//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Econometric Institute research papers"
~subject:"Basel Accord"
~subject:"Measurement"
~subject:"Volatilität"
~type:"book"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"LPM (Lower Partial Moments)"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Basel Accord
Measurement
Volatilität
Risikomaß
29
Risk measure
29
Basler Akkord
15
Portfolio selection
13
Portfolio-Management
13
Forecasting model
11
Prognoseverfahren
11
Volatility
11
ARCH model
8
ARCH-Modell
8
Welt
8
World
8
Financial crisis
7
Finanzkrise
7
Capital income
6
Estimation
6
Kapitaleinkommen
6
Schätzung
6
Spillover effect
4
Spillover-Effekt
4
Statistical distribution
4
Statistische Verteilung
4
Theorie
4
Theory
4
USA
4
United States
4
Bank risk
3
Bankrisiko
3
Market risk
3
Marktrisiko
3
Risikomanagement
3
Risk management
3
Spot market
3
Spotmarkt
3
1995-2009
2
1997-2008
2
2008-2009
2
2008-2010
2
more ...
less ...
Online availability
All
Free
23
Type of publication
All
Book / Working Paper
Article
8
Type of publication (narrower categories)
All
Arbeitspapier
23
Graue Literatur
23
Non-commercial literature
23
Working Paper
23
Language
All
English
23
Author
All
McAleer, Michael
23
Pérez Amaral, Teodosio
11
Jiménez-Martín, Juan-Ángel
9
Chang, Chia-Lin
8
Allen, David E.
2
Asai, Manabu
2
Caporin, Massimiliano
2
Hammoudeh, Shawkat
2
Jimenez-Martin, Juan-Angel
2
Maasoumi, Esfandiar
2
Tansuchat, Roengchai
2
Casarin, Roberto
1
Chan, Felix
1
Da Veiga, Bernardo
1
Hakim, Abdul
1
Liu, Tengdong
1
Malik, Farooq
1
Medeiros, Marcelo C.
1
Powell, Robert
1
Santos, Paulo Araújo
1
Singh, Abhay Kumar
1
more ...
less ...
Published in...
All
Astin bulletin : the journal of the International Actuarial Association
Econometric Institute research papers
Discussion paper / Tinbergen Institute
20
Working paper
19
Research paper series / Swiss Finance Institute
15
Working papers
13
CFS working paper series
8
Swiss Finance Institute Research Paper
8
Discussion paper
7
SpringerLink / Bücher
7
Finance and economics discussion series
5
IES working paper
5
SAFE working paper
5
CESifo working papers
4
CIRRELT
4
IMES discussion paper series / Englische Ausgabe
4
IMF working papers
4
NBER Working Paper
4
NBER working paper series
4
Working paper / National Bureau of Economic Research, Inc.
4
Working papers / Financial Institutions Center
4
CORE discussion papers : DP
3
Discussion paper / The Pensions Institute, Cass Business School, City University
3
Diskussionsbeitrag / Westfälische Wilhelms-Universität Münster, Institut für Kreditwesen
3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
International finance discussion papers
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Staff working papers / Bank of England
3
Sveriges Riksbank working paper series
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
Working papers / Bank for International Settlements
3
Working papers / Department of Economics, Universidad Carlos III de Madrid
3
Working papers / TSE : WP
3
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
3
Working papers on finance
3
AFI
2
Bank of Finland research discussion papers
2
BestMasters
2
Boston College working papers in economics
2
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
2
A stochastic dominance approach to the Basel III dilemma : expected shortfall or VaR?
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011346199
Saved in:
3
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009781946
Saved in:
4
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10010354388
Saved in:
5
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619566
Saved in:
6
Has the Basel Accord improved risk management during the Global Financial Crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
-
Revised: October 2012
Persistent link: https://www.econbiz.de/10010360666
Saved in:
7
Has the Basel accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
Persistent link: https://www.econbiz.de/10010360674
Saved in:
8
Risk management of risk under the Basel accord: a Bayesian approach to forecasting value-at-risk of VIX futures
Casarin, Roberto
;
Chang, Chia-Lin
;
Jiménez-Martín, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619354
Saved in:
9
GFC-robust risk management under the Basel accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009619356
Saved in:
10
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009619368
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->