//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
An Extreme Value Theory Approa...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
74
Language
All
Undetermined
66
English
8
Author
All
Brooks, Chris
54
Clare, Andrew
21
Thomas, Stephen
12
Persand, Gita
7
Li, Xiafei
6
Miffre, Joëlle
5
Ward, Charles
5
Katsaris, Apostolos
4
Pavelin, Stephen
4
Bell, Adrian R.
3
Brammer, Stephen
3
Burke, Simon P.
3
Gwilym, Owain Ap
3
Kappou, Konstantina
3
Nneji, Ogonna
3
O’Sullivan, Niall
3
Priestley, Richard
3
Rew, Alistair G.
3
Seaton, James
3
Anderson, Keith
2
Ap Gwilym, Owain
2
Buckle, Mike
2
Henry, Olan T.
2
Miffre, Joe͏̈lle
2
Prokopczuk, Marcel
2
Sannassee, Raja Vinesh
2
Tsolacos, Sotiris
2
ap Gwilym, Owain
2
Ackert, Lucy F.
1
Agathee, Ushad Subadar
1
BAILEY, MARK
1
Bidarkota, Prasad V.
1
Blanchard, Olivier J.
1
Burke, Simon
1
Caiazza, Stefano
1
Casu, Barbara
1
Chong, James
1
Driffill, John
1
Dryburgh, Paul
1
Dryburgh, Paul R.
1
more ...
less ...
Published in...
All
Journal of banking & finance
8
Journal of business finance & accounting : JBFA
7
Economic modelling
4
The journal of asset management
4
Computational economics
3
International journal of forecasting
3
The journal of futures markets
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics
2
Applied financial economics
2
Financial management
2
Journal of multinational financial management
2
The European journal of finance
2
The journal of business : B
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of wealth management
2
Bulletin of economic research
1
Economics letters
1
Ekonomia : the journal of the Cyprus Economic Society
1
Environment & planning / A
1
Financial analysts' journal : FAJ
1
International review of financial analysis
1
Journal / The Capco Institute : journal of financial transformation
1
Journal of applied econometrics
1
Journal of economics and business
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of the Royal Statistical Society / C
1
Macroeconomic dynamics
1
Research in international business and finance
1
Risk : managing risk in the world's financial markets
1
The economic journal : the journal of the Royal Economic Society
1
The journal of economic history
1
The journal of fixed income
1
The journal of real estate research
1
The journal of trading
1
The review of economics and statistics
1
Urban studies : an international journal for research in urban and regional studies
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
398
RePEc
165
BASE
10
Other ZBW resources
8
USB Cologne (EcoSocSci)
4
EconStor
2
more ...
less ...
Showing
1
-
10
of
74
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility forecasting for risk management
Brooks, Chris
;
Persand, Gita
- In:
Journal of forecasting
22
(
2003
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10006891183
Saved in:
2
RISK MEASUREMENT AND MANAGEMENT - Model Choice and Value-at-Risk Performance - Analysis of methods for determining market-based capital risk requirements raises questions about some commonly used measures of firm risk.
Brooks, Chris
;
Persand, Gita
- In:
Financial analysts' journal : FAJ
58
(
2002
)
5
,
pp. 87-97
Persistent link: https://www.econbiz.de/10006262180
Saved in:
3
The Effect of Asymmetries on Optimal Hedge Ratios
Brooks, Chris
;
Henry, Olan T.
;
Persand, Gita
- In:
The journal of business : B
75
(
2002
)
2
,
pp. 333-352
Persistent link: https://www.econbiz.de/10006034660
Saved in:
4
Multivariate GARCH models: software choice and estimation issues
Brooks, Chris
;
Burke, Simon P.
;
Persand, Gita
- In:
Journal of applied econometrics
18
(
2003
)
6
,
pp. 725
Persistent link: https://www.econbiz.de/10006966133
Saved in:
5
Benchmarks and the accuracy of GARCH model estimation
Brooks, Chris
;
Burke, Simon P.
;
Persand, Gita
- In:
International journal of forecasting
17
(
2001
)
1
,
pp. 45-56
Persistent link: https://www.econbiz.de/10006980406
Saved in:
6
The trading profitability of forecasts of the gilt-equity yield ratio
Brooks, Chris
;
Persand, Gita
- In:
International journal of forecasting
17
(
2001
)
1
,
pp. 11-30
Persistent link: https://www.econbiz.de/10006980408
Saved in:
7
THE PITFALLS OF VAR ESTIMATES - How sample size and weighting method affects the robustness of estimates.
Brooks, Chris
;
Persand, Gita
- In:
Risk : managing risk in the world's financial markets
13
(
2000
)
5
,
pp. 63-66
Persistent link: https://www.econbiz.de/10007049382
Saved in:
8
The gross truth about hedge fund performance and risk : the impact of incentive fees
Brooks, Chris
;
Clare, Andrew
;
Motson, Nick
- In:
Journal / The Capco Institute : journal of financial …
24
(
2008
),
pp. 33-42
Persistent link: https://www.econbiz.de/10009895884
Saved in:
9
Extreme price clustering in the London equity index futures and options markets
ap Gwilym, Owain
;
Clare, Andrew
;
Thomas, Stephen
- In:
Journal of banking & finance
22
(
1998
)
9
,
pp. 1193-1206
Persistent link: https://www.econbiz.de/10005900563
Saved in:
10
Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies
Casu, Barbara
;
Clare, Andrew
;
Sarkisyan, Anna
;
Thomas, …
- In:
The European journal of finance
17
(
2011
)
9
,
pp. 769-789
Persistent link: https://www.econbiz.de/10009343740
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->