Incorporating higher moments into value-at-risk forecasting

von Polanski, Arnold
Veröffentlicht in Journal of forecasting (2010)

Efficient evaluation of multidimensional time-varying density forecasts, with applications to risk management

von Polanski, Arnold
Veröffentlicht in International journal of forecasting (2012)

Dynamic density forecasts for multivariate asset returns

von Polanski, Arnold
Veröffentlicht in Journal of forecasting (2011)

Industry membership and capital structure dynamics in the UK

von Tucker, Jon
Veröffentlicht in International review of financial analysis (2011)

Co-dependence of extreme events in high frequency FX returns

von Polanski, Arnold
Veröffentlicht in Journal of international money and finance (2014)

Forecasting multidimensional tail risk at short and long horizons

von Polanski, Arnold
Veröffentlicht in International journal of forecasting (-2017)

Multidimensional risk and risk dependence

von Polanski, Arnold
Veröffentlicht in Journal of banking & finance (2013)

A cyclical model of exchange rate volatility

von Harris, Richard D. F.
Veröffentlicht in Journal of banking & finance (2011)

Day-of-the-month effects in the performance of monumentum trading strategies in the foreign exchange market

von Harris, Richard D. F.
Veröffentlicht in The journal of trading (2009)

The limits to minimum-variance hedging

von Harris, Richard D. F.
Veröffentlicht in Journal of business finance & accounting (2010)

A simplified approach to modeling the co-movement of asset returns

von Harris, Richard D. F.
Veröffentlicht in The journal of futures markets (2007)

Systematic extreme downside risk

von Harris, Richard D. F.
Veröffentlicht in Journal of international financial markets, institutions & money (2019)

The dynamic Black-Litterman approach to asset allocation

von Harris, Richard D. F.
Veröffentlicht in European journal of operational research (162017)

Does systematic tail risk matter?

von Stoja, Evarist
Veröffentlicht in Journal of international financial markets, institutions & money (2023)

Financial market volatility, macroeconomic fundamentals and investor sentiment

von Chiu, Ching Wai Jeremy
Veröffentlicht in Journal of banking & finance (2018)