//--> //--> //-->
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:"Economic modelling"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"International review of economics & finance : IREF"
~person:"Kang, Sang Hoon"
~person:"Su, Jung-bin"
~subject:"ARCH model"
~subject:"Ausreißer"
~subject:"Measurement"
~subject:"Welt"
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
| 10 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Ausreißer
Measurement
Welt
Risikomaß
6
Risk measure
6
ARCH-Modell
4
Aktienmarkt
4
Stock market
4
Volatility
3
Volatilität
3
Correlation
2
Korrelation
2
Oil price
2
Spillover effect
2
Spillover-Effekt
2
Value at risk
2
World
2
Ölpreis
2
Aktienindex
1
BRICS
1
BRICS countries
1
BRICS-Staaten
1
Big oil companies
1
Co-movement
1
Commodity markets
1
Commodity price
1
Commodity prices
1
Conditional value-at-risk
1
Copulas
1
Currency market
1
Developed market
1
Devisenmarkt
1
Downside risk
1
Dynamic correlations
1
Emerging economies
1
Emerging market
1
Energy equity sectors
1
Erdölindustrie
1
Estimation
1
Exponential GARCH model
1
Fat-tail effect
1
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Kang, Sang Hoon
Su, Jung-bin
Chen, Yanhong
2
Chi, Xie
2
D'Addona, Stefano
2
Furman, Edward
2
Hu, Yijun
2
Jiang, Cuixia
2
Joëts, Marc
2
Mensi, Walid
2
Rudloff, Birgit
2
Su, Jianxi
2
Xu, Qifa
2
Akhter, Selim
1
Al-Yahyaee, Khamis Hamed
1
Alexeev, Vitali
1
Andrieş, Alin Marius
1
Ararat, Çağin
1
Auer, Benjamin R.
1
Barbagli, Matteo
1
Bei, Shuhua
1
Boako, Gideon
1
Boonen, Tim J.
1
Braekers, Roel
1
Candelon, Bertrand
1
Cao, Yufei
1
Castillo, Joan del
1
Centrone, Francesca
1
Chan, Jennifer So-Kuen
1
Changqing, Luo
1
Chekhlov, Alexei
1
Chen, Guojin
1
Chen, Lu
1
Chen, Peimin
1
Chen, Rongda
1
Chen, Wang
1
Chen, Yi-Hsuan
1
Cheng, Nick Ying-pin
1
Chiang, Shu-mei
1
Chiu, Chien-Liang
1
more ...
less ...
Published in...
All
Astin bulletin : the journal of the International Actuarial Association
Economic modelling
International journal of theoretical and applied finance
International review of economics & finance : IREF
The North American journal of economics and finance : a journal of financial economics studies
4
Applied economics
1
Applied financial economics letters
1
Pacific-Basin finance journal
1
Review of quantitative finance and accounting
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Interdependence and spillovers between big oil companies and regional and global energy equity markets
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Kang, Sang Hoon
; …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 451-469
Persistent link: https://www.econbiz.de/10014534922
Saved in:
2
Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid
;
Hkiri, Besma
;
Al-Yahyaee, Khamis Hamed
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
Saved in:
3
Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market
Su, Jung-bin
- In:
Economic modelling
46
(
2015
),
pp. 204-224
Persistent link: https://www.econbiz.de/10011436595
Saved in:
4
Precious metals, cereal, oil and stock market linkages and portfolio risk management : evidence from Saudi Arabia
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
Economic modelling
51
(
2015
),
pp. 340-358
Persistent link: https://www.econbiz.de/10011476048
Saved in:
5
Why does skewness and the fat-tail effect influence value-at-risk estimates? : evidence from alternative capital markets
Su, Jung-bin
;
Lee, Ming-chih
;
Chiu, Chien-Liang
- In:
International review of economics & finance : IREF
31
(
2014
),
pp. 59-85
Persistent link: https://www.econbiz.de/10010490442
Saved in:
6
Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation
Su, Jung-bin
;
Hung, Jui-cheng
- In:
Economic modelling
28
(
2011
)
3
,
pp. 1117-1130
Persistent link: https://www.econbiz.de/10009271254
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->