this work references cited by second hopReferences
- 1952PORTFOLIO SELECTION*13,480 cited
- 1999Coherent Measures of Risk8,849 cited
- 2002Dynamic Conditional Correlation7,126 cited
- 2000Optimization of conditional value-at-risk6,711 cited
- 1994Comparing Predictive Accuracy5,495 cited
- 1993Measuring and Testing the Impact of News on Volatility3,692 cited
- 1998Evaluating Interval Forecasts2,689 cited
- 1995Techniques for Verifying the Accuracy of Risk Measurement Models2,447 cited
- 2004CAViaR2,210 cited
- 1976SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*1,808 cited
- 2002Comparing Predictive Accuracy1,745 cited
- 2000Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach1,732 cited
- 2002On the coherence of expected shortfall1,596 cited
- 2011Making and Evaluating Point Forecasts1,159 cited
- 2016Higher order elicitability and Osband’s principle445 cited
- 2015VAR for VaR: Measuring tail dependence using multivariate regression quantiles383 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work