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~isPartOf:"International review of financial analysis"
~isPartOf:"The journal of risk model validation"
~subject:"Prognoseverfahren"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Prognoseverfahren
Risikomaß
84
Risk measure
84
Portfolio selection
35
Portfolio-Management
35
Theorie
31
Theory
31
Risiko
29
Risk
29
Risikomanagement
28
Risk management
28
Volatility
20
Volatilität
20
Estimation
19
Schätzung
19
Forecasting model
18
ARCH model
17
ARCH-Modell
17
Statistical distribution
17
Statistische Verteilung
17
Capital income
15
Kapitaleinkommen
15
Measurement
13
Messung
13
value-at-risk (VaR)
13
Systemic risk
12
Systemrisiko
12
Value-at-risk
11
Bank risk
9
Bankrisiko
9
Basel Accord
9
Basler Akkord
9
Credit risk
9
Financial crisis
9
Finanzkrise
9
Kreditrisiko
9
Estimation theory
8
Schätztheorie
8
Time series analysis
8
Welt
8
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English
18
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Argyropoulos, Christos
1
Bee, Marco
1
Breeden, Joseph L.
1
Buczy´nski, Mateusz
1
Cesarone, Francesco
1
Chlebus, Marcin
1
Colucci, Stefano
1
Cui, Kaijie
1
Dai, Zhifeng
1
Degiannakis, Stavros
1
Dobrinov, Nikolay
1
Doncic, Sanja
1
Du, Zunwei
1
Fei, Glenn
1
Gao, Xinxin
1
Gurrola-Perez, Pedro
1
Hao, Jianyang
1
Huang, Yujun
1
Jacobs, Michael <Jr.>
1
Kang, Jie
1
Karmakar, Madhusudan
1
Kontaxis, Grigorios
1
Lakićević, Marija
1
Liu, Xiao-xing
1
Ma, Feng
1
Panopulu, Aikaterinē
1
Pantic, Nemanja
1
Paul, Samit
1
Potamia, Artemis
1
Pourkhanali, Armin
1
Qi, Shuyuan
1
Su, Xiaoman
1
Tafakori, Laleh
1
Tsolas, Ioannis E.
1
Wang, Lu
1
Wehn, Carsten
1
Wen, Fenghua
1
Wu, Biao
1
Yang, Bill Huajian
1
Zhang, Ning
1
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International review of financial analysis
The journal of risk model validation
International journal of forecasting
33
Finance research letters
27
Journal of forecasting
13
Computational economics
10
Energy economics
10
Journal of empirical finance
10
Journal of financial econometrics
10
Journal of risk
10
Journal of banking & finance
9
Quantitative finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Applied economics
7
European journal of operational research : EJOR
6
Discussion papers / CEPR
5
Economic modelling
5
Journal of econometrics
5
Applied economics letters
4
International review of economics & finance : IREF
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of commodity markets
4
Journal of economic dynamics & control
4
Pacific-Basin finance journal
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The European journal of finance
4
Journal of applied econometrics
3
Journal of risk : JOR
3
Research paper series / Swiss Finance Institute
3
Review of financial economics : RFE
3
Risk management : a journal of risk, crisis and disaster
3
Theoretical economics letters
3
Annals of financial economics
2
BestMasters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Insurance / Mathematics & economics
2
International journal of finance & economics : IJFE
2
International journal of production research
2
Journal of mathematical finance
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ECONIS (ZBW)
18
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10
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18
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date (oldest first)
1
Does systemic risk in the fund markets predict future economic downturns?
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
International review of financial analysis
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014492409
Saved in:
2
Do ESG ETFs provide downside risk protection during Covid-19? : evidence from forecast combination models
Huang, Yujun
- In:
International review of financial analysis
94
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014543986
Saved in:
3
An empirical investigation of multiperiod tail risk forecasting models
Zhang, Ning
;
Su, Xiaoman
;
Qi, Shuyuan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248332
Saved in:
4
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
Pourkhanali, Armin
;
Tafakori, Laleh
;
Bee, Marco
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467094
Saved in:
5
Expected shortfall model based on a neural network
Doncic, Sanja
;
Pantic, Nemanja
;
Lakićević, Marija
- In:
The journal of risk model validation
16
(
2022
)
2
,
pp. 63-83
Persistent link: https://www.econbiz.de/10014540573
Saved in:
6
Quantifying model selection risk in macroeconomic sensitivity models
Breeden, Joseph L.
;
Dobrinov, Nikolay
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 55-71
Persistent link: https://www.econbiz.de/10014540599
Saved in:
7
Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio
Jacobs, Michael <Jr.>
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 73-111
Persistent link: https://www.econbiz.de/10014540601
Saved in:
8
Predicting stock returns : a risk measurement perspective
Dai, Zhifeng
;
Kang, Jie
;
Wen, Fenghua
- In:
International review of financial analysis
74
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012803806
Saved in:
9
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
10
Evaluation of backtesting techniques on risk models with different horizons
Kontaxis, Grigorios
;
Tsolas, Ioannis E.
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 29-50
Persistent link: https://www.econbiz.de/10013173367
Saved in:
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