Details about Suhejla Hoti

Access statistics for papers by Suhejla Hoti.

Last updated 2018-07-04. Update your information in the RePEc Author Service.

Short-id: pho678

Working Papers

2010

1. Value-at-Risk for Country Risk Ratings
   Working Papers in Economics, University of Canterbury, Department of Economics and Finance View citations (3)
   Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) View citations (2)
   See also Journal Article Value-at-Risk for country risk ratings, Mathematics and Computers in Simulation (MATCOM), Elsevier (2011) View citations (4) (2011)

2004

2. Modelling Environmental Risk
   IHEID Working Papers, Economics Section, The Graduate Institute of International Studies View citations (15)

2003

3. Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (8)

Journal Articles

2011

1. Value-at-Risk for country risk ratings
   Mathematics and Computers in Simulation (MATCOM), 2011, 81, (7), 1454-1463 View citations (4)
   See also Working Paper Value-at-Risk for Country Risk Ratings, Working Papers in Economics (2010) View citations (3) (2010)

2009

2. Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments
   Econometric Reviews, 2009, 28, (6), 522-554 View citations (1)
3. Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility
   Econometric Reviews, 2009, 28, (5), 422-440 View citations (240)

2008

4. GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION
   Econometric Theory, 2008, 24, (6), 1554-1583 View citations (167)
5. Multivariate volatility in environmental finance
   Mathematics and Computers in Simulation (MATCOM), 2008, 78, (2), 189-199 View citations (1)

2005

6. Comparative analysis of risk ratings for the East European region
   Mathematics and Computers in Simulation (MATCOM), 2005, 68, (5), 449-462 View citations (5)
7. Modelling country spillover effects in country risk ratings
   Emerging Markets Review, 2005, 6, (4), 324-345 View citations (30)
8. Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations
   Mathematics and Computers in Simulation (MATCOM), 2005, 69, (1), 46-56 View citations (1)
9. Small island tourism economies and country risk ratings
   Mathematics and Computers in Simulation (MATCOM), 2005, 68, (5), 553-566 View citations (3)

2004

10. An empirical evaluation of international capital flows for developing countries
    Mathematics and Computers in Simulation (MATCOM), 2004, 64, (1), 143-160 View citations (4)

Books

2008

1. The Economics of Small Island Tourism
   Books, Edward Elgar Publishing View citations (4)