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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"The journal of risk model validation"
~subject:"Ausreißer"
~subject:"Measurement"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Ausreißer
Measurement
Risikomaß
179
Risk measure
179
Theorie
90
Theory
90
Risikomanagement
63
Risk management
63
Portfolio selection
62
Portfolio-Management
62
Statistical distribution
50
Statistische Verteilung
50
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44
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44
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44
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44
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34
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32
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27
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21
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value-at-risk
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Capital income
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Systemic risk
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Basel Accord
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Furman, Edward
2
Hoga, Yannick
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Su, Jianxi
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Akhter, Selim
1
Andrieş, Alin Marius
1
Bee, Marco
1
Belkacem, Lotfi
1
Boonen, Tim J.
1
Bücher, Axel
1
Cai, Chunlin
1
Cao, Yufei
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Castillo, Joan del
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Chen Zhou
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1
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1
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Daly, Kevin James
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Daoudi, Jalila
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1
El Ghourabi, Mohamed
1
Eraker, Bjørn
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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
Journal of financial econometrics
The journal of risk model validation
Insurance / Mathematics & economics
115
Risks : open access journal
37
Journal of risk
31
Journal of banking & finance
30
European journal of operational research : EJOR
29
Finance research letters
20
Mathematics of operations research
19
Quantitative finance
19
Finance and stochastics
17
Mathematics and financial economics
17
Applied economics
16
International journal of theoretical and applied finance
16
The journal of operational risk
15
International review of financial analysis
14
Scandinavian actuarial journal
14
The North American journal of economics and finance : a journal of financial economics studies
11
Discussion paper / Tinbergen Institute
10
Journal of risk and financial management : JRFM
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Applied economics letters
9
Computational economics
9
Energy economics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of empirical finance
9
Journal of mathematical finance
9
Operations research
9
ASTIN bulletin : the journal of the International Actuarial Association
8
International journal of forecasting
8
Journal of econometrics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematical finance : an international journal of mathematics, statistics and financial economics
8
Operations research letters
8
Research paper series / Swiss Finance Institute
8
International review of economics & finance : IREF
7
Journal of forecasting
7
Journal of international financial markets, institutions & money
7
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ECONIS (ZBW)
45
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1
Market maker inventory, bid-ask spreads, and the computation of option implied risk measures
Eraker, Bjørn
;
Osterrieder, Daniela
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1820-1851
Persistent link: https://www.econbiz.de/10014444758
Saved in:
2
Smooth-transition regression models for non-stationary extremes
Hambuckers, Julien
;
Kneib, Thomas
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 445-484
Persistent link: https://www.econbiz.de/10014314754
Saved in:
3
A new tail-based correlation measure and its application in global equity markets
Liu, Jinjing
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 959-987
Persistent link: https://www.econbiz.de/10014314844
Saved in:
4
Measuring systemic risk using multivariate quantile-located ES models
Garcia-Jorcano, Laura
;
Sanchis-Marco, Lidia
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 1-72
Persistent link: https://www.econbiz.de/10013542847
Saved in:
5
Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models
Cai, Chunlin
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014485590
Saved in:
6
Does the asymmetric exponential power distribution improve systemic risk measurement?
Wu, Shu
;
Chen, Huiqiong
;
Li, Helong
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10014485620
Saved in:
7
The validation of different systemic risk measurement models
Wang, Hu
;
Jiang, Shuyang
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 83-97
Persistent link: https://www.econbiz.de/10014485771
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
Limit theory for forecasts of extreme distortion risk measures and expectiles
Hoga, Yannick
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 18-44
Persistent link: https://www.econbiz.de/10012878185
Saved in:
10
Local-linear estimation of time-varying-parameter garch models and associated risk measures
Inoue, Atsushi
;
Lu, Jin
;
Pelletier, Denis
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 202-234
Persistent link: https://www.econbiz.de/10012504329
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