//--> //--> //--> //-->
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"
~subject:"ARCH model"
~subject:"Measurement"
~subject:"Risk measure"
~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
Risk measure
Welt
Risikomaß
138
Theorie
82
Theory
82
Portfolio selection
59
Portfolio-Management
59
Risikomanagement
50
Risk management
50
Risiko
45
Risk
45
Statistical distribution
30
Statistische Verteilung
30
Messung
24
ARCH-Modell
23
Volatility
21
Volatilität
21
Estimation
18
Schätzung
18
Stochastic process
16
Stochastischer Prozess
16
Financial crisis
15
Finanzkrise
15
Ausreißer
14
Outliers
14
Systemic risk
14
Value-at-Risk
14
Bank risk
12
Bankrisiko
12
Credit risk
12
Kreditrisiko
12
Multivariate Verteilung
12
Multivariate distribution
12
Systemrisiko
12
Basel Accord
11
Basler Akkord
11
Aktienmarkt
10
Stock market
10
Option pricing theory
9
more ...
less ...
Online availability
All
Undetermined
79
Type of publication
All
Article
138
Type of publication (narrower categories)
All
Article in journal
138
Aufsatz in Zeitschrift
138
Conference paper
1
Konferenzbeitrag
1
Language
All
English
138
Author
All
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
Rudloff, Birgit
2
Rutkowski, Marek
2
Su, Jianxi
2
Su, Jung-bin
2
Tan, Ken Seng
2
Xu, Qifa
2
Yu, Keming
2
Abbas, Qaisar
1
Afonso, Lourdes B.
1
Akhter, Selim
1
Ali Shah, Syed Zulfiqar
1
Aloui, Chaker
1
Amini, Hamed
1
Andrieş, Alin Marius
1
Angelidis, Timotheos
1
Ané, Thierry
1
Ararat, Çağin
1
Asimit, Alexandru V.
1
Auer, Benjamin R.
1
Ayub, Usman
1
Bai, Manying
1
Barbagli, Matteo
1
Bei, Shuhua
1
Ben Abdelaziz, Fouad
1
more ...
less ...
Published in...
All
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
121
European journal of operational research : EJOR
110
Risks : open access journal
106
Finance research letters
93
Energy economics
69
International review of financial analysis
69
The North American journal of economics and finance : a journal of financial economics studies
67
Discussion paper / Tinbergen Institute
62
The journal of risk model validation
60
International journal of forecasting
55
Journal of empirical finance
54
Applied economics
53
Journal of risk and financial management : JRFM
52
Quantitative finance
51
Journal of risk management in financial institutions
47
The journal of operational risk
45
Journal of forecasting
42
Journal of econometrics
41
Computational economics
38
The European journal of finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
International review of economics & finance : IREF
35
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Journal of economic dynamics & control
33
Journal of international financial markets, institutions & money
32
Working papers
32
Applied economics letters
31
Scandinavian actuarial journal
31
Finance and stochastics
30
Econometric Institute research papers
29
Pacific-Basin finance journal
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Operations research letters
28
Working paper
28
more ...
less ...
Source
All
ECONIS (ZBW)
138
Showing
1
-
10
of
138
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
4
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:
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
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:
7
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:
8
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
Saved in:
9
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:
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->