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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~subject:"Risikomaß"
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Risikomaß
Volatility
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Gupta, Rangan
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Mensi, Walid
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Asai, Manabu
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The North American journal of economics and finance : a journal of financial economics studies
Energy economics
42
Finance research letters
29
Journal of banking & finance
21
International review of financial analysis
19
International journal of forecasting
18
Economic modelling
16
Journal of empirical finance
16
Journal of risk and financial management : JRFM
15
Applied economics
14
International review of economics & finance : IREF
13
Journal of risk
13
Journal of forecasting
12
The journal of risk model validation
12
Working paper
12
Econometric Institute research papers
11
Journal of international financial markets, institutions & money
11
Computational economics
8
Discussion paper / Tinbergen Institute
8
Journal of econometrics
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
The European journal of finance
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of mathematical finance
7
Pacific-Basin finance journal
7
Risks : open access journal
7
Working papers
7
CFS working paper series
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Financial innovation : FIN
5
International journal of economics and financial issues : IJEFI
5
International journal of finance & economics : IJFE
5
International journal of theoretical and applied finance
5
Journal of financial econometrics
5
Quantitative finance
5
European journal of operational research : EJOR
4
Journal of international money and finance
4
Journal of risk : JOR
4
Research in international business and finance
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Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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1
Mutual excitation between OECD stock and oil markets : a conditional intensity extreme value approach
Herrera, Rodrigo
;
González, Sergio
;
Clements, Adam
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 70-88
Persistent link: https://www.econbiz.de/10012036606
Saved in:
2
Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data
Tan, Shay Kee
;
Kok Haur Ng
;
Chan, Jennifer So Kuen
; …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 537-551
Persistent link: https://www.econbiz.de/10012120126
Saved in:
3
Non-linear volatility dynamics and risk management of precious metals
Demiralay, Sercan
;
Ulusoy, Veysel
- In:
The North American journal of economics and finance : a …
30
(
2014
),
pp. 183-202
Persistent link: https://www.econbiz.de/10010463518
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4
Empirical analysis of long memory, leverage, and distribution effects for stock market risk estimates
Su, Jung-bin
- In:
The North American journal of economics and finance : a …
30
(
2014
),
pp. 1-39
Persistent link: https://www.econbiz.de/10010463599
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5
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
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6
Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation
Li, Leon
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 116-135
Persistent link: https://www.econbiz.de/10011878799
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7
Measuring financial risk and portfolio reversion with time changed tempered stable Lévy processes
Gong, Xiaoli
;
Zhuang, Xintian
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 148-159
Persistent link: https://www.econbiz.de/10011878807
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8
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
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9
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
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10
Forecasting volatility via stock return, range, trading volume and spillover effects : the case of Brazil
Asai, Manabu
;
Brugal, Ivan
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 202-213
Persistent link: https://www.econbiz.de/10009779296
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