Vijverberg, Chu-Ping C.; Vijverberg, Wim P. M.; Taşpınar, Süleyman Linking Tukey’s legacy to financial risk measurement. (English) Zbl 1466.62205 Comput. Stat. Data Anal. 100, 595-615 (2016). MSC: 62-08 62P05 PDFBibTeX XMLCite \textit{C.-P. C. Vijverberg} et al., Comput. Stat. Data Anal. 100, 595--615 (2016; Zbl 1466.62205) Full Text: DOI
Afonso, António; Gomes, Pedro; Taamouti, Abderrahim Sovereign credit ratings, market volatility, and financial gains. (English) Zbl 1506.62007 Comput. Stat. Data Anal. 76, 20-33 (2014). MSC: 62-08 62P05 PDFBibTeX XMLCite \textit{A. Afonso} et al., Comput. Stat. Data Anal. 76, 20--33 (2014; Zbl 1506.62007) Full Text: DOI
Schaumburg, Julia Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory. (English) Zbl 1254.91279 Comput. Stat. Data Anal. 56, No. 12, 4081-4096 (2012). MSC: 91B30 PDFBibTeX XMLCite \textit{J. Schaumburg}, Comput. Stat. Data Anal. 56, No. 12, 4081--4096 (2012; Zbl 1254.91279) Full Text: DOI
Billio, Monica; Getmansky, Mila; Pelizzon, Loriana Dynamic risk exposures in hedge funds. (English) Zbl 1254.91720 Comput. Stat. Data Anal. 56, No. 11, 3517-3532 (2012). MSC: 91G20 91B30 91B82 PDFBibTeX XMLCite \textit{M. Billio} et al., Comput. Stat. Data Anal. 56, No. 11, 3517--3532 (2012; Zbl 1254.91720) Full Text: DOI
Caporin, Massimiliano; Preś, Juliusz Modelling and forecasting wind speed intensity for weather risk management. (English) Zbl 1254.86023 Comput. Stat. Data Anal. 56, No. 11, 3459-3476 (2012). MSC: 86A32 91B84 PDFBibTeX XMLCite \textit{M. Caporin} and \textit{J. Preś}, Comput. Stat. Data Anal. 56, No. 11, 3459--3476 (2012; Zbl 1254.86023) Full Text: DOI Link
Araújo Santos, Paulo; Fraga Alves, M. Isabel A new class of independence tests for interval forecasts evaluation. (English) Zbl 1254.91759 Comput. Stat. Data Anal. 56, No. 11, 3366-3380 (2012). MSC: 91G80 62M07 91B84 62M10 62P05 PDFBibTeX XMLCite \textit{P. Araújo Santos} and \textit{M. I. Fraga Alves}, Comput. Stat. Data Anal. 56, No. 11, 3366--3380 (2012; Zbl 1254.91759) Full Text: DOI
Roch, Oriol; Alegre, Antonio Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market. (English) Zbl 1157.62526 Comput. Stat. Data Anal. 51, No. 2, 1312-1329 (2006). MSC: 62P05 62M10 91B28 PDFBibTeX XMLCite \textit{O. Roch} and \textit{A. Alegre}, Comput. Stat. Data Anal. 51, No. 2, 1312--1329 (2006; Zbl 1157.62526) Full Text: DOI Link