//--> //--> //--> //-->
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"
~subject:"ARCH model"
~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
| 7 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Measurement
Welt
Risikomaß
173
Risk measure
173
Theorie
93
Theory
93
Portfolio selection
74
Portfolio-Management
74
Risikomanagement
64
Risk management
64
Risiko
59
Risk
59
Statistical distribution
38
Statistische Verteilung
38
ARCH-Modell
34
Volatility
34
Volatilität
34
Messung
30
Estimation
27
Schätzung
27
Financial crisis
26
Finanzkrise
26
Systemic risk
21
Value-at-Risk
19
Systemrisiko
18
Stochastic process
17
Stochastischer Prozess
17
Capital income
16
Kapitaleinkommen
16
Multivariate Verteilung
16
Multivariate distribution
16
World
16
Ausreißer
15
Outliers
15
Aktienmarkt
14
Credit risk
14
Kreditrisiko
14
Spillover effect
14
Spillover-Effekt
14
more ...
less ...
Online availability
All
Undetermined
48
Type of publication
All
Article
72
Type of publication (narrower categories)
All
Article in journal
72
Aufsatz in Zeitschrift
72
Language
All
English
72
Author
All
Su, Jung-bin
3
Chen, Yanhong
2
Chi, Xie
2
D'Addona, Stefano
2
Hu, Yijun
2
Jiang, Cuixia
2
Joëts, Marc
2
Kang, Sang Hoon
2
Mensi, Walid
2
Rudloff, Birgit
2
Xu, Qifa
2
Akhter, Selim
1
Al-Yahyaee, Khamis Hamed
1
Alexeev, Vitali
1
Ararat, Çağin
1
Auer, Benjamin R.
1
Barbagli, Matteo
1
Bei, Shuhua
1
Boonen, Tim J.
1
Braekers, Roel
1
Candelon, Bertrand
1
Cao, Yufei
1
Centrone, Francesca
1
Chan, Jennifer So-Kuen
1
Changqing, Luo
1
Chekhlov, Alexei
1
Chen, Guojin
1
Chen, Lu
1
Chen, Rongda
1
Chen, Wang
1
Chen, Yi-Hsuan
1
Cheng, Nick Ying-pin
1
Chiang, Shu-mei
1
Chiu, Chien-Liang
1
Chuang, Chung-Chu
1
Chuang, Shuo-Li
1
Cong, Yu
1
Daly, Kevin James
1
Drakos, Anastassios A.
1
Fard, Farzad Alavi
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
Insurance / Mathematics & economics
111
Journal of banking & finance
55
Journal of risk
46
Finance research letters
42
Energy economics
39
Risks : open access journal
37
The North American journal of economics and finance : a journal of financial economics studies
36
European journal of operational research : EJOR
31
International review of financial analysis
30
Journal of empirical finance
29
Applied economics
25
The journal of risk model validation
25
International journal of forecasting
22
Journal of risk and financial management : JRFM
22
Quantitative finance
21
Journal of forecasting
20
Mathematics of operations research
19
Finance and stochastics
17
Mathematics and financial economics
17
Working papers
17
Research paper series / Swiss Finance Institute
16
Applied economics letters
15
Computational economics
15
Research in international business and finance
15
Discussion paper / Tinbergen Institute
14
Econometric Institute research papers
14
Journal of econometrics
14
Journal of international financial markets, institutions & money
14
Scandinavian actuarial journal
14
Journal of financial econometrics
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of mathematical finance
12
The European journal of finance
12
Journal of risk management in financial institutions
11
Operations research letters
11
Pacific-Basin finance journal
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
more ...
less ...
Source
All
ECONIS (ZBW)
72
Showing
61
-
70
of
72
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
61
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:
62
A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
63
Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
64
Estimating hedged portfolio value-at-risk using the conditional copula : an illustration of model risk
Chen, Yi-Hsuan
;
Tu, Anthony H.
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 514-528
Persistent link: https://www.econbiz.de/10009740775
Saved in:
65
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
Saved in:
66
Foreign exchange risk in a managed float regime : a case study of Pakistani rupee
Mudakkar, Syeda Rabab
;
Uppal, Jamshed Y.
;
Zaman, Khalid
; …
- In:
Economic modelling
35
(
2013
),
pp. 409-417
Persistent link: https://www.econbiz.de/10010259786
Saved in:
67
Testing for Granger causality in distribution tails : an application to oil markets integration
Candelon, Bertrand
;
Joëts, Marc
;
Tokpavi, Sessi
- In:
Economic modelling
31
(
2013
),
pp. 276-285
Persistent link: https://www.econbiz.de/10009729103
Saved in:
68
The sovereign property of foreign reserve investment in China : a CVaR approach
Li, Jie
;
Huang, Huaxia
;
Xiao, Xiao
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1524-1536
Persistent link: https://www.econbiz.de/10009667289
Saved in:
69
Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures
Liu, Hung-Chun
;
Chiang, Shu-mei
;
Cheng, Nick Ying-pin
- In:
International review of economics & finance : IREF
22
(
2012
)
1
,
pp. 78-91
Persistent link: https://www.econbiz.de/10009618705
Saved in:
70
Multivariate heavy-tailed models for value-at-risk estimation
Marinelli, Carlo
;
D'Addona, Stefano
;
Račev, Svetlozar T.
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009624462
Saved in:
First
Prev
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->