//--> //--> //--> //-->
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:"Journal of international financial markets, institutions & money"
~subject:"Measurement"
~subject:"Statistical distribution"
~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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Measurement
Statistical distribution
Welt
Risikomaß
126
Risk measure
126
Theorie
67
Theory
67
Portfolio selection
51
Portfolio-Management
51
Risikomanagement
45
Risk management
45
Risiko
39
Risk
39
ARCH model
30
ARCH-Modell
30
Statistische Verteilung
30
Volatility
27
Volatilität
27
Estimation
22
Financial crisis
22
Finanzkrise
22
Schätzung
22
Aktienmarkt
20
Stock market
20
Ausreißer
18
Outliers
18
Systemic risk
17
Multivariate Verteilung
16
Multivariate distribution
16
Systemrisiko
15
Spillover effect
14
Spillover-Effekt
14
Value-at-Risk
14
Capital income
13
Credit risk
13
Kapitaleinkommen
13
Kreditrisiko
13
World
13
Bank risk
12
Bankrisiko
12
Basel Accord
12
more ...
less ...
Online availability
All
Undetermined
34
Type of publication
All
Article
49
Type of publication (narrower categories)
All
Article in journal
49
Aufsatz in Zeitschrift
49
Language
All
English
49
Author
All
Daly, Kevin James
2
Furman, Edward
2
Linh Hoang Nguyen
2
Su, Jianxi
2
Afonso, Lourdes B.
1
Akhter, Selim
1
Arreola-Hernandez, Jose
1
Asimit, Alexandru V.
1
Barbagli, Matteo
1
Batten, Jonathan A.
1
Bekiros, Stelios
1
Ben Abdelaziz, Fouad
1
BenSaïda, Ahmed
1
Berger, Theo
1
Boonen, Tim J.
1
Braekers, Roel
1
Będowska-Sójka, Barbara
1
Candelon, Bertrand
1
Castillo, Joan del
1
Chan, J. S. K.
1
Changqing, Luo
1
Chen, Lu
1
Chen, Rongda
1
Chen, Xiaohong
1
Chi, Xie
1
Chibane, Messaoud
1
Choudhury, Tonmoy
1
Choy, S. T. B.
1
Chuang, Chung-Chu
1
Chuang, Shuo-Li
1
Cong, Yu
1
Dai, Yingtong
1
Daoudi, Jalila
1
Denuit, Michel
1
Echaust, Krzysztof
1
Fard, Farzad Alavi
1
Feng, Runhuan
1
Gao, Chun-Ting
1
Gatfaoui, Hayette
1
Gerlach, Richard
1
more ...
less ...
Published in...
All
Astin bulletin : the journal of the International Actuarial Association
Economic modelling
Journal of international financial markets, institutions & money
Insurance / Mathematics & economics
148
Journal of banking & finance
58
Risks : open access journal
48
Journal of risk
43
European journal of operational research : EJOR
39
Finance research letters
39
International review of financial analysis
28
Quantitative finance
27
The journal of operational risk
27
Discussion paper / Tinbergen Institute
26
Energy economics
26
International journal of forecasting
26
The North American journal of economics and finance : a journal of financial economics studies
23
Applied economics
22
The journal of risk model validation
22
International review of economics & finance : IREF
21
Journal of empirical finance
20
Mathematics of operations research
19
Finance and stochastics
18
International journal of theoretical and applied finance
18
Journal of econometrics
18
Journal of financial econometrics
18
Mathematics and financial economics
17
Scandinavian actuarial journal
17
Computational economics
16
Research paper series / Swiss Finance Institute
16
Applied economics letters
15
Journal of forecasting
15
Journal of risk and financial management : JRFM
15
Journal of risk management in financial institutions
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
The European journal of finance
13
Working paper
13
Econometric Institute research papers
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
SFB 649 discussion paper
12
Management science : journal of the Institute for Operations Research and the Management Sciences
11
more ...
less ...
Source
All
ECONIS (ZBW)
49
Showing
1
-
10
of
49
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
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
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:
4
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
Saved in:
5
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
Saved in:
6
Does systematic tail risk matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
Saved in:
7
The asymmetry of the Amihud illiquidity measure on the European markets : the evidence from Extreme Value Theory
Będowska-Sójka, Barbara
;
Echaust, Krzysztof
;
Just, …
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013357308
Saved in:
8
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:
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
International tail risk connectedness : network and determinants
Linh Hoang Nguyen
;
Lambe, Brenda John
- In:
Journal of international financial markets, …
72
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012801485
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->