In:
Economics letters
165
(
2018
),
pp. 77-81
Persistent link: https://www.econbiz.de/10011973844
Saved in:
8
Diversification and bank stability
Liang, Shuo
;
Moreira, Fernando
;
Lee, Joosung
- In:
Economics letters
193
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012509107
Saved in:
9
Comparing downside
risk
measures for heavy tailed distributions
Daníelsson, Jón
;
Jorgensen, Bjorn N.
;
Sarma, Mandira
; …
- In:
Economics letters
92
(
2006
)
2
,
pp. 202-208
Persistent link: https://www.econbiz.de/10003360851
Saved in:
10
An application of extreme value
theory
to cryptocurrencies
Gillas, Konstantinos Gkillas
;
Katsiampa, Paraskevi
- In:
Economics letters
164
(
2018
),
pp. 109-11
Persistent link: https://www.econbiz.de/10011939961
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