| Financial market volatility, macroeconomic fundamentals and investor sentiment CJ Chiu, RDF Harris, E Stoja, M Chin Journal of Banking & Finance 92, 130-145, 2018 | 84 | 2018 |
| Incorporating higher moments into value‐at‐risk forecasting A Polanski, E Stoja Journal of Forecasting 29 (6), 523-535, 2010 | 64 | 2010 |
| The dynamic Black–Litterman approach to asset allocation RDF Harris, E Stoja, L Tan European Journal of Operational Research 259 (3), 1085-1096, 2017 | 53 | 2017 |
| A simplified approach to modeling the co‐movement of asset returns RDF Harris, E Stoja, J Tucker Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2007 | 38 | 2007 |
| Systematic extreme downside risk RDF Harris, LH Nguyen, E Stoja Journal of International Financial Markets, Institutions and Money 61, 128-142, 2019 | 36 | 2019 |
| A cyclical model of exchange rate volatility RDF Harris, E Stoja, F Yilmaz Journal of banking & finance 35 (11), 3055-3064, 2011 | 36 | 2011 |
| The Limits to Minimum‐Variance Hedging RDF Harris, J Shen, E Stoja Journal of Business Finance & Accounting 37 (5‐6), 737-761, 2010 | 32 | 2010 |
| Industry membership and capital structure dynamics in the UK J Tucker, E Stoja International Review of Financial Analysis 20 (4), 207-214, 2011 | 27 | 2011 |
| Have FSRs got news for you? Evidence from the impact of Financial Stability Reports on market activity RDF Harris, V Karadotchev, R Sowerbutts, E Stoja Bank of England Working Paper, 2019 | 10 | 2019 |
| Does systematic tail risk matter? E Stoja, A Polanski, LH Nguyen, A Pereverzin Journal of International Financial Markets, Institutions and Money 82, 101698, 2023 | 8 | 2023 |
| Forecasting multidimensional tail risk at short and long horizons A Polanski, E Stoja International Journal of Forecasting 33 (4), 958-969, 2017 | 8 | 2017 |
| Extreme downside risk and market turbulence RDF Harris, LH Nguyen, E Stoja Quantitative Finance 19 (11), 1875-1892, 2019 | 6 | 2019 |
| Multidimensional risk and risk dependence A Polanski, E Stoja, R Zhang Journal of Banking & Finance 37 (8), 3286-3294, 2013 | 6 | 2013 |
| Efficient evaluation of multidimensional time-varying density forecasts, with applications to risk management A Polanski, E Stoja International Journal of Forecasting 28 (2), 343-352, 2012 | 6 | 2012 |
| Systematic tail risk RDF Harris, L Nguyen, E Stoja Bank of England Working Paper, 2016 | 5 | 2016 |
| Co-dependence of extreme events in high frequency FX returns A Polanski, E Stoja Journal of International Money and Finance 44, 164-178, 2014 | 5 | 2014 |
| Long and short-run capital structure dynamics in the UK-an industry level study E Stoja, J Tucker Available at SSRN 1045101, 2007 | 5 | 2007 |
| Telling tales from the tails: High‐dimensional tail interdependence A Polanski, E Stoja, F Windmeijer Journal of Applied Econometrics 34 (5), 779-794, 2019 | 4 | 2019 |
| Target gearing in UK J Tucker, E Stoja Available at SSRN 710325, 2004 | 4 | 2004 |
| Financial market volatility, macroeconomic fundamentals and investor sentiment CWJ Chiu, RDF Harris, E Stoja, M Chin Bank of England Working Paper, 2016 | 3 | 2016 |
Richard D.F. HarrisProfessor of Finance, University of Bristol在 bristol.ac.uk 的电子邮件经过验证
