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Best Fitting Fat Tail Distribution for the Volatilities of Energy Futures: Gev, Gat and Stable Distributions in GARCH and APARCH Models.
- Published in:
- Journal of Risk & Financial Management, 2018, v. 11, n. 2, p. 1, doi. 10.3390/jrfm11020030
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- Article
Leverage and Volatility Feedback Effects and Conditional Dependence Index: A Nonparametric Study.
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- Journal of Risk & Financial Management, 2018, v. 11, n. 2, p. 1, doi. 10.3390/jrfm11020029
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- Article
Customer Preferences and Implicit Tradeoffs in Accident Scenarios for Self-Driving Vehicle Algorithms.
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- Journal of Risk & Financial Management, 2018, v. 11, n. 2, p. 1, doi. 10.3390/jrfm11020028
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- Article
Credit Rating and Pricing: Poles Apart.
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- Journal of Risk & Financial Management, 2018, v. 11, n. 2, p. 1, doi. 10.3390/jrfm11020027
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- Article
The Wolf and the Caribou: Coexistence of Decentralized Economies and Competitive Markets.
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- Journal of Risk & Financial Management, 2018, v. 11, n. 2, p. 1, doi. 10.3390/jrfm11020026
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- Article
Mean-Variance Portfolio Selection in a Jump-Diffusion Financial Market with Common Shock Dependence.
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- Journal of Risk & Financial Management, 2018, v. 11, n. 2, p. 1, doi. 10.3390/jrfm11020025
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- Article
Editorial Note: Review Papers for Journal of Risk and Financial Management (JRFM).
- Published in:
- Journal of Risk & Financial Management, 2018, v. 11, n. 2, p. 1, doi. 10.3390/jrfm11020020
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- Article
Exchange Rate Effects on International Commercial Trade Competitiveness.
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- Journal of Risk & Financial Management, 2018, v. 11, n. 2, p. 1, doi. 10.3390/jrfm11020019
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- Article
Investigation of the Financial Stability of S&P 500 Using Realized Volatility and Stock Returns Distribution.
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- Journal of Risk & Financial Management, 2018, v. 11, n. 2, p. 1, doi. 10.3390/jrfm11020022
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- Article
Testing for Causality-In-Mean and Variance between the UK Housing and Stock Markets.
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- Journal of Risk & Financial Management, 2018, v. 11, n. 2, p. 1, doi. 10.3390/jrfm11020021
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- Article
Credit Ratings and Liquidity Risk for the Optimization of Debt Maturity Structure.
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- Journal of Risk & Financial Management, 2018, v. 11, n. 2, p. 1, doi. 10.3390/jrfm11020024
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- Article
Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis.
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- Journal of Risk & Financial Management, 2018, v. 11, n. 2, p. 1, doi. 10.3390/jrfm11020023
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- Article
Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH.
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- Journal of Risk & Financial Management, 2018, v. 11, n. 2, p. 1, doi. 10.3390/jrfm11020018
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- Article
Equity Options During the Shorting Ban of 2008.
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- Journal of Risk & Financial Management, 2018, v. 11, n. 2, p. 1, doi. 10.3390/jrfm11020017
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- Article
Contagion Effect of Natural Disaster and Financial Crisis Events on International Stock Markets.
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- Journal of Risk & Financial Management, 2018, v. 11, n. 2, p. 1, doi. 10.3390/jrfm11020016
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- Article