Risk Measures with Applications in Finance and Economics
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 policie...
Saved in:
| : | |
|---|---|
| Year of Publication: | 2019 |
| Language: | English |
| Physical Description: | 1 electronic resource (536 p.) |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| LEADER | 07241nam-a2202149z--4500 | ||
|---|---|---|---|
| 001 | 993544119604498 | ||
| 005 | 20231214133529.0 | ||
| 006 | m o d | ||
| 007 | cr|mn|---annan | ||
| 008 | 202102s2019 xx |||||o ||| 0|eng d | ||
| 020 | |a 3-03897-444-7 | ||
| 035 | |a (CKB)4920000000095060 | ||
| 035 | |a (oapen)https://directory.doabooks.org/handle/20.500.12854/58518 | ||
| 035 | |a (EXLCZ)994920000000095060 | ||
| 041 | 0 | |a eng | |
| 100 | 1 | |a Wong, Wing-Keung |4 auth | |
| 245 | 1 | 0 | |a Risk Measures with Applications in Finance and Economics |
| 260 | |b MDPI - Multidisciplinary Digital Publishing Institute |c 2019 | ||
| 300 | |a 1 electronic resource (536 p.) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 520 | |a 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.<false,>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. | ||
| 546 | |a English | ||
| 653 | |a risk assessment | ||
| 653 | |a VIX | ||
| 653 | |a business groups | ||
| 653 | |a SHARE | ||
| 653 | |a asymptotic approximation | ||
| 653 | |a European stock markets | ||
| 653 | |a whole life insurance | ||
| 653 | |a dynamic hedging | ||
| 653 | |a risk-neutral distribution | ||
| 653 | |a cooperative banks | ||
| 653 | |a Data Envelopment Analysis (DEA) | ||
| 653 | |a group-affiliated | ||
| 653 | |a early warning system | ||
| 653 | |a factor models | ||
| 653 | |a smoothing process | ||
| 653 | |a GMC | ||
| 653 | |a falsified products | ||
| 653 | |a S&P 500 index options | ||
| 653 | |a credit derivatives | ||
| 653 | |a corporate sustainability | ||
| 653 | |a term life insurance | ||
| 653 | |a risk management | ||
| 653 | |a crude oil | ||
| 653 | |a financial stability | ||
| 653 | |a social efficiency | ||
| 653 | |a dynamic conditional correlation | ||
| 653 | |a emerging market | ||
| 653 | |a out-of-sample forecast | ||
| 653 | |a financial crisis | ||
| 653 | |a binomial tree | ||
| 653 | |a news release | ||
| 653 | |a green energy | ||
| 653 | |a perceived usefulness | ||
| 653 | |a Bayesian approach | ||
| 653 | |a two-level optimization | ||
| 653 | |a probability of default | ||
| 653 | |a bank risk | ||
| 653 | |a SYMBOL | ||
| 653 | |a information asymmetry | ||
| 653 | |a CoVaR | ||
| 653 | |a probabilistic cash flow | ||
| 653 | |a japonica rice production | ||
| 653 | |a bank profitability | ||
| 653 | |a Monte Carlo Simulations | ||
| 653 | |a gain-loss ratio | ||
| 653 | |a coherent risk measures | ||
| 653 | |a Mezzanine Financing | ||
| 653 | |a national health system | ||
| 653 | |a option value | ||
| 653 | |a conscientiousness | ||
| 653 | |a online purchase intention | ||
| 653 | |a Slovak enterprises | ||
| 653 | |a spot and futures prices | ||
| 653 | |a liquidity premium | ||
| 653 | |a institutional voids | ||
| 653 | |a utility | ||
| 653 | |a random forests | ||
| 653 | |a bankruptcy | ||
| 653 | |a optimizing financial model | ||
| 653 | |a sustainable food security system | ||
| 653 | |a dynamic panel | ||
| 653 | |a co-dependence modelling | ||
| 653 | |a financial performance | ||
| 653 | |a time-varying correlations | ||
| 653 | |a Project Financing | ||
| 653 | |a future health risk | ||
| 653 | |a generalized autoregressive score functions | ||
| 653 | |a volatility spillovers | ||
| 653 | |a financial risks | ||
| 653 | |a simulations | ||
| 653 | |a life insurance | ||
| 653 | |a emotion | ||
| 653 | |a finance risk | ||
| 653 | |a markov regime switching | ||
| 653 | |a diversification | ||
| 653 | |a production frontier function | ||
| 653 | |a Granger causality | ||
| 653 | |a health risk | ||
| 653 | |a risks mitigation | ||
| 653 | |a returns and volatility | ||
| 653 | |a sadness | ||
| 653 | |a low-income country | ||
| 653 | |a the sudden stop of capital inflow | ||
| 653 | |a bank failure | ||
| 653 | |a China’s food policy | ||
| 653 | |a objective health status | ||
| 653 | |a IPO underpricing | ||
| 653 | |a polarity | ||
| 653 | |a climate change | ||
| 653 | |a stock return volatility | ||
| 653 | |a sentiment analysis | ||
| 653 | |a empirical process | ||
| 653 | |a full BEKK | ||
| 653 | |a stochastic frontier model | ||
| 653 | |a perceived ease of use | ||
| 653 | |a volatility transmission | ||
| 653 | |a openness to experience | ||
| 653 | |a sustainability | ||
| 653 | |a low carbon targets | ||
| 653 | |a quasi likelihood ratio (QLR) test | ||
| 653 | |a banking regulation | ||
| 653 | |a sustainable development | ||
| 653 | |a specification testing | ||
| 653 | |a fossil fuels | ||
| 653 | |a time-varying copula function | ||
| 653 | |a tree structures | ||
| 653 | |a monthly CPI data | ||
| 653 | |a coal | ||
| 653 | |a cartel | ||
| 653 | |a regular vine copulas | ||
| 653 | |a sustainability of economic recovery | ||
| 653 | |a ANN | ||
| 653 | |a EGARCH-m | ||
| 653 | |a financial security | ||
| 653 | |a leniency program | ||
| 653 | |a financial hazard map | ||
| 653 | |a uncertainty termination | ||
| 653 | |a causal path | ||
| 653 | |a stakeholder theory | ||
| 653 | |a technological progress | ||
| 653 | |a banking | ||
| 653 | |a investment horizon | ||
| 653 | |a regression model | ||
| 653 | |a two-level CES function | ||
| 653 | |a joy | ||
| 653 | |a the optimal scale of foreign exchange reserve | ||
| 653 | |a carbon emissions | ||
| 653 | |a stochastic volatility | ||
| 653 | |a B-splines | ||
| 653 | |a self-perceived health | ||
| 653 | |a sovereign credit default swap (SCDS) | ||
| 653 | |a RV5MIN | ||
| 653 | |a utility maximization | ||
| 653 | |a credit risk | ||
| 653 | |a policy simulation | ||
| 653 | |a socially responsible investment | ||
| 653 | |a portfolio selection | ||
| 653 | |a scientific verification | ||
| 653 | |a European banking system | ||
| 653 | |a risk-free rate | ||
| 653 | |a wild bootstrap | ||
| 653 | |a medication | ||
| 653 | |a investment profitability | ||
| 653 | |a Amihud’s illiquidity ratio | ||
| 653 | |a multivariate regime-switching | ||
| 653 | |a inflation forecast | ||
| 653 | |a risk aversion | ||
| 653 | |a market timing | ||
| 653 | |a need hierarchy theory | ||
| 653 | |a variance | ||
| 653 | |a diagonal BEKK | ||
| 653 | |a conjugate prior | ||
| 653 | |a risk | ||
| 653 | |a moving averages | ||
| 653 | |a financial risk | ||
| 653 | |a risk measures | ||
| 776 | |z 3-03897-443-9 | ||
| 700 | 1 | |a McAleer, Michael |4 auth | |
| 906 | |a BOOK | ||
| ADM | |b 2023-12-15 05:56:55 Europe/Vienna |f system |c marc21 |a 2019-11-10 04:18:40 Europe/Vienna |g false | ||
| AVE | |i DOAB Directory of Open Access Books |P DOAB Directory of Open Access Books |x https://eu02.alma.exlibrisgroup.com/view/uresolver/43ACC_OEAW/openurl?u.ignore_date_coverage=true&portfolio_pid=5337558500004498&Force_direct=true |Z 5337558500004498 |b Available |8 5337558500004498 | ||