Login Help Sitemap
Inderscience Publishers - linking academia, business and industry through research
  • Home
  • For Authors
  • For Librarians
  • Orders
  • Inderscience Online
  • News
  1. International Journal of Monetary Economics and Finance
  2. Published issues
  3. 2008 Vol.1 No.2
International Journal of Monetary Economics and Finance (IJMEF)

International Journal of Monetary Economics and Finance

2008 Vol.1 No.2

Special Issue on the Measurement and Application of Risk in Economics and Finance

Guest Editors: Dr. Jose Olmo and Professor Keith Pilbeam

Introduction

Pages Title and author(s)
106-120Semiparametric estimation of dynamic conditional expected shortfall models
Juan Carlos Escanciano, Silvia Mayoral
DOI: 10.1504/IJMEF.2008.019217
121-148Predictive performance of conditional Extreme Value Theory in Value-at-Risk estimation
Ahmed Ghorbel, Abdelwahed Trabelsi
DOI: 10.1504/IJMEF.2008.019218
149-161Risk budgeting and Value-at-Risk
Keith Pilbeam, Rehan Noronha
DOI: 10.1504/IJMEF.2008.019219
162-176Country financial and political risk: the case of Indonesia, Malaysia and Philippines
Dimitrios Asteriou
DOI: 10.1504/IJMEF.2008.019220
177-200Estimating integrated volatility using absolute high-frequency returns
Carla Ysusi
DOI: 10.1504/IJMEF.2008.019221
201-218An empirical comparison of alternative models in estimating Value-at-Risk: evidence and application from the LSE
Everton Dockery, Miltos Efentakis
DOI: 10.1504/IJMEF.2008.019222
219-234On the role of volatility for modelling risk exposure
Jose Olmo
DOI: 10.1504/IJMEF.2008.019223

 

  • Sign up for new issue alerts
  • Subscribe/buy articles/issues
  • View sample articles
  • Copyright and author entitlement
  • Forthcoming articles
  • Journal information in easy print format (PDF)
  • Publishing with Inderscience: ethical statement
  • Recommend to a librarian (PDF)
  • Feedback to Editor
  • Get permission to reproduce content
  • Find related journals
Keep up-to-date
  • BlogOur Blog
  • Join us on BlueskyJoin us on Bluesky
  • Follow us on XFollow us on X
  • FacebookVisit us on Facebook
  • Our Newsletter (subscribe for free)
  • RSS Feeds
  • New issue alerts
  • Inderscience is a member of publishing organisations including:
  • CrossRef
  • CLOCKSS
Return to top
  • Contact us
  • About Inderscience
  • OAI Repository
  • Privacy and Cookies Statement
  • Terms and Conditions
  • Help
  • Sitemap
  • © Inderscience Enterprises Ltd.