expected shortfall

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1
Extreme value modelling of Ghana stock exchange index.
Nortey, Ezekiel N N;Asare, Kwabena;Mettle, Felix Okoe;
2015 SpringerPlus DOI: 10.1186/s40064-015-1... 160 views
2
Modeling Markov switching ARMA-GARCH neural networks models and an application to forecasting stock returns.
Bildirici, Melike;Ersin, Özgür;
2014 TheScientificWorldJournal DOI: 10.1155/2014/497941 223 views
3
Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple
Pınar Kaya Soylu,Mustafa Okur,Özgür Çatıkkaş,Z. Ayca Altintig;Pınar Kaya Soylu;Mustafa Okur;Özgür Ça...
2020 journal of risk and financial management DOI: 10.3390/jrfm13060107 286 views
4
Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple
Pınar Kaya Soylu;Mustafa Okur;Özgür Çatıkkaş;Z. Ayca Altintig;Kaya Soylu, Pınar;Okur, Mustafa;Çatık...
2020 journal of risk and financial management DOI: 10.3390/jrfm13060107 257 views
5
the impact of systemic risk on the diversification benefits of a risk portfolio
;Marc Busse;Michel Dacorogna;Marie Kratz
2014 world neurosurgery DOI: 10.3390/risks2030260 231 views

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TheScientificWorldJournal
ISSN: 1537-744X 623 views
SpringerPlus
ISSN: 2193-1801 603 views

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