Wong, Wing-Keung||McAleer, Michael <br/><br/>
Risk Measures with Applications in Finance and Economics 

<br/><br/><br/>English[eng] 
<br/><br/><label>Subjects--Topical Terms: </label><br/>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