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~accessRights:"restricted"
~isPartOf:"Economic modelling"
~isPartOf:"Research paper series / Swiss Finance Institute"
~subject:"Ausreißer"
~subject:"Expected Shortfall"
~subject:"Measurement"
~subject:"Systemic risk"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Ausreißer
Expected Shortfall
Measurement
Systemic risk
Risikomaß
55
Risk measure
55
Theorie
32
Theory
32
Portfolio selection
20
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Farkas, Walter
2
Akhter, Selim
1
Andrieş, Alin Marius
1
Ben Ameur, Hachmi
1
Braekers, Roel
1
Cao, Yufei
1
Cheffou, Abdoulkarim Idi
1
Chen, Lu
1
Daly, Kevin James
1
Deng, Yang
1
Erden, Lütfi
1
Fard, Farzad Alavi
1
Gerlach, Richard
1
Gregoriou, Greg N.
1
Iglesias, Emma M.
1
Jawadi, Fredj
1
Jawadi, Nabila
1
Jaworski, Piotr
1
Ji, Jingru
1
Jiang, Cuixia
1
Kee, Hyukdo
1
Kim, Jong-Min
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Koch Medina, Pablo
1
Liberadzki, Kamil
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Liberadzki, Marcin
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Paraschiv, Florentina
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Park, Kinam
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Pourkhanali, Armin
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Racicot, François-Éric
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Sencer Atasoy, Burak
1
Smirnow, Alexander
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Storti, Giuseppe
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Economic modelling
Research paper series / Swiss Finance Institute
Insurance / Mathematics & economics
83
Finance research letters
29
European journal of operational research : EJOR
27
Journal of banking & finance
21
Journal of risk
21
The North American journal of economics and finance : a journal of financial economics studies
16
International review of financial analysis
15
Applied economics
14
Quantitative finance
14
Journal of financial econometrics
13
Mathematics of operations research
13
Finance and stochastics
12
Mathematics and financial economics
12
Scandinavian actuarial journal
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The journal of operational risk
12
Computational economics
11
Energy economics
11
International journal of theoretical and applied finance
11
Journal of international financial markets, institutions & money
11
International review of economics & finance : IREF
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of econometrics
10
Research in international business and finance
10
Operations research
9
ASTIN bulletin : the journal of the International Actuarial Association
8
International journal of forecasting
8
Journal of financial stability
7
Journal of mathematical finance
7
Pacific-Basin finance journal
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics letters
6
Astin bulletin : the journal of the International Actuarial Association
6
Journal of economic dynamics & control
6
Journal of empirical finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Risk management : a journal of risk, crisis and disaster
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Risk management : an international journal
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The European journal of finance
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ECONIS (ZBW)
19
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1
The determinants of systemic risk contagion
Sencer Atasoy, Burak
;
Ozkan, Ibrahim
;
Erden, Lütfi
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451156
Saved in:
2
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
3
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
Naimoli, Antonio
;
Gerlach, Richard
;
Storti, Giuseppe
- In:
Economic modelling
107
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367470
Saved in:
4
The response of hedge fund tail risk to macroeconomic shocks : a nonlinear VAR approach
Gregoriou, Greg N.
;
Racicot, François-Éric
;
Théoret, …
- In:
Economic modelling
94
(
2021
),
pp. 843-872
Persistent link: https://www.econbiz.de/10012695357
Saved in:
5
A model-based index for systemic risk contribution measurement in financial networks
Deng, Yang
;
Zhang, Ziqing
;
Zhu, Li
- In:
Economic modelling
95
(
2021
),
pp. 35-48
Persistent link: https://www.econbiz.de/10012695628
Saved in:
6
Mixed data sampling expectile regression with applications to measuring financial risk
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Yu, Keming
- In:
Economic modelling
91
(
2020
),
pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
Saved in:
7
Assessing downside and upside risk spillovers across conventional and socially responsible stock markets
Ben Ameur, Hachmi
;
Jawadi, Fredj
;
Jawadi, Nabila
; …
- In:
Economic modelling
88
(
2020
),
pp. 200-210
Persistent link: https://www.econbiz.de/10012417068
Saved in:
8
Tail risk under price limits
Oh, Sekyung
;
Kee, Hyukdo
;
Park, Kinam
- In:
Economic modelling
77
(
2019
),
pp. 113-123
Persistent link: https://www.econbiz.de/10012198437
Saved in:
9
Modelling the spreading process of extreme risks via a simple agent-based model : evidence from the China stock market
Ji, Jingru
;
Wang, Donghua
;
Xu, Dinghai
- In:
Economic modelling
80
(
2019
),
pp. 383-391
Persistent link: https://www.econbiz.de/10012200735
Saved in:
10
International trade, foreign direct investments, and firms' systemic risk : evidence from the Netherlands
Van Cauwenberge, Annelies
;
Vancauteren, Mark
;
Braekers, Roel
- In:
Economic modelling
81
(
2019
),
pp. 361-386
Persistent link: https://www.econbiz.de/10012202113
Saved in:
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