skip to main content
Guest
My Research
My Account
Sign out
Sign in
This feature requires javascript
Library Search
Find Databases
Browse Search
E-Journals A-Z
E-Books A-Z
Citation Linker
Help
Language:
English
Vietnamese
This feature required javascript
This feature requires javascript
Primo Search
All Library Resources
All
Course Materials
Course Materials
Search For:
Clear Search Box
Search in:
All Library Resources
Or hit Enter to replace search target
Or select another collection:
Search in:
All Library Resources
Search in:
Print Resources
Search in:
Digital Resources
Search in:
Online E-Resources
Advanced Search
Browse Search
This feature requires javascript
Search Limited to:
Search Limited to:
Resource type
criteria input
All items
Books
Articles
Images
Audio Visual
Maps
Graduate theses
Show Results with:
criteria input
that contain my query words
with my exact phrase
starts with
Show Results with:
Search type Index
criteria input
anywhere in the record
in the title
as author/creator
in subject
Full Text
ISBN
ISSN
TOC
Keyword
Field
Show Results with:
in the title
Show Results with:
anywhere in the record
in the title
as author/creator
in subject
Full Text
ISBN
ISSN
TOC
Keyword
Field
This feature requires javascript
Risk Measures with Applications in Finance and Economics
https://creativecommons.org/licenses/by-nc-nd/4.0/legalcode ;ISBN: 3038974447 ;ISBN: 9783038974444 ;ISBN: 3038974439 ;ISBN: 9783038974437 ;DOI: 10.3390/books978-3-03897-444-4
Full text available
Citations
Cited by
View Online
Details
Recommendations
Reviews
Times Cited
External Links
This feature requires javascript
Actions
Add to My Research
Remove from My Research
E-mail
Print
Permalink
Citation
EasyBib
EndNote
RefWorks
Delicious
Export RIS
Export BibTeX
This feature requires javascript
Title:
Risk Measures with Applications in Finance and Economics
Author:
McAleer, Michael
;
Wong, Wing-Keung
Subjects:
Amihud’s illiquidity ratio
;
ANN
;
asymptotic approximation
;
B-splines
;
bank failure
;
bank profitability
;
bank risk
;
banking
;
banking regulation
;
bankruptcy
;
Bayesian approach
;
binomial tree
;
business groups
;
carbon emissions
;
cartel
;
causal path
;
China’s food policy
;
climate change
;
co-dependence modelling
;
coal
;
coherent risk measures
;
conjugate prior
;
conscientiousness
;
cooperative banks
;
corporate sustainability
;
CoVaR
;
credit derivatives
;
credit risk
;
crude oil
;
Data Envelopment Analysis (DEA)
;
diagonal BEKK
;
diversification
;
dynamic conditional correlation
;
dynamic hedging
;
dynamic panel
;
early warning system
;
EGARCH-m
;
emerging market
;
emotion
;
empirical process
;
European banking system
;
European stock markets
;
factor models
;
falsified products
;
finance risk
;
financial crisis
;
financial hazard map
;
financial performance
;
financial risk
;
financial risks
;
financial security
;
financial stability
;
fossil fuels
;
full BEKK
;
future health risk
;
gain-loss ratio
;
generalized autoregressive score functions
;
GMC
;
Granger causality
;
green energy
;
group-affiliated
;
health risk
;
inflation forecast
;
information asymmetry
;
institutional voids
;
investment horizon
;
investment profitability
;
IPO underpricing
;
japonica rice production
;
joy
;
leniency program
;
life insurance
;
liquidity premium
;
low carbon targets
;
low-income country
;
market timing
;
markov regime switching
;
medication
;
Mezzanine Financing
;
Monte Carlo Simulations
;
monthly CPI data
;
moving averages
;
multivariate regime-switching
;
national health system
;
need hierarchy theory
;
news release
;
objective health status
;
online purchase intention
;
openness to experience
;
optimizing financial model
;
option value
;
out-of-sample forecast
;
perceived ease of use
;
perceived usefulness
;
polarity
;
policy simulation
;
portfolio selection
;
probabilistic cash flow
;
probability of default
;
production frontier function
;
Project Financing
;
quasi likelihood ratio (QLR) test
;
random forests
;
regression model
;
regular vine copulas
;
returns and volatility
;
risk
;
risk assessment
;
risk aversion
;
risk management
;
risk measures
;
risk-free rate
;
risk-neutral distribution
;
risks mitigation
;
RV5MIN
;
S&P 500 index options
;
sadness
;
scientific verification
;
self-perceived health
;
sentiment analysis
;
SHARE
;
simulations
;
Slovak enterprises
;
smoothing process
;
social efficiency
;
socially responsible investment
;
sovereign credit default swap (SCDS)
;
specification testing
;
spot and futures prices
;
stakeholder theory
;
stochastic frontier model
;
stochastic volatility
;
stock return volatility
;
sustainability
;
sustainability of economic recovery
;
sustainable development
;
sustainable food security system
;
SYMBOL
;
technological progress
;
term life insurance
;
the optimal scale of foreign exchange reserve
;
the sudden stop of capital inflow
;
time-varying copula function
;
time-varying correlations
;
tree structures
;
two-level CES function
;
two-level optimization
;
uncertainty termination
;
utility
;
utility maximization
;
variance
;
VIX
;
volatility spillovers
;
volatility transmission
;
whole life insurance
;
wild bootstrap
Description:
Risk measures play a vital role in many subfields of economics and finance. It has been proposed that risk measures could be analysed in relation to the performance of variables extracted from empirical real-world data. For example, risk measures may help inform effective monetary and fiscal policies and, therefore, the further development of pricing models for financial assets such as equities, bonds, currencies, and derivative securities.
A Special Issue of “Risk Measures with Applications in Finance and Economics” will be devoted to advancements in the mathematical and statistical development of risk measures with applications in finance and economics. This Special Issue will bring together the theory, practice and real-world applications of risk measures. This book is a collection of papers published in the Special Issue of “Risk Measures with Applications in Finance and Economics” for Sustainability in 2018.
Publisher:
MDPI
Creation Date:
2019
Format:
536
Language:
English
Identifier:
ISBN: 3038974447
ISBN: 9783038974444
ISBN: 3038974439
ISBN: 9783038974437
DOI: 10.3390/books978-3-03897-444-4
Source:
DOAB: Directory of Open Access Books
This feature requires javascript
This feature requires javascript
Back to results list
This feature requires javascript
This feature requires javascript
Searching Remote Databases, Please Wait
Searching for
in
scope:(TDTS),scope:(SFX),scope:(TDT),scope:(SEN),primo_central_multiple_fe
Show me what you have so far
This feature requires javascript
This feature requires javascript