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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Mathematics of operations research"
~subject:"ARCH model"
~subject:"Ausreißer"
~subject:"Measurement"
~subject:"Welt"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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ARCH model
Ausreißer
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Risikomaß
197
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197
Theorie
112
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112
Portfolio selection
84
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84
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Rudloff, Birgit
3
Su, Jung-bin
3
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3
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2
Chi, Xie
2
D'Addona, Stefano
2
Furman, Edward
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1
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Astin bulletin : the journal of the International Actuarial Association
Economic modelling
International journal of theoretical and applied finance
International review of economics & finance : IREF
Mathematics of operations research
Insurance / Mathematics & economics
121
Journal of banking & finance
63
Journal of risk
52
Finance research letters
46
Risks : open access journal
44
Energy economics
42
The North American journal of economics and finance : a journal of financial economics studies
38
Applied economics
33
European journal of operational research : EJOR
32
International review of financial analysis
32
Journal of empirical finance
31
The journal of risk model validation
27
International journal of forecasting
24
Journal of risk and financial management : JRFM
24
Quantitative finance
22
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21
Discussion paper / Tinbergen Institute
19
Journal of econometrics
18
Applied economics letters
17
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17
Finance and stochastics
17
Mathematics and financial economics
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Research in international business and finance
17
Working papers
17
Journal of international financial markets, institutions & money
16
Research paper series / Swiss Finance Institute
16
Scandinavian actuarial journal
16
Econometric Institute research papers
15
Journal of financial econometrics
15
The journal of operational risk
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Journal of mathematical finance
14
The European journal of finance
14
Pacific-Basin finance journal
13
Working paper
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
98
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1
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10
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98
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1
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
2
Risk-averse optimal control in continuous time by nesting risk measures
Pichler, Alois
;
Schlotter, Ruben
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1657-1678
Persistent link: https://www.econbiz.de/10014329353
Saved in:
3
Nonasymptotic convergence rates for the plug-in estimation of risk measures
Bartl, Daniel
;
Tangpi, Ludovic
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 2129-2155
Persistent link: https://www.econbiz.de/10014437818
Saved in:
4
Accounting for PD-LGD dependency : a tractable extension to the Basel ASRF framework
Barbagli, Matteo
;
Vrins, Frédéric
- In:
Economic modelling
125
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463531
Saved in:
5
Do green financial markets offset the risk of cryptocurrencies and carbon markets?
Siddique, Md Abubakar
;
Nobanee, Haitham
;
Sitara Karim
; …
- In:
International review of economics & finance : IREF
86
(
2023
),
pp. 822-833
Persistent link: https://www.econbiz.de/10014434775
Saved in:
6
Price risk analysis using GARCH family models : evidence from Shanghai crude oil futures market
Bei, Shuhua
;
Yang, Aijun
;
Pei, Haotian
;
Si, Xiaoli
- In:
Economic modelling
125
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463673
Saved in:
7
Maximum spectral measures of risk with given risk factor marginal distributions
Ghossoub, Mario
;
Hall, Jesse
;
Saunders, David M.
- In:
Mathematics of operations research
48
(
2023
)
2
,
pp. 1158-1182
Persistent link: https://www.econbiz.de/10014314983
Saved in:
8
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:
9
Solving nonsmooth and nonconvex compound stochastic programs with applications to risk measure minimization
Liu, Junyi
;
Cui, Ying
;
Pang, Jong-shi
- In:
Mathematics of operations research
47
(
2022
)
4
,
pp. 3051-3083
Persistent link: https://www.econbiz.de/10014311398
Saved in:
10
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
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