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A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin; Jiménez-Martín, Juan-Ángel; … - In: Journal of econometrics 187 (2015) 2, pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
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Econometric methods for derivative securities and risk management
Garcia, René (contributor); Ghysels, Eric (contributor);  … - In: Journal of econometrics 94 (2000) 1/2, pp. 1-7
Persistent link: https://www.econbiz.de/10001437739
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Factor-based imputation of missing values and covariances in panel data of large dimensions
Cahan, Ercument; Bai, Jushan; Ng, Serena - In: Journal of econometrics 233 (2023) 1, pp. 113-131
Persistent link: https://www.econbiz.de/10014340963
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PELVE : probability equivalent level of VaR and ES
Li, Hengxin; Wang, Ruodu - In: Journal of econometrics 234 (2023) 1, pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
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Sequential estimation of shape parameters in multivariate dynamic models
Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - In: Journal of econometrics 177 (2013) 2, pp. 233-249
Persistent link: https://www.econbiz.de/10010254873
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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
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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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Validating forecasts of the joint probability density of bond yields : can affine models beat random walk?
Egorov, Alexej V.; Hong, Yongmiao; Li, Haitao - In: Journal of econometrics 135 (2006) 1/2, pp. 255-284
Persistent link: https://www.econbiz.de/10003376084
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Granger causality in risk and detection of extreme risk spillover between financial markets
Hong, Yongmiao; Liu, Yanhui; Wang, Shouyang - In: Journal of econometrics 150 (2009) 2, pp. 271-287
Persistent link: https://www.econbiz.de/10003858904