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High quantiles estimation with...
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Risk measure
Volatility
96
Volatilität
91
Welt
89
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89
Oil price
69
Ölpreis
68
Aktienmarkt
61
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61
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54
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54
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44
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42
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42
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38
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36
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36
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32
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32
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32
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Theory
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28
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27
Arabische Golf-Staaten
26
Finanzkrise
26
Gulf countries
26
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26
Risikomaß
26
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Kausalanalyse
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15
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English
26
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Hammoudeh, Shawkat
22
McAleer, Michael
8
Nguyen, Duc Khuong
6
Santos, Paulo Araújo
6
Mensi, Walid
5
Hernandez, Jose Arreola
3
Jiménez-Martín, Juan-Ángel
3
Liu, Tengdong
3
Malik, Farooq
3
Al Janabi, Mazin A. M.
2
Al-Yahyaee, Khamis Hamed
2
Aloui, Riadh
2
Ben Aïssa, Mohamed Safouane
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Costola, Michele
2
Kang, Sang Hoon
2
Khalifa, Ahmed
2
Pérez Amaral, Teodosio
2
Shahzad, Syed Jawad Hussain
2
Al-Hassan, Abdullah
1
Aloui, Chaker
1
Arreola Hernández, José
1
Bekiros, Stelios
1
Ben Hamida, Hela
1
Gupta, Rangan
1
Hammoudeh, Shawkat M.
1
Muteba Mwamba, John
1
Naqvi, Syed Asif Ali
1
Nasreen, Samia
1
Reboredo, Juan Carlos
1
Sarafrazi, Soodabeh
1
Shah, Syed Ale Raza
1
Shahbaz, Muhammad
1
Tiwari, Aviral Kumar
1
Ur Rehman, Mobeen
1
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3
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2
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2
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1
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1
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1
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1
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1
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1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of asset management
1
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ECONIS (ZBW)
26
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1
Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks
Hammoudeh, Shawkat
;
Santos, Paulo Araújo
;
Al-Hassan, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 318-334
Persistent link: https://www.econbiz.de/10009779210
Saved in:
2
Downside risk, portfolio diversification and the financial crisis in the euro-zone
Sarafrazi, Soodabeh
;
Hammoudeh, Shawkat
;
Santos, Paulo …
- In:
Journal of international financial markets, …
32
(
2014
),
pp. 368-396
Persistent link: https://www.econbiz.de/10011299784
Saved in:
3
Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period
Liu, Tengdong
;
Hammoudeh, Shawkat
;
Santos, Paulo Araújo
- In:
Journal of international money and finance
44
(
2014
),
pp. 47-68
Persistent link: https://www.econbiz.de/10010391088
Saved in:
4
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003989642
Saved in:
5
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
- In:
The quarterly review of economics and finance : journal …
51
(
2011
)
4
,
pp. 435-441
Persistent link: https://www.econbiz.de/10009373135
Saved in:
6
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
Saved in:
7
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009619368
Saved in:
8
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
9
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
- In:
Energy economics
42
(
2014
),
pp. 332-342
Persistent link: https://www.econbiz.de/10010503584
Saved in:
10
Co-movement between sharia stocks and sukuk in the GCC markets : a time-frequency analysis
Aloui, Chaker
;
Hammoudeh, Shawkat
;
Ben Hamida, Hela
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 69-79
Persistent link: https://www.econbiz.de/10011474461
Saved in:
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