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Estimation
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Risk
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Caporale, Guglielmo Maria
113
Gil-Alaña, Luis A.
104
Pesaran, M. Hashem
103
Gupta, Rangan
78
Härdle, Wolfgang
74
Heckman, James J.
63
Basu, Susanto
60
Hautsch, Nikolaus
57
Engel, Charles
49
Marcellino, Massimiliano
49
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49
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48
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47
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46
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43
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42
Egger, Peter
41
Lucas, André
40
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40
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39
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39
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38
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38
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38
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36
Belke, Ansgar
35
Engle, Robert F.
35
Kapetanios, George
35
Kilian, Lutz
34
Rose, Andrew
34
Attanasio, Orazio P.
33
Bollerslev, Tim
33
Dreger, Christian
33
Tsionas, Efthymios G.
33
Bekaert, Geert
32
Hartog, Joop
32
Kaiser, Ulrich
32
MacDonald, Ronald
32
Palm, Franz C.
32
Diewert, Walter E.
31
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National Bureau of Economic Research
746
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35
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
34
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30
Springer Fachmedien Wiesbaden
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Verlag Dr. Kovač
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University of Dundee / Department of Economic Studies
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6
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Finance research letters
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Journal of international money and finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of applied econometrics
163
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Journal of banking & finance
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International review of economics & finance : IREF
153
Journal of empirical finance
146
Journal of economic dynamics & control
143
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133
Journal of macroeconomics
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CESifo Working Paper Series
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The review of economics and statistics
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Journal of monetary economics
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Applied financial economics
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Energy economics
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IMF working papers
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International journal of forecasting
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Journal of international economics
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International review of financial analysis
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ECONIS (ZBW)
37,509
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1
EconStor
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1
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1
Insurance valuation : a two-step generalised regression approach
Barigou, Karim
;
Bignozzi, Valeria
;
Tsanakas, Andreas
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
1
,
pp. 211-245
Persistent link: https://www.econbiz.de/10012805745
Saved in:
2
Risk
measures in finance : congruent or contrasting?
Lalwani, Vaibhav
;
Bedi, Prateek
;
Shankar, Devesh
- In:
Business analyst : a refereed journal of Shri Ram …
39
(
2018
)
1
,
pp. 165-180
Persistent link: https://www.econbiz.de/10012391033
Saved in:
3
Measuring systemic
risk
of the US banking sector in time-frequency domain
Teply, Petr
;
Kvapilikova, Ivana
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 461-472
Persistent link: https://www.econbiz.de/10011938177
Saved in:
4
Extreme value estimation of the conditional
risk
premium in
reinsurance
Goegebeur, Yuri
;
Guillou, Armelle
;
Qin, Jing
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 68-80
Persistent link: https://www.econbiz.de/10012482751
Saved in:
5
A comparison of expected shortfall estimation models
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of economics & business
78
(
2015
),
pp. 14-47
Persistent link: https://www.econbiz.de/10011317189
Saved in:
6
A model-based index for systemic
risk
contribution
measurement
in financial networks
Deng, Yang
;
Zhang, Ziqing
;
Zhu, Li
- In:
Economic modelling
95
(
2021
),
pp. 35-48
Persistent link: https://www.econbiz.de/10012695628
Saved in:
7
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:
8
Measuring systemic
risk
contribution : a higher-order moment augmented approach
Wang, Peiwen
;
Huang, Guanglin
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445409
Saved in:
9
The impact of model
risk
on capital reserves : a quantitative analysis
Bertram, Philip
;
Sibbertsen, Philipp
;
Stahl, Gerhard
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 69-97
Persistent link: https://www.econbiz.de/10011438894
Saved in:
10
Decomposing dynamic risks into
risk
components
Schilling, Katja
;
Bauer, Daniel
- In:
Management science : journal of the Institute for …
66
(
2020
)
12
,
pp. 5738-5756
Persistent link: https://www.econbiz.de/10012391415
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