TY  - BOOK
TI  - Risk Measures with Applications in Finance and Economics
SN  - 9783038974437
PY  - 2019///
PB  - MDPI - Multidisciplinary Digital Publishing Institute
KW  - Amihud's illiquidity ratio
KW  - ANN
KW  - asymptotic approximation
KW  - B-splines
KW  - bank failure
KW  - bank profitability
KW  - bank risk
KW  - banking
KW  - banking regulation
KW  - bankruptcy
KW  - Bayesian approach
KW  - binomial tree
KW  - business groups
KW  - carbon emissions
KW  - cartel
KW  - causal path
KW  - China's food policy
KW  - climate change
KW  - co-dependence modelling
KW  - coal
KW  - coherent risk measures
KW  - conjugate prior
KW  - conscientiousness
KW  - cooperative banks
KW  - corporate sustainability
KW  - CoVaR
KW  - credit derivatives
KW  - credit risk
KW  - crude oil
KW  - Data Envelopment Analysis (DEA)
KW  - diagonal BEKK
KW  - diversification
KW  - dynamic conditional correlation
KW  - dynamic hedging
KW  - dynamic panel
KW  - early warning system
KW  - EGARCH-m
KW  - emerging market
KW  - emotion
KW  - empirical process
KW  - European banking system
KW  - European stock markets
KW  - factor models
KW  - falsified products
KW  - finance risk
KW  - financial crisis
KW  - financial hazard map
KW  - financial performance
KW  - financial risk
KW  - financial risks
KW  - financial security
KW  - financial stability
KW  - fossil fuels
KW  - full BEKK
KW  - future health risk
KW  - gain-loss ratio
KW  - generalized autoregressive score functions
KW  - GMC
KW  - Granger causality
KW  - green energy
KW  - group-affiliated
KW  - health risk
KW  - inflation forecast
KW  - information asymmetry
KW  - institutional voids
KW  - investment horizon
KW  - investment profitability
KW  - IPO underpricing
KW  - japonica rice production
KW  - joy
KW  - leniency program
KW  - life insurance
KW  - liquidity premium
KW  - low carbon targets
KW  - low-income country
KW  - market timing
KW  - markov regime switching
KW  - medication
KW  - Mezzanine Financing
KW  - Monte Carlo Simulations
KW  - monthly CPI data
KW  - moving averages
KW  - multivariate regime-switching
KW  - national health system
KW  - need hierarchy theory
KW  - news release
KW  - objective health status
KW  - online purchase intention
KW  - openness to experience
KW  - optimizing financial model
KW  - option value
KW  - out-of-sample forecast
KW  - perceived ease of use
KW  - perceived usefulness
KW  - polarity
KW  - policy simulation
KW  - portfolio selection
KW  - probabilistic cash flow
KW  - probability of default
KW  - production frontier function
KW  - Project Financing
KW  - quasi likelihood ratio (QLR) test
KW  - random forests
KW  - regression model
KW  - regular vine copulas
KW  - returns and volatility
KW  - risk
KW  - risk assessment
KW  - risk aversion
KW  - risk management
KW  - risk measures
KW  - risk-free rate
KW  - risk-neutral distribution
KW  - risks mitigation
KW  - RV5MIN
KW  - S&P 500 index options
KW  - sadness
KW  - scientific verification
KW  - self-perceived health
KW  - sentiment analysis
KW  - SHARE
KW  - simulations
KW  - Slovak enterprises
KW  - smoothing process
KW  - social efficiency
KW  - socially responsible investment
KW  - sovereign credit default swap (SCDS)
KW  - specification testing
KW  - spot and futures prices
KW  - stakeholder theory
KW  - stochastic frontier model
KW  - stochastic volatility
KW  - stock return volatility
KW  - sustainability
KW  - sustainability of economic recovery
KW  - sustainable development
KW  - sustainable food security system
KW  - SYMBOL
KW  - technological progress
KW  - term life insurance
KW  - the optimal scale of foreign exchange reserve
KW  - the sudden stop of capital inflow
KW  - time-varying copula function
KW  - time-varying correlations
KW  - tree structures
KW  - two-level CES function
KW  - two-level optimization
KW  - uncertainty termination
KW  - utility
KW  - utility maximization
KW  - variance
KW  - VIX
KW  - volatility spillovers
KW  - volatility transmission
KW  - whole life insurance
KW  - wild bootstrap
N1  - Open Access
N2  - 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
UR  - https://directory.doabooks.org/handle/20.500.12854/58518
UR  - https://mdpi.com/books/pdfview/book/1442
ER  -