Subject
Economics and Econometrics,Finance
Reference62 articles.
1. Dynamic conditional correlation: On properties and estimation;Aielli;Journal of Business and Economic Statistics,2013
2. Estimation of tail-related risk measures for heteroscedastic financial time series: An extreme value approach;Alexander;Journal of Empirical Finance,2000
3. Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market;Ali;Research in International Business and Finance,2021
4. Coherent measures of risk;Artzner;Mathematical Finance,1999
5. Value-at-risk based risk management: Optimal policies and asset prices;Basak;Review of Financial Studies,2001