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The Journal of Risk
Latest Publications
TOTAL DOCUMENTS
452
(FIVE YEARS 61)
H-INDEX
35
(FIVE YEARS 1)
Published By Infopro Digital
1465-1211
Latest Documents
Most Cited Documents
Contributed Authors
Related Sources
Related Keywords
Latest Documents
Most Cited Documents
Contributed Authors
Related Sources
Related Keywords
A general framework for the identification and categorization of risks: an application to the context of financial markets
The Journal of Risk
◽
10.21314/jor.2021.004
◽
2021
◽
Author(s):
Micha Bender
◽
Sven Panz
Keyword(s):
Financial Markets
◽
General Framework
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Performance measures adjusted for the risk situation (PARS)
The Journal of Risk
◽
10.21314/jor.2021.007
◽
2021
◽
Author(s):
Christoph Peters
◽
Roland Seydel
Keyword(s):
Performance Measures
◽
Risk Situation
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Optimization of systemic risk: reallocation of assets based on bank networks
The Journal of Risk
◽
10.21314/jor.2021.449
◽
2021
◽
Author(s):
Hu Wang
◽
Shouwei Li
Keyword(s):
Systemic Risk
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Forecasting stock market volatility: an asymmetric conditional autoregressive range mixed data sampling (ACARR-MIDAS) model
The Journal of Risk
◽
10.21314/jor.2021.011
◽
2021
◽
Author(s):
Xinyu Wu
◽
Yang Han
◽
Chaoqun Ma
Keyword(s):
Stock Market
◽
Market Volatility
◽
Mixed Data
◽
Stock Market Volatility
◽
Data Sampling
◽
Mixed Data Sampling
◽
Conditional Autoregressive
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Modeling realized volatility with implied volatility for the EUR/GBP exchange rate
The Journal of Risk
◽
10.21314/jor.2021.005
◽
2021
◽
Author(s):
Anna Rokicka
◽
Janusz Kudła
Keyword(s):
Exchange Rate
◽
Implied Volatility
◽
Realized Volatility
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Option pricing using high-frequency futures prices
The Journal of Risk
◽
10.21314/jor.2021.006
◽
2021
◽
Author(s):
Stavros Degiannakis
◽
Christos Floros
◽
Thomas Poufinas
◽
George Filis
◽
Konstantinos Gkillas
Keyword(s):
Option Pricing
◽
High Frequency
◽
Futures Prices
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Forecasting Bitcoin returns: is there a role for the US–China trade war?
The Journal of Risk
◽
10.21314/jor.2021.001
◽
2021
◽
Author(s):
Vasilios Plakandaras
◽
Elie Bouri
◽
Rangan Gupta
Keyword(s):
China Trade
◽
The Us
◽
Trade War
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Procyclicality control in risk-based margin models
The Journal of Risk
◽
10.21314/jor.2021.010
◽
2021
◽
Author(s):
Lauren Wong
◽
Yang Zhang
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Bayesian nonparametric covariance estimation with noisy and nonsynchronous asset prices
The Journal of Risk
◽
10.21314/jor.2021.018
◽
2021
◽
Author(s):
Jia Liu
Keyword(s):
Asset Prices
◽
Covariance Estimation
◽
Bayesian Nonparametric
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An examination of the tail contribution to distortion risk measures
The Journal of Risk
◽
10.21314/jor.2021.014
◽
2021
◽
Author(s):
Miguel Santolino
◽
Jaume Belles-Sampera
◽
José Sarabia
◽
Montserrat Guillen
Keyword(s):
Risk Measures
◽
Distortion Risk Measures
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