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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Energy economics"
~isPartOf:"Journal of financial econometrics"
~subject:"Ausreißer"
~subject:"Measurement"
~subject:"Multivariate Verteilung"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Ausreißer
Measurement
Multivariate Verteilung
Risikomaß
121
Risk measure
121
Theorie
48
Theory
48
Risikomanagement
43
Risk management
43
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41
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41
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37
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Ji, Qiang
4
Liu, Bing-Yue
3
Fan, Ying
2
Furman, Edward
2
Hammoudeh, Shawkat
2
Herrera, Rodrigo
2
Hoga, Yannick
2
Shahzad, Syed Jawad Hussain
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Su, Jianxi
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1
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Chen Zhou
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1
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1
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1
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1
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Astin bulletin : the journal of the International Actuarial Association
Energy economics
Journal of financial econometrics
Insurance / Mathematics & economics
130
Risks : open access journal
47
Journal of banking & finance
39
European journal of operational research : EJOR
35
Journal of risk
35
Finance research letters
27
Applied economics
23
Quantitative finance
23
International review of financial analysis
22
The North American journal of economics and finance : a journal of financial economics studies
22
Economic modelling
19
Journal of risk and financial management : JRFM
19
Mathematics of operations research
19
Finance and stochastics
18
International journal of theoretical and applied finance
17
Mathematics and financial economics
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Scandinavian actuarial journal
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The journal of operational risk
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Computational economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of empirical finance
13
SFB 649 discussion paper
13
The journal of risk model validation
13
International review of economics & finance : IREF
12
Journal of mathematical finance
12
Applied economics letters
11
Discussion paper / Tinbergen Institute
11
International journal of forecasting
11
Journal of international financial markets, institutions & money
10
Mathematical finance : an international journal of mathematics, statistics and financial economics
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The European journal of finance
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Economics letters
9
Journal of forecasting
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Operations research
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ASTIN bulletin : the journal of the International Actuarial Association
8
Journal of econometrics
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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
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:
6
Model and moment selection in factor copula models
Duan, Fang
;
Manner, Hans
;
Wied, Dominik
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 45-75
Persistent link: https://www.econbiz.de/10012878186
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7
Oil tail risk and the tail risk of the US Dollar exchange rates
Salisu, Afees A.
;
Olaniran, Abeeb
;
Tchankam, Jean Paul
- In:
Energy economics
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013283764
Saved in:
8
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
9
Extreme co-movements between infectious disease events and crude oil futures prices : from extreme value analysis perspective
Lin, Hang
;
Zhang, Zhengjun
- In:
Energy economics
110
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013349928
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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