Results 131 to 140 of about 501 (170)

From risk to reward: Unveiling the multidimensional impact of financial risks on the performance of Ghanaian banks. [PDF]

Heliyon
Cobbinah BB, Yang W, Sarpong FA, Nyantakyi G.   +3 more
europepmc   +1 more source

Analyzing selected cryptocurrencies spillover effects on global financial indices: Comparing risk measures using conventional and eGARCH-EVT-Copula approaches

This study examines the interdependence between cryptocurrencies and international financial indices, such as MSCI World and MSCI Emerging Markets. We compute the value at risk, expected shortfall (ES), and range value at risk (RVaR) and investigate the ...
Ahmad, Touqeer, Desheng, Wu Dash, Karamoozian, Amirhossein, Rehman, Shafique Ur   +3 more
core  

[Management of Non-Financial Risks: A Research Agenda]. [PDF]

Schmalenbach Z Betriebswirtsch Forsch, 2020
Franke G.
europepmc   +1 more source

Extreme value modelling of Ghana stock exchange index. [PDF]

Springerplus, 2015
Nortey EN, Asare K, Mettle FO.
europepmc   +1 more source

Probability and Statistics with Applications in Finance and Economics. [PDF]

ScientificWorldJournal, 2015
Brown S, Wong WK.
europepmc   +1 more source

A bias-reduced GARCH-EVT(Extreme Value Theory) approach for financial risk estimation

A bias-reduced GARCH-EVT(Extreme Value Theory) approach for financial risk estimation
ISM Online Open House, 2020.10.27 統計数理研究所オープンハウス（オンライン開催）、R2.10.27 ...
openaire  

Value-at-Risk estimation: A novel GARCH-EVT approach dealing with bias and heteroscedasticity

Value-at-Risk estimation: A novel GARCH-EVT approach dealing with bias and heteroscedasticity
Open House, ISM in National Center of Sciences Building, 2019.6.05 統計数理研究所オープンハウス（学術総合センター）、R1.6.5 ...
openaire