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E

Emese Lazar

University of Utah

13H指数
62论文数
799被引数
收录论文 13
发表时间
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Sequential Monitoring for Changes in Dynamic Semiparametric Risk Models动态半参数风险模型变化点的顺序监测
errJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
err2025-11-01
err0
PREAI
errHorvath, Lajos; Lazar, Emese; Liu, Zhenya; Wang, Shixuan; Xue, Xiaohan
err分享
err收藏
Measuring climate-related and environmental risks for equities衡量气候相关及环境风险对股票的影响
errJOURNAL OF ENVIRONMENTAL MANAGEMENT
IF8.4
err2025-01-01
err1
errOAAI
errLazar, E; Pan, JQ; Wang, SX
err分享
err收藏
Environmental performance and credit ratings: A transatlantic study
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2024-11-01
err0
errOAAI
errHu, Haoshen; Lazar, Emese; Pan, Jingqi; Wang, Shixuan
err分享
err收藏
On the estimation of Value-at-Risk and Expected Shortfall at extreme levels
errJOURNAL OF COMMODITY MARKETS
IF4.5
err2024-06-01
err5
errOAAI
errLazar, Emese; Pan, Jingqi; Wang, Shixuan
err分享
err收藏
VaR and ES forecasting via recurrent neural network-based stateful models
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2024-03-01
err2
errOAAI
errQiu, Zhiguo; Lazar, Emese; Nakata, Keiichi
err分享
err收藏
Loss function-based change point detection in risk measures
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2023-10-01
err1
errOAAI
errLazar, Emese; Wang, Shixuan; Xue, Xiaohan
err分享
err收藏
Model risk in the over-the-counter market
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2022-04-01
err5
errOAAI
errLazar, Emese; Qi, Shuyuan
err分享
err收藏
Analytic moments for GJR-GARCH (1,1) processes
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2021-01-01
err12
errOAAI
errAlexander, Carol; Lazar, Emese; Stanescu, Silvia
err分享
err收藏
Forecasting risk measures using intraday data in a generalized autoregressive score framework在广义自回归评分框架中使用日内数据预测风险度量
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2020-07-01
err34
errOAAI
errLazar, Emese; Xue, Xiaohan
err分享
err收藏
Model risk of expected shortfall
errJOURNAL OF BANKING & FINANCE
IF3.8
err2019-08-01
err14
errOAAI
errLazar, Emese; Zhang, Ning
err分享
err收藏
Price discovery of credit spreads in tranquil and crisis periods
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2013-12-01
err18
errOAAI
errAvino, Davide; Lazar, Emese; Varotto, Simone
err分享
err收藏
Forecasting VaR using analytic higher moments for GARCH processes
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2013-12-01
err20
errOAAI
errAlexander, Carol; Lazar, Emese; Stanescu, Silvia
err分享
err收藏
Futures basis, inventory and commodity price volatility: An empirical analysis
errECONOMIC MODELLING
IF4.7
err2012-11-01
err56
errOAAI
errSymeonidis, Lazaros; Prokopczuk, Marcel; Brooks, Chris; Lazar, Emese
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
L
Lajos Horváth
H 指数: 54 · 论文数: 382
C
Chris Brooks
H 指数: 54 · 论文数: 509
C
Carol Alexander
H 指数: 41 · 论文数: 283
M
Marcel Prokopczuk
H 指数: 26 · 论文数: 190
K
Keiichi Nakata
H 指数: 18 · 论文数: 155
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