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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:"Welt"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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ARCH model
Measurement
Welt
Risikomaß
138
Risk measure
138
Theorie
82
Theory
82
Portfolio selection
59
Portfolio-Management
59
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Chen, Yanhong
2
Hu, Yijun
2
Joëts, Marc
2
Rudloff, Birgit
2
Su, Jung-bin
2
Akhter, Selim
1
Ararat, Çağin
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Auer, Benjamin R.
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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
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
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International review of economics & finance : IREF
20
Journal of forecasting
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Mathematics of operations research
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Finance and stochastics
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Mathematics and financial economics
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Working papers
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Research paper series / Swiss Finance Institute
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Applied economics letters
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Computational economics
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Research in international business and finance
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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
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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
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Journal of risk management in financial institutions
11
Operations research letters
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Pacific-Basin finance journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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41
Vector-valued coherent risk measure processes
Tahar, Imen Ben
;
Lépinette, Emmanuel
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010363907
Saved in:
42
Spectral methods for the calculation of risk measures for variable annuity guaranteed benefits
Feng, Runhuan
;
Volkmer, Hans W.
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 653-681
Persistent link: https://www.econbiz.de/10010407941
Saved in:
43
On some properties of two vector-valued VAR and CTE multivariate risk measures for Archimedean copulas
Hürlimann, Werner
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 613-633
Persistent link: https://www.econbiz.de/10010407943
Saved in:
44
Backtesting VaR in consideration of the higher moments of the distribution for minimum-variance hedging portfolios
Chuang, Chung-Chu
;
Wang, Yi-Hsien
;
Yeh, Tsai-Jung
; …
- In:
Economic modelling
42
(
2014
),
pp. 15-19
Persistent link: https://www.econbiz.de/10010478302
Saved in:
45
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:
46
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:
47
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:
48
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:
49
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:
50
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
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