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Volatility
Risikomanagement
42,452
Risk management
42,156
Theorie
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Theory
13,937
Risk
13,829
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13,682
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Volatilität
2,609
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2,599
financial markets
2,373
Schätzung
2,269
Estimation
2,225
USA
2,211
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2,110
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2,061
Börsenkurs
1,939
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1,909
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1,886
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18
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Corbet, Shaen
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Daníelsson, Jón
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Pierdzioch, Christian
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EconWPA
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Kansantaloustieteen Laitos <Tampere>
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University of Canterbury / Dept. of Economics and Finance
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Centre d'études prospectives et d'informations internationales (CEPII)
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Economic Research Forum for the Arab Countries, Iran and Turkey
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European Association of Agricultural Economists - EAAE
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Federal Reserve Bank of St. Louis
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New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
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School of Economics and Management, University of Aarhus
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Springer Fachmedien Wiesbaden
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Finance research letters
82
Energy economics
69
The North American journal of economics and finance : a journal of financial economics studies
52
International review of financial analysis
48
Economic modelling
39
International review of economics & finance : IREF
39
Journal of banking & finance
39
Applied economics
36
Research in international business and finance
35
Journal of international financial markets, institutions & money
33
Journal of risk and financial management : JRFM
26
Risks : open access journal
23
Working paper
22
International journal of forecasting
21
Pacific-Basin finance journal
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Journal of empirical finance
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Journal of forecasting
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Journal of risk
19
Discussion paper / Tinbergen Institute
17
International journal of finance & economics : IJFE
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
CESifo working papers
14
Emerging markets review
14
International Journal of Financial Studies : open access journal
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The European journal of finance
14
The journal of risk model validation
14
International journal of economics and financial issues : IJEFI
13
Working papers
13
Applied economics letters
12
Econometric Institute research papers
12
Journal of econometrics
12
Journal of international money and finance
12
Quantitative finance
12
Financial innovation : FIN
11
International Journal of Energy Economics and Policy : IJEEP
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Studies in economics and finance
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The journal of futures markets
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Department of Economics working paper series
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Global finance journal
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ECONIS (ZBW)
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RePEc
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Other ZBW resources
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EconStor
8
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1
Current volatility as a measure of market risk
Kussy, Mikhail
- In:
International journal of risk assessment and management …
20
(
2017
)
4
,
pp. 333-349
Persistent link: https://www.econbiz.de/10011859119
Saved in:
2
Is risk higher during non-trading periods? : the risk trade-off for intraday versus overnight market returns
Riedel, Christoph
;
Wagner, Niklas F.
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 53-64
Persistent link: https://www.econbiz.de/10011475596
Saved in:
3
Dynamic bivariate peak over threshold model for joint tail risk dynamics of financial markets
Zhao, Zifeng
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 892-906
Persistent link: https://www.econbiz.de/10012653200
Saved in:
4
How to choose the return model for market risk? : getting towards a right magnitude of stressed
VaR
Lichtner, Mark
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1391-1407
Persistent link: https://www.econbiz.de/10012194794
Saved in:
5
Measuring ESG risks in multi-asset portfolios : decomposing VaRESG into CVaRESG
Capelli, Paolo
;
Ielasi, Federica
;
Russo, Angeloantonio
- In:
Finance research letters
66
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10015061195
Saved in:
6
Evaluation of volatility models for forecasting Value-at-Risk and Expected Shortfall in the Portuguese stock market
Sobreira, Nuno
;
Louro, Rui
- In:
Finance research letters
32
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430745
Saved in:
7
On the estimation of Value-at-Risk and Expected Shortfall at extreme levels
Lazar, Emese
;
Pan, Jingqi
;
Wang, Shixuan
- In:
Journal of commodity markets : JCM
34
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014548240
Saved in:
8
Tail relation between return and volume in the US stock market : an analysis based on extreme value theory
Longin, François M.
;
Pagliardi, Giovanni
- In:
Economics letters
145
(
2016
),
pp. 252-254
Persistent link: https://www.econbiz.de/10011618837
Saved in:
9
Hull-White's value at risk model : case study of Baltic equities market
Radivojević, Nikola
;
Ćurčić, Nikola V.
; …
- In:
Journal of business economics and management
18
(
2017
)
5
,
pp. 1023-1041
Persistent link: https://www.econbiz.de/10011781020
Saved in:
10
An evaluation and comparison of Value at Risk and Expected Shortfall
Burdorf, Tom
;
Van Vuuren, Gary
- In:
Investment management and financial innovations
15
(
2018
)
4
,
pp. 17-34
Persistent link: https://www.econbiz.de/10012055643
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