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Risikomaß
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114
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63
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Finance research letters
MPRA Paper
1,183
ECB Working Paper
705
Working Paper
498
CESifo Working Paper
415
CEPR Discussion Papers
351
CESifo working papers
314
NBER Working Papers
297
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283
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269
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256
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253
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194
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188
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174
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159
SFB 649 Discussion Paper
147
DIW Discussion Papers
146
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140
Risks : open access journal
138
European journal of operational research : EJOR
134
CREATES Research Papers
131
Journal of Banking & Finance
131
Journal of risk
126
Journal of risk and financial management : JRFM
126
Economic Modelling
125
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
122
Discussion paper
121
Journal of International Financial Markets, Institutions and Money
115
Research paper series / Swiss Finance Institute
115
Journal of International Money and Finance
114
DIW Berlin Discussion Paper
110
BIS Working Paper
108
CAMA Working Paper
107
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107
Econometrics
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ECONIS (ZBW)
117
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1
Evaluation of volatility models for forecasting Value-at-Risk and Expected Shortfall in the Portuguese stock market
Sobreira, Nuno
;
Louro, Rui
- In:
Finance research letters
32
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430745
Saved in:
2
Tail risk and the consumption CAPM
Kwon, Ji Ho
- In:
Finance research letters
30
(
2019
),
pp. 69-75
Persistent link: https://www.econbiz.de/10012420224
Saved in:
3
Systemic risk-sharing framework of cryptocurrencies in the COVID-19 crisis
Akhtaruzzaman, Md.
;
Boubaker, Sabri
;
Nguyen, Duc Khuong
; …
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013553894
Saved in:
4
Time-varying aggregate tail risk and cross-section of stock returns : Indian evidence
Dixit, Alok
;
Bajpai, Shweta
- In:
Finance research letters
69
(
2024
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10015191606
Saved in:
5
No shortfall of ES estimators : insights from cryptocurrency portfolios
Horváth, Matúš
;
Výrost, Tomáš
- In:
Finance research letters
73
(
2025
),
pp. 1-7
Persistent link: https://www.econbiz.de/10015211889
Saved in:
6
A two-stage general approach to aggregate multiple bank risks
Zhu, Xiaoqian
;
Wei, Lu
;
Li, Jianping
- In:
Finance research letters
40
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012819276
Saved in:
7
Value at Risk and Expected Shortfall for large portfolios
Lönnbark, Carl
;
Holmberg, Ulf
;
Brännäs, Kurt
- In:
Finance research letters
8
(
2011
)
2
,
pp. 59-68
Persistent link: https://www.econbiz.de/10009301309
Saved in:
8
Time-inconsistency of VaR and time-consistent alternatives
Cheridito, Patrick
;
Stadje, Mitja
- In:
Finance research letters
6
(
2009
)
1
,
pp. 40-46
Persistent link: https://www.econbiz.de/10003834758
Saved in:
9
Analytical Value-at-Risk and Expected Shortfall under regime-switching
Taamouti, Abderrahim
- In:
Finance research letters
6
(
2009
)
3
,
pp. 138-151
Persistent link: https://www.econbiz.de/10003888009
Saved in:
10
Value-at-Risk computation by Fourier inversion with explicit error bounds
Siven, Johannes Vitalis
;
Lins, Jeffrey Todd
; …
- In:
Finance research letters
6
(
2009
)
2
,
pp. 95-105
Persistent link: https://www.econbiz.de/10003878933
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