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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"
~subject:"ARCH model"
~subject:"Measurement"
~subject:"Messung"
~subject:"Risk measure"
~subject:"Welt"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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ARCH model
Measurement
Messung
Risk measure
Welt
Risikomaß
140
Theorie
83
Theory
83
Portfolio selection
60
Portfolio-Management
60
Risikomanagement
50
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50
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47
Risk
47
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30
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30
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Račev, Svetlozar T.
3
Araichi, Sawssen
2
Belkacem, Lotfi
2
Boonen, Tim J.
2
Chen, Yanhong
2
Chi, Yichun
2
D'Addona, Stefano
2
Fabozzi, Frank J.
2
Furman, Edward
2
Gatfaoui, Hayette
2
Hu, Yijun
2
Jiang, Cuixia
2
Joëts, Marc
2
Marinelli, Carlo
2
Peretti, Christian de
2
Rosazza Gianin, Emanuela
2
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2
Rutkowski, Marek
2
Su, Jianxi
2
Su, Jung-bin
2
Su, Xiaoshan
2
Tan, Ken Seng
2
Xu, Qifa
2
Yu, Keming
2
Abbas, Qaisar
1
Afonso, Lourdes B.
1
Akhter, Selim
1
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Aloui, Chaker
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1
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1
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1
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1
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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
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
123
European journal of operational research : EJOR
111
Risks : open access journal
106
Finance research letters
105
International review of financial analysis
74
Energy economics
71
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Journal of empirical finance
55
Quantitative finance
54
Applied economics
53
Journal of risk and financial management : JRFM
52
Journal of risk management in financial institutions
47
The journal of operational risk
47
Journal of forecasting
42
Journal of econometrics
41
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40
International review of economics & finance : IREF
40
The European journal of finance
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Working papers
32
Scandinavian actuarial journal
31
Finance and stochastics
30
Pacific-Basin finance journal
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29
Working paper
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
140
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1
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10
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140
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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
The determinants of systemic risk contagion
Sencer Atasoy, Burak
;
Ozkan, Ibrahim
;
Erden, Lütfi
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451156
Saved in:
3
What drives the tail risk effect in the Chinese stock market?
Sun, Kaisi
;
Wang, Hui
;
Zhu, Yifeng
- In:
Economic modelling
132
(
2024
)
Persistent link: https://www.econbiz.de/10014547938
Saved in:
4
Robust portfolio selection with subjective risk aversion under dependence uncertainty
Su, Xiaoshan
;
Li, Yuhan
- In:
Economic modelling
132
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014547968
Saved in:
5
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:
6
Portfolio optimization in the presence of tail correlation
Ben Abdelaziz, Fouad
;
Chibane, Messaoud
- In:
Economic modelling
122
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014388707
Saved in:
7
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:
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
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:
10
Conditional tail price risk spillovers in coffee markets across quality, physical space, and time : empirical analysis with penalized quantile regressions
Fousekis, Panajiotis
;
Grigoriadis, Vasilis
- In:
Economic modelling
106
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013347534
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