Risk Measures with Applications in Finance and Economics (Record no. 21838)

MARC details
000 -LEADER
fixed length control field 03437nam a2200121Ia 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 220620s9999||||xx |||||||||||||| ||und||
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Wong, Wing-Keung||McAleer, Michael
245 #0 - TITLE STATEMENT
Title Risk Measures with Applications in Finance and Economics
546 ## - LANGUAGE NOTE
Language note English[eng]
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element risk assessment||VIX||business groups||SHARE||asymptotic approximation||European stock markets||whole life insurance||dynamic hedging||risk-neutral distribution||cooperative banks||Data Envelopment Analysis (DEA)||group-affiliated||early warning system||factor models||smoothing process||GMC||falsified products||S&P 500 index options||credit derivatives||corporate sustainability||term life insurance||risk management||crude oil||financial stability||social efficiency||dynamic conditional correlation||emerging market||out-of-sample forecast||financial crisis||binomial tree||news release||green energy||perceived usefulness||Bayesian approach||two-level optimization||probability of default||bank risk||SYMBOL||information asymmetry||CoVaR||probabilistic cash flow||japonica rice production||bank profitability||Monte Carlo Simulations||gain-loss ratio||coherent risk measures||Mezzanine Financing||national health system||option value||conscientiousness||online purchase intention||Slovak enterprises||spot and futures prices||liquidity premium||institutional voids||utility||random forests||bankruptcy||optimizing financial model||sustainable food security system||dynamic panel||co-dependence modelling||financial performance||time-varying correlations||Project Financing||future health risk||generalized autoregressive score functions||volatility spillovers||financial risks||simulations||life insurance||emotion||finance risk||markov regime switching||diversification||production frontier function||Granger causality||health risk||risks mitigation||returns and volatility||sadness||low-income country||the sudden stop of capital inflow||bank failure||China’s food policy||objective health status||IPO underpricing||polarity||climate change||stock return volatility||sentiment analysis||empirical process||full BEKK||stochastic frontier model||perceived ease of use||volatility transmission||openness to experience||sustainability||low carbon targets||quasi likelihood ratio (QLR) test||banking regulation||sustainable development||specification testing||fossil fuels||time-varying copula function||tree structures||monthly CPI data||coal||cartel||regular vine copulas||sustainability of economic recovery||ANN||EGARCH-m||financial security||leniency program||financial hazard map||uncertainty termination||causal path||stakeholder theory||technological progress||banking||investment horizon||regression model||two-level CES function||joy||the optimal scale of foreign exchange reserve||carbon emissions||stochastic volatility||B-splines||self-perceived health||sovereign credit default swap (SCDS)||RV5MIN||utility maximization||credit risk||policy simulation||socially responsible investment||portfolio selection||scientific verification||European banking system||risk-free rate||wild bootstrap||medication||investment profitability||Amihud’s illiquidity ratio||multivariate regime-switching||inflation forecast||risk aversion||market timing||need hierarchy theory||variance||diagonal BEKK||conjugate prior||risk||moving averages||financial risk||risk measures
856 ## - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://mdpi.com/books/pdfview/book/1442">https://mdpi.com/books/pdfview/book/1442</a>
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type E-Books
Holdings
Withdrawn status Lost status Damaged status Not for loan Home library Current library Date acquired Total Checkouts Date last seen Price effective from Koha item type
        Kerala University of Digital Sciences, Innovation and Technology Knowledge Centre Kerala University of Digital Sciences, Innovation and Technology Knowledge Centre 20/06/2022   20/06/2022 20/06/2022 E-Books