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The emperor has no clothes: Limits to risk modelling. Journal of Banking & Finance, 26 (7): 1273--1296 (июля 2002)Multivariate stochastic volatility models: Estimation and a comparison with VGARCH models. Journal of Empirical Finance, 5 (2): 155--173 (июня 1998)The impact of risk regulation on price dynamics, , и . Journal of Banking & Finance, 28 (5): 1069--1087 (мая 2004)Tail index and quantile estimation with very high frequency data, и . Journal of Empirical Finance, 4 (2-3): 241--257 (июня 1997)On time-scaling of risk and the square-root-of-time rule, и . Journal of Banking & Finance, 30 (10): 2701--2713 (октября 2006)Incentives for effective risk management, , и . Journal of Banking & Finance, 26 (7): 1407--1425 (июля 2002)Stochastic volatility in asset prices estimation with simulated maximum likelihood. Journal of Econometrics, 64 (1-2): 375--400 (00 1994)Comparing downside risk measures for heavy tailed distributions, , , и . Economics Letters, 92 (2): 202--208 (августа 2006)