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Journal of Money, Credit and Banking, ISSN 0022-2879, 10/2018, Volume 50, Issue 7, pp. 1479 - 1505
Some financial stress events lead to macroeconomic downturns, while others appear to be isolated to financial markets. We identify financial stress regimes... 
financial crisis | smooth‐transition VAR models | factor‐augmented VAR models | Gibbs variable selection | smooth-transition VAR models | factor-augmented VAR models | CREDIT | BUSINESS, FINANCE | BUSINESS-CYCLE | TRANSMISSION | DYNAMICS | MONETARY-POLICY | ECONOMICS | SHOCKS | Analysis | Financial markets | Macroeconomics | Economic models
Journal Article
Revista de Métodos Cuantitativos para la Economía y la Empresa, ISSN 1886-516X, 06/2017, Volume 23, pp. 257 - 271
The main goal of this research is to construct and assess forecast intervals for monthly US/EURO foreign exchange rate. The point forecasts used to build the... 
exchange rate; VAR model; Bayesian VAR model; intervalos de pronóstico; tipos de cambio; modelo VAR; modelo VAR bayesiano | VAR model | forecast intervals | intervalos de pronóstico | Bayesian VAR model | exchange rate | tipos de cambio | modelo VAR bayesiano | modelo VAR
Journal Article
Journal Article
1999, ISBN 9782742726035, 261
Book
Risks, ISSN 2227-9091, 12/2018, Volume 6, Issue 4, p. 142
In both financial theory and practice, Value-at-risk (VaR) has become the predominant risk measure in the last two decades. Nevertheless, there is a lively and... 
Wang distortion | Expectile Var | Glue Var | VaR | Expected shortfall | Lambda VaR | Range VaR | Entropic VaR | Median shortfall | Risk measures based on benchmark loss distributions | expectile VaR | median shortfall | lambda VaR | risk measures based on benchmark loss distributions | expected shortfall | glue VaR | entropic VaR | range VaR
Journal Article
2000, Collection "Espaces et temps du sport", ISBN 2738497462, 404
Book
1971, Documents des Laboratoires de géologie de la Faculté des sciences de Lyon, no 46, 268
Book
INZINERINE EKONOMIKA-ENGINEERING ECONOMICS, ISSN 1392-2785, 2019, Volume 30, Issue 1, pp. 32 - 40
Traditionally standard deviation has been considered as the main risk measure of an asset portfolio. The relevance of VaR analysis is widely recognized as an... 
Russian Stock Market | EWMA Var | Semi-Parametric VaR | RISK | Value-at-Risk (VaR) | VaR Specification | ECONOMICS | Backtesting | Risk Modeling | Volatility Adjusted VaR | Stock exchanges | Volatility | Securities markets
Journal Article
Quarterly Journal of the Royal Meteorological Society, ISSN 0035-9009, 2009, Volume 135, Issue 638, pp. 251 - 262
Journal Article
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