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E

Evarist Stoja

University of Bristol

10H指数
65论文数
419被引数
收录论文 11
发表时间
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Does systematic tail risk matter?
errJOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY
IF6.1
err2023-01-01
err4
errOAAI
errStoja, Evarist; Polanski, Arnold; Nguyen, Linh H.; Pereverzin, Aleksandr
err分享
err收藏
Systematic extreme downside risk
errJOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY
IF6.1
err2019-07-01
err20
errOAAI
errHarris, Richard D. F.; Nguyen, Linh H.; Stoja, Evarist
err分享
err收藏
Financial market Volatility, macroeconomic fundamentals and investor Sentiment
errJOURNAL OF BANKING & FINANCE
IF3.8
err2018-07-01
err68
errOAAI
errChin, Ching-wai (Jeremy); Harris, Richard D. F.; Stoja, Evarist; Chin, Michael
err分享
err收藏
Forecasting multidimensional tail risk at short and long horizons
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2017-10-01
err7
errOAAI
errPolanski, Arnold; Stoja, Evarist
err分享
err收藏
The dynamic Black-Litterman approach to asset allocation资产配置的动态black-litterman方法
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2017-06-01
err21
errOAAI
errHarris, Richard D. F.; Stoja, Evarist; Tan, Linzhi
err分享
err收藏
Multidimensional risk and risk dependence多维风险和风险依赖性
errJOURNAL OF BANKING & FINANCE
IF3.8
err2013-08-01
err3
PREAI
errPolanski, Arnold; Stoja, Evarist; Zhang, Ren
err分享
err收藏
Efficient evaluation of multidimensional time-varying density forecasts, with applications to risk management
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2012-04-01
err3
PREAI
errPolanski, Arnold; Stoja, Evarist
err分享
err收藏
A cyclical model of exchange rate volatility
errJOURNAL OF BANKING & FINANCE
IF3.8
err2011-11-01
err22
errOAAI
errHarris, Richard D. F.; Stoja, Evarist; Yilmaz, Fatih
err分享
err收藏
Industry membership and capital structure dynamics in the UK
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2011-08-01
err9
PREAI
errTucker, Jon; Stoja, Evarist
err分享
err收藏
Dynamic Density Forecasts for Multivariate Asset Returns
errJOURNAL OF FORECASTING
IF2.7
err2010-08-22
err1
errOAAI
errPolanski, Arnold; Stoja, Evarist
err分享
err收藏
Incorporating Higher Moments into Value-at-Risk Forecasting
errJOURNAL OF FORECASTING
IF2.7
err2009-11-16
err29
PREAI
errPolanski, Arnold; Stoja, Evarist
err分享
err收藏

研究方向

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合作学者
合作期刊
R
Richard Harris
H 指数: 29 · 论文数: 224
R
Ren Zhang
H 指数: 21 · 论文数: 172
J
Jon Tucker
H 指数: 14 · 论文数: 71
F
Fatih Yılmaz
H 指数: 11 · 论文数: 69
A
Arnold Polanski
H 指数: 9 · 论文数: 72
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