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1
Jointly forecasting the value-at-
risk
and expected shortfall of Bitcoin with a regime-switching CAViaR model
Gao, Lingbo
;
Ye, Wuyi
;
Guo, Ranran
- In:
Finance research letters
48
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013459321
Saved in:
2
Re-examination of
risk
-return dynamics in international equity markets and the role of policy
uncertainty
, geopolitical
risk
and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
3
Constructing Bayesian tangency portfolios under short-selling restrictions
Bodnar, Olha
;
Bodnar, Taras
;
Niklasson, Vilhelm
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530749
Saved in:
4
Risk
aversion under preference
uncertainty
Kräussl, Roman
;
Lucas, André
;
Siegmann, Adriaan Hendrik
- In:
Finance research letters
9
(
2012
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10009575398
Saved in:
5
Some new results about optimal insurance demand under
uncertainty
Huang, Baoan
;
Miao, Jianjun
;
Zhang, Zongliang
;
Zhao, Dianbo
- In:
Finance research letters
17
(
2016
),
pp. 280-284
Persistent link: https://www.econbiz.de/10011596579
Saved in:
6
The ambiguous December
Shust, Efrat
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490698
Saved in:
7
Ambiguity on
uncertainty
and the equity premium
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485497
Saved in:
8
Outside of a sole globally
risk
averse agent, all other agents in markets are
risk
seeking agents
Obrimah, Oghenovo Adewale
- In:
Finance research letters
54
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472666
Saved in:
9
Optimal portfolio under ambiguous ambiguity
Makarov, Dmitry
- In:
Finance research letters
43
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014632405
Saved in:
10
Quantum and AI-based uncertainties for impact-relation map of multidimensional NFT investment decisions
Dinçer, Hasan
;
Yüksel, Serhat
;
An, Jaehyung
; …
- In:
Finance research letters
66
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10015061208
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