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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"
~subject:"ARCH model"
~subject:"Measurement"
~subject:"Welt"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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ARCH model
Measurement
Welt
Risikomaß
173
Risk measure
173
Theorie
93
Theory
93
Portfolio selection
74
Portfolio-Management
74
Risikomanagement
64
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64
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59
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59
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38
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Su, Jung-bin
3
Chen, Yanhong
2
Chi, Xie
2
D'Addona, Stefano
2
Hu, Yijun
2
Jiang, Cuixia
2
Joëts, Marc
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Kang, Sang Hoon
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Mensi, Walid
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Rudloff, Birgit
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Xu, Qifa
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Akhter, Selim
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Al-Yahyaee, Khamis Hamed
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Alexeev, Vitali
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Ararat, Çağin
1
Auer, Benjamin R.
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Barbagli, Matteo
1
Bei, Shuhua
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Braekers, Roel
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Candelon, Bertrand
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Cao, Yufei
1
Centrone, Francesca
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Chuang, Shuo-Li
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1
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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
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
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ECONIS (ZBW)
72
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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
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Risk measure index tracking model
Sant'Anna, Leonardo Riegel
;
Righi, Marcelo Brutti
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
Saved in:
8
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
9
Estimating tail-risk using semiparametric conditional variance with an application to meme stocks
D'Addona, Stefano
;
Khanom, Najrin
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 241-260
Persistent link: https://www.econbiz.de/10013543110
Saved in:
10
Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?
Jiang, Kunliang
;
Ye, Wuyi
- In:
Economic modelling
117
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014229176
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