Center for Research in Finance and Management

Research output

Research output per year 1991 1998 2014 2015 2016 2017 2022 2023 2023

• 575 Citations
• 12 h-index
• 44 Article
• 24 Working paper
• 16 Chapter
• 9 Master's Thesis
• 40 More
  • 7 Other contribution
  • 6 Book
  • 6 Scholarly edition
  • 6 Chapter (peer-reviewed)
  • 5 Other report
  • 2 Commissioned report
  • 2 Paper
  • 1 Conference contribution
  • 1 Book/Film/Article review
  • 1 Editorial
  • 1 Special issue
  • 1 Doctoral Thesis
  • 1 Discussion paper

Research output per year

Research output per year

Search results

• 2014

  Construction of Value at-Risk forecasts under different distributional assumptions within a BEKK framework

  Scholtes, N. & Braione, M., 2014, (In preparation) 37 p. (CORE Discussion Paper Series).

  Research output: Working paper › Discussion paper

  • Return 100%
  • Skewness 100%
  • Capital Market Returns 50%
  • Generalized Autoregressive Conditional Heteroskedasticity 50%
  • Skewed Distribution 50%