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TENET : Tail-Event driven NETwork risk
Härdle, Wolfgang; Wang, Weining; Yu, Lining - In: Journal of econometrics 192 (2016) 2, pp. 499-513
Persistent link: https://www.econbiz.de/10011704738
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On the predictive risk in misspecified quantile regression
Giessing, Alexander; He, Xuming - In: Journal of econometrics 213 (2019) 1, pp. 235-260
Persistent link: https://www.econbiz.de/10012304550
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Scenario generation for long run interest rate risk assessment
Engle, Robert F.; Roussellet, Guillaume; Siriwardane, … - In: Journal of econometrics 201 (2017) 2, pp. 333-347
Persistent link: https://www.econbiz.de/10011920512
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Mark to market value at risk
Chen, Yu; Wang, Zhicheng; Zhang, Zhengjun - In: Journal of econometrics 208 (2019) 1, pp. 299-321
Persistent link: https://www.econbiz.de/10012145015
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Beyond RCP8.5 : marginal mitigation using quasi-representative concentration pathways
Miller, J. Isaac; Brock, William A. - In: Journal of econometrics 239 (2024) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10015073969
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An evaluation of financial institutions : impact on consumption and investment using panel data and the theory of risk-bearing
Alem, Mauro; Townsend, Robert M. - In: Journal of econometrics 183 (2014) 1, pp. 91-103
Persistent link: https://www.econbiz.de/10010506082
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On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.; Yılmaz, Kamil - In: Journal of econometrics 182 (2014) 1, pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
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What is the chance that the equity premium varies over time? : evidence from regressions on the dividend-price ratio
Wachter, Jessica; Warusawitharana, Missaka - In: Journal of econometrics 186 (2015) 1, pp. 74-93
Persistent link: https://www.econbiz.de/10011349544
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High-frequency factor models and regressions
Aït-Sahalia, Yacine; Kalnina, Ilze; Xiu, Dacheng - In: Journal of econometrics 216 (2020) 1, pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
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Does the information content of payout initiations and omissions influence firm risks?
Eije, Johan H. von; Goyal, Abhinav; Muckley, Cal - In: Journal of econometrics 183 (2014) 2, pp. 222-229
Persistent link: https://www.econbiz.de/10010506054