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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 financial analysis"
~isPartOf:"Journal of econometrics"
~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
248
Risk measure
248
Theorie
131
Theory
131
Portfolio selection
100
Portfolio-Management
100
Risikomanagement
79
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79
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71
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71
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58
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Francq, Christian
3
Zakoïan, Jean-Michel
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Chen, Yanhong
2
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Hu, Yijun
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Pourkhanali, Armin
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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 financial analysis
Journal of econometrics
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
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
International review of economics & finance : IREF
20
Journal of forecasting
20
Mathematics of operations research
19
Finance and stochastics
17
Mathematics and financial economics
17
Working papers
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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 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)
96
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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
Does systemic risk in the fund markets predict future economic downturns?
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
International review of financial analysis
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014492409
Saved in:
3
From BASEL III to BASEL IV and beyond : expected shortfall and expectile risk measures
Zaevski, Tsvetelin S.
;
Nedeltchev, Dragomir C.
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460567
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
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:
6
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
Pourkhanali, Armin
;
Tafakori, Laleh
;
Bee, Marco
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467094
Saved in:
7
Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment
Zhang, Feipeng
;
Xu, Yixiong
;
Fan, Caiyun
- In:
International review of financial analysis
90
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014469910
Saved in:
8
Where is the distribution tail threshold? : a tale on tail and copulas in financial risk measurement
González Sánchez, Mariano
;
Nave Pineda, Juan M.
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248319
Saved in:
9
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:
10
Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries : a VAR quantile analysis
Massaporn Cheuathonghua
;
DeBoyrie, Maria Eugenia
; …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013366188
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