//--> //--> //--> //-->
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:"Basler Akkord"
~subject:"Measurement"
~subject:"Volatility"
~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
Basler Akkord
Measurement
Volatility
Welt
Risikomaß
138
Risk measure
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 model
23
ARCH-Modell
23
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
Aktienmarkt
10
Stock market
10
Option pricing theory
9
more ...
less ...
Online availability
All
Undetermined
36
Type of publication
All
Article
59
Type of publication (narrower categories)
All
Article in journal
59
Aufsatz in Zeitschrift
59
Language
All
English
59
Author
All
Chen, Yanhong
2
Gatfaoui, Hayette
2
Hu, Yijun
2
Joëts, Marc
2
Rudloff, Birgit
2
Abbas, Qaisar
1
Afonso, Lourdes B.
1
Akhter, Selim
1
Ali Shah, Syed Zulfiqar
1
Amini, Hamed
1
Araichi, Sawssen
1
Ararat, Çağin
1
Auer, Benjamin R.
1
Ayub, Usman
1
Barbagli, Matteo
1
Belkacem, Lotfi
1
Bianchi, Michele Leonardo
1
Boonen, Tim J.
1
Braekers, Roel
1
Candelon, Bertrand
1
Cao, Yufei
1
Centrone, Francesca
1
Changqing, Luo
1
Chekhlov, Alexei
1
Chen, Fen-ying
1
Chen, Lu
1
Chen, Tzu-ying
1
Chen, Xiaohong
1
Chi, Xie
1
Cong, Yu
1
Cont, Rama
1
Daly, Kevin James
1
Fabozzi, Frank J.
1
Fard, Farzad Alavi
1
Feng, Runhuan
1
Floryszczak, A.
1
Furman, Edward
1
Gerlach, Richard
1
Gremm, Martin
1
Guambe, Calisto
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
112
Journal of banking & finance
66
Journal of risk
48
Finance research letters
47
Energy economics
46
The North American journal of economics and finance : a journal of financial economics studies
44
Risks : open access journal
43
European journal of operational research : EJOR
35
International review of financial analysis
32
The journal of risk model validation
25
Econometric Institute research papers
23
Discussion paper / Tinbergen Institute
21
Journal of international financial markets, institutions & money
21
Journal of risk and financial management : JRFM
21
Quantitative finance
21
International review of economics & finance : IREF
20
Journal of empirical finance
20
Journal of forecasting
20
Working paper
20
Applied economics
19
International journal of forecasting
19
Mathematics of operations research
19
Journal of risk management in financial institutions
18
Research paper series / Swiss Finance Institute
18
Finance and stochastics
17
Mathematics and financial economics
17
The journal of operational risk
17
Computational economics
15
The European journal of finance
14
Working papers
13
Applied economics letters
12
Journal of econometrics
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of mathematical finance
12
Scandinavian actuarial journal
12
Journal of financial econometrics
11
Journal of financial stability
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
more ...
less ...
Source
All
ECONIS (ZBW)
59
Showing
1
-
10
of
59
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
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
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:
4
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:
5
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:
6
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:
7
Comparing the small-sample estimation error of conceptually different risk measures
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012662011
Saved in:
8
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
9
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
10
An ergodic BSDE risk representation in a jump-diffusion framework
Guambe, Calisto
;
Mabitsela, Lesedi
;
Kufakunesu, Rodwell
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652631
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->