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Capturing Tail Risks Beyond Va...
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Welt
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Ma, Feng
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Vo Xuan Vinh
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International review of financial analysis
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ECONIS (ZBW)
780
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1
Value-at-risk for long and short trading positions : evidence from developed and emerging equity markets
Diamandis, Panayotis F.
;
Drakos, Anastassios A.
; …
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 165-176
Persistent link: https://www.econbiz.de/10009295738
Saved in:
2
Are RiskMetrics forecasts good enough? : evidence from 31 stock markets
McMillan, David G.
;
Kambouroudis, Dimos
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 117-124
Persistent link: https://www.econbiz.de/10003880020
Saved in:
3
Intraday risk management in International stock markets : a conditional EVT approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International review of financial analysis
44
(
2016
),
pp. 34-55
Persistent link: https://www.econbiz.de/10011623805
Saved in:
4
Measuring systemic risk contribution of global stock markets : a dynamic tail risk network approach
Wang, Ze
;
Gao, Xiangyun
;
Huang, Shupei
;
Sun, Qingru
; …
- In:
International review of financial analysis
84
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013472796
Saved in:
5
Does downside risk in the stock market differ by legal origin? : the impact of property rights and the rule of law on stock markets
Tomita, Yosuke
- In:
International review of financial analysis
93
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543479
Saved in:
6
Risk management under extreme events
Fernández, Viviana
- In:
International review of financial analysis
14
(
2005
)
2
,
pp. 113-148
Persistent link: https://www.econbiz.de/10002738142
Saved in:
7
Systematic risk and time scales : new evidence from an application of wavelet approach to the emerging Gulf stock markets
Masih, Mansur
;
Alzahrani, Mohammed
;
Al-Titi, Omar
- In:
International review of financial analysis
19
(
2010
)
1
,
pp. 10-18
Persistent link: https://www.econbiz.de/10008668735
Saved in:
8
Estimating the VaR of a portfolio subject to price limits and nonsynchronous trading
Chou, Pin-huang
;
Li, Wen-Shen
;
Lin, Jun-Biao
;
Wang, Jane-Sue
- In:
International review of financial analysis
15
(
2006
)
4/5
,
pp. 363-376
Persistent link: https://www.econbiz.de/10003377248
Saved in:
9
Conditional VaR using EVT : towards a planned margin scheme
Bhattacharyya, Malay
;
Ritolia, Gopal
- In:
International review of financial analysis
17
(
2008
)
2
,
pp. 382-395
Persistent link: https://www.econbiz.de/10003765109
Saved in:
10
Extreme observations and risk assessment in the equity markets of MENA region : tail measures and Value-at-Risk
Assaf, Ata
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 109-116
Persistent link: https://www.econbiz.de/10003880019
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