CORE
🇺🇦
make metadata, not war
Services
Services overview
Explore all CORE services
Access to raw data
API
Dataset
FastSync
Content discovery
Recommender
Discovery
OAI identifiers
OAI Resolver
Managing content
Dashboard
Bespoke contracts
Consultancy services
Support us
Support us
Membership
Sponsorship
Community governance
Advisory Board
Board of supporters
Research network
About
About us
Our mission
Team
Blog
FAQs
Contact us
Filters
22 research outputs found
Are Realized Volatility Models Good Candidates for Alternative Value at Risk Prediction Strategies?
Author
A Balkema
A Beltratti
+93 more
A Campel
A Gran�
A J Mcneil
A M Fuertes
Apostolos N. Refenes
B Hill
C Liu
C Perignon
C T Brownless
C W J Granger
D B Nelson
D G Mcmillan
D G Mcmillan
D Hendricks
D N Politis
D P Louzis
Dimitrios P. Louzis
E Ghysels
E Ghysels
F Black
F Corsi
F Corsi
F Corsi
F X Diebold
G Barone-Adesi
G Barone-Adesi
G Bekaert
G Wu
H Bystr�m
J A Lopez
J Berkowitz
J Engel
J Hull
J M Zakoian
J Marcucci
J Pickands
J R M Hosking
J Y Campbell
Jp Morgan
K F Chan
K Kuester
K R French
L Forsberg
L Glosten
M A Ferreira
M Clements
M Martens
M Martens
M Sarma
N Shephard
O E Barndorff-Nielsen
O E Barndorff-Nielsen
P Christofferesen
P Christofferesen
P Christoffersen
P Embrechts
P Giot
P Giot
P Giot
P Giot
P Kupiec
P Lambert
P R Hansen
R F Engle
R F Engle
R F Engle
R F Engle
R F Engle
R Gallant
R Gencay
R Kruse
R L Smith
R S Pindyck
R Sajjad
R T Baillie
S Alizadeh
S J Koopman
S Pong
Spyros Xanthopoulos-Sisinis
T Angelidis
T Bollerslev
T Bollerslev
T G Andersen
T G Andersen
T G Andersen
T G Andersen
T G Andersen
T G Andersen
T G Andersen
U A Muller
U A Muller
X D Shao
Z Ding
Publication venue
'Elsevier BV'
Publication date
01/01/2011
Field of study
Full text link
Crossref
Exploiting Spillovers to Forecast Crashes
Author
A Kanas
C Gourieroux
+37 more
C S Eun
C Scarrott
Erik Kole
F Diebold
F Gresnigt
F Gresnigt
F Longin
Francine Gresnigt
G Koutmos
H N Bystr�m
Iii Pickands
J D Hamilton
J Gonzalo
K P Fischer
M A King
O Grothe
P Embrechts
P F Christoffersen
P Hartmann
P Hewlett
Philip Hans Franses
R A Connolly
R F Engle
R F Engle
R Giacomini
R Herrera
S H Poon
S H Poon
T Clark
T S Breusch
V Chavez-Demoulin
V Chavez-Demoulin
W L Lin
W Sun
Y Hamao
Y Ogata
Y Ogata
Publication venue
'Elsevier BV'
Publication date
01/01/2015
Field of study
Full text link
Crossref
Valuation of Ecosystem Services Provided by Biodiversity Conservation: An Integrated Hydrological and Economic Model to Value the Enhanced Nitrogen Retention in Renaturated Streams
Author
Alberini Anna
Alberini Anna
+78 more
Andrea Bigano
Antoci Angelo
Aussenegg Wolfgang
B J Peterson
B Kronvang
Bd
Birol Ekin
Bjarne Brendstrup
Bjorndal Trond
Brusco Sandro
Br�uer Ingo
C W Maarten
Candela Guido
Cavaliere Alberto
Chaib Linda
Crespi Francesco
Currarini Sergio
D I Adolfo
D Pearce
Dimitrov Dinko
Eckert Franca
Englmaier Florian
Escrihuela- Marc
Ferro Nicoletta
Fibich Gadi
Finus Micheal
Fujita Masahisa
Galeotti Marzio
Galeotti Marzio
Ginsburgh Victor
H Behrendt
H Hennies
I Br�uer
I P Gianmarco
I.-M Gren
I.-M Gren
I.-M Gren
Ingo Bräuer
Institut Diplomarbeit
J D�rge
Jacqueline M
Javier Rey
Jean-Jacques Nowak
Juan Luis
Kadan Ohad
Kiflemariam Hamde
Klepper Gernot
Kristine Crane (lxviii
M Harthun
Markandya Anil
Mburu John
N E Bockstael
Note Di
O Bystr�m
O Bystr�m
Odunga Pius
P M Gale
Perez Wilson
Pichler Pegaret
Piras Romano
R A Musgrave
R Brouwer
R Costanza
R J Herman
R Marggraf
Rainer Marggraf
Ra�l Hern�ndez
Ricci Francesco
S G�th
Sade Orly
Scott Barrett
Sebastian Bervoets
Shareef ( Riaz
Signe Anthon
Stryszowska Marta
T Gr�nebaum
W J Mitsch
Weber ( Marian
Publication venue
'Elsevier BV'
Publication date
01/01/2004
Field of study
Full text link
Crossref
Multivariate Market Association and Its Extremes
Author
B H Boyer
B Solnik
+15 more
Dirk Baur
E Chang
F Longin
F Longin
G De Santis
H Bystr�m
K Forbes
L Hu
L Ramchand
M Loretan
P Hartmann
R Koenker
R S Pindyck
W G Christie
W N Goetzmann
Publication venue
'Elsevier BV'
Publication date
01/01/2003
Field of study
No full text
Crossref
Using Principal Component Analysis to Explain Term Structure Movements: Performance and Stability
Author
B W Golub
C O Alexander
+19 more
C R Nelson
D Babbel
E Falkenstein
E J Elton
E Navarro
E Navarro
G M Soto
Gloria M. Soto
H N E Bystr�m
J Engel
J R Barber
K Dowd
M Ahlstedt
M K Singh
P Wadhwa
R Litterman
R N Kahn
R R Bliss
Riskmetrics
Publication venue
'Elsevier BV'
Publication date
01/01/2004
Field of study
No full text
Crossref
An Intergenerational Cross-Country Swap
Author
] L + 08
A Abel
+30 more
B Gadanecz
C Frei
D Blake
D Blake
D Pearce
D Usher
G Becker
G Isiklar
G Ponthi
H Bystr
J Alho
K Dowd
M Kraemer
M Mania
M Weitzman
M Weitzman
Miret Padovani
N Batini
N Gbh + 06] T. Groome
O Mitchell
Paolo Vanini
R Brooks
R Bryant
R Shiller
R Shiller
S Athanasoulis
S Eijnger
S Hepburn
S Preston
T Groome
Publication venue
'Elsevier BV'
Publication date
01/01/2009
Field of study
No full text
Crossref
A Markov Switching Unobserved Component Analysis of the CDX Index Term Premium
Author
A Ang
A C Harvey
+48 more
A C Harvey
A Harvey
A W Lo
B Bernanke
B Bernanke
B C R Quantitative Credit Strategy
B E Hansen
B S Bernanke
B S Bernanke
C Alexander
C G Lamoureux
C.-J Kim
C.-J Kim
Christos Ioannides
D Aunon-Nerin
D H Kim
E F Fama
F A Longstaff
F A Longstaff
F X Zhang
G Koop
Giovanni Calice
H Bystr�m
H H Pesaran
H N E Bystr�m
H Zhu
J B Taylor
J D Hamilton
J D Hamilton
J Hull
J M Poterba
J M Smith
J Pan
J Y Campbell
L H Summers
M Bedendo
M J Kim
M Nervole
M Scheicher
M W Watson
P K Clark
R Bhar
R Blanco
R C Merton
R Engle
R Garcia
R M Stulz
Rong Hui Miao
Publication venue
'Elsevier BV'
Publication date
01/01/2010
Field of study
No full text
Crossref
Attempting the Production of Public Goods Through Microfinance: The Case of Water and Sanitation
Author
A Bannerjee
A Dharker
+38 more
A Dohn
A Karnani
B Rhyne
D Karlan
E Bluemel
E Kinetz
G Shridhar
H Bystr�m
I Kaul
Intellecap
J Davis
J M Servet
J Malkin
J Parker
J Turner
L Muhammad
M A Kabir
M Agbenorheri
M Bateman
M Bateman
M Greeley
M Mehta
M Mehta
M Yunus
Mixmarket
Mixmarket
N Reis
N Rosemann
P Mcrae
P Pronyk
P Samuelson
Philip Mader
R Varley
S Khumawala
S Leatherman
S Neckel
T Strauss
V Shiva
Publication venue
'Elsevier BV'
Publication date
01/01/2011
Field of study
No full text
Crossref
Comparing Conditional Hedging Strategies
Author
A K Bera
Cédric de Ville de Goyet
+26 more
D.-H D Lien
F X Diebold
F X Diebold
H N E Bystr�m
J A Lafuente
J L Stein
J Miffre
K F Kroner
K F Kroner
L Bauwens
L Gagnon
L H Ederington
L L Johnson
Lien D.-H D Tse
M S Haigh
N L Johnson
O Ledoit
P Sercu
R F Engle
R Giacomini
R J Myers
R T Baillie
S.-S Chen
T Bollerslev
T G Andersen
T H Park
Publication venue
'Elsevier BV'
Publication date
01/01/2007
Field of study
No full text
Crossref
Are CDS Spreads Predictable? An Analysis of Linear and Non-Linear Forecasting Models
Author
*
A Ang
+35 more
A Gargano
B Y Zhang
C Alexander
C Engel
D A Dickey
D Mcmillan
D Van Dijk
Davide Avino
E F Fama
F Black
F Blanco
F X Diebold
F X Diebold
G Dionne
G Elliott
H Bystr�m
J Berkowitz
J Campbell
J D Opdyke
J Ericsson
J H Cochrane
J H Cochrane
J Y Campbell
K F Chan
M A Ferreira
M Cremers
M Guidolin
M Guidolin
M Guidolin
N S Balke
Ogonna Nneji
P Collin-Dufresne
R Giacomini
R Merton
Y Eom
Publication venue
'Elsevier BV'
Publication date
01/01/2012
Field of study
No full text
Crossref
1
2
3