Risk Measures with Applications in Finance and Economics

Risk measures play a vital role in many subfields of economics and finance. It has been proposed that risk measures could be analysed in relation to the performance of variables extracted from empirical real-world data. For example, risk measures may help inform effective monetary and fiscal policie...

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Main Author: McAleer, Michael
Other Authors: Wong, Wing-Keung
Format: eBook
Published: MDPI - Multidisciplinary Digital Publishing Institute 2019
Subjects:
Ann
Joy
Gmc
Vix
Online Access:
Collection: Directory of Open Access Books - Collection details see MPG.ReNa
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653 |a investment horizon 
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653 |a gain-loss ratio 
653 |a risk management 
653 |a term life insurance 
653 |a simulations 
653 |a ANN 
653 |a volatility spillovers 
653 |a tree structures 
653 |a carbon emissions 
653 |a CoVaR 
653 |a Slovak enterprises 
653 |a S&P 500 index options 
653 |a diversification 
653 |a time-varying correlations 
653 |a quasi likelihood ratio (QLR) test 
653 |a emotion 
653 |a random forests 
653 |a bank failure 
653 |a dynamic conditional correlation 
653 |a spot and futures prices 
653 |a risks mitigation 
653 |a EGARCH-m 
653 |a bank profitability 
653 |a asymptotic approximation 
653 |a social efficiency 
653 |a multivariate regime-switching 
653 |a market timing 
653 |a cartel 
653 |a markov regime switching 
653 |a risk 
653 |a finance risk 
653 |a generalized autoregressive score functions 
653 |a option value 
653 |a early warning system 
653 |a openness to experience 
653 |a IPO underpricing 
653 |a co-dependence modelling 
653 |a risk assessment 
653 |a bank risk 
653 |a risk-free rate 
653 |a corporate sustainability 
653 |a financial performance 
653 |a stock return volatility 
653 |a China’s food policy 
653 |a Finance 
653 |a B-splines 
653 |a binomial tree 
653 |a crude oil 
653 |a Mezzanine Financing 
653 |a sadness 
653 |a joy 
653 |a Monte Carlo Simulations 
653 |a sustainable food security system 
653 |a inflation forecast 
653 |a bankruptcy 
653 |a two-level CES function 
653 |a climate change 
653 |a whole life insurance 
653 |a wild bootstrap 
653 |a monthly CPI data 
653 |a full BEKK 
653 |a risk measures 
653 |a SHARE 
653 |a low carbon targets 
653 |a banking 
653 |a Amihud’s illiquidity ratio 
653 |a optimizing financial model 
653 |a banking regulation 
653 |a group-affiliated 
653 |a probability of default 
653 |a utility maximization 
653 |a sustainable development 
653 |a specification testing 
653 |a sovereign credit default swap (SCDS) 
653 |a regular vine copulas 
653 |a information asymmetry 
653 |a risk-neutral distribution 
653 |a regression model 
653 |a Data Envelopment Analysis (DEA) 
653 |a SYMBOL 
653 |a investment profitability 
653 |a stakeholder theory 
653 |a medication 
653 |a GMC 
653 |a financial hazard map 
653 |a financial risk 
653 |a japonica rice production 
653 |a coal 
653 |a uncertainty termination 
653 |a utility 
653 |a European banking system 
653 |a polarity 
653 |a probabilistic cash flow 
653 |a life insurance 
653 |a online purchase intention 
653 |a dynamic hedging 
653 |a emerging market 
653 |a production frontier function 
653 |a Granger causality 
653 |a coherent risk measures 
653 |a conscientiousness 
653 |a stochastic frontier model 
653 |a credit risk 
653 |a volatility transmission 
653 |a fossil fuels 
653 |a financial crisis 
653 |a causal path 
653 |a business groups 
653 |a portfolio selection 
653 |a self-perceived health 
653 |a the optimal scale of foreign exchange reserve 
653 |a sustainability of economic recovery 
653 |a returns and volatility 
653 |a smoothing process 
653 |a policy simulation 
653 |a leniency program 
653 |a national health system 
653 |a empirical process 
653 |a RV5MIN 
653 |a sentiment analysis 
653 |a future health risk 
653 |a scientific verification 
653 |a dynamic panel 
653 |a financial security 
653 |a low-income country 
653 |a news release 
653 |a credit derivatives 
653 |a risk aversion 
653 |a technological progress 
653 |a factor models 
653 |a the sudden stop of capital inflow 
653 |a financial risks 
653 |a green energy 
653 |a cooperative banks 
653 |a financial stability 
653 |a falsified products 
653 |a liquidity premium 
653 |a moving averages 
653 |a sustainability 
653 |a stochastic volatility 
653 |a socially responsible investment 
653 |a conjugate prior 
653 |a perceived ease of use 
653 |a Project Financing 
653 |a need hierarchy theory 
653 |a diagonal BEKK 
653 |a institutional voids 
653 |a European stock markets 
653 |a out-of-sample forecast 
653 |a Bayesian approach 
653 |a VIX 
653 |a time-varying copula function 
653 |a variance 
653 |a perceived usefulness 
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520 |a Risk measures play a vital role in many subfields of economics and finance. It has been proposed that risk measures could be analysed in relation to the performance of variables extracted from empirical real-world data. For example, risk measures may help inform effective monetary and fiscal policies and, therefore, the further development of pricing models for financial assets such as equities, bonds, currencies, and derivative securities.<false,>A Special Issue of “Risk Measures with Applications in Finance and Economics” will be devoted to advancements in the mathematical and statistical development of risk measures with applications in finance and economics. This Special Issue will bring together the theory, practice and real-world applications of risk measures. This book is a collection of papers published in the Special Issue of “Risk Measures with Applications in Finance and Economics” for Sustainability in 2018.