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~isPartOf:"Economic modelling"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"International review of economics & finance : IREF"
~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
157
Risk measure
157
Theorie
75
Theory
75
Portfolio selection
69
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69
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58
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Kang, Sang Hoon
3
Su, Jung-bin
3
Chen, Yanhong
2
Chi, Xie
2
D'Addona, Stefano
2
Hu, Yijun
2
Jiang, Cuixia
2
Joëts, Marc
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Mensi, Walid
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1
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1
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1
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1
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Economic modelling
International journal of theoretical and applied finance
International review of economics & finance : IREF
Insurance / Mathematics & economics
111
Journal of banking & finance
55
Finance research letters
51
Journal of risk
47
Energy economics
42
Risks : open access journal
38
The North American journal of economics and finance : a journal of financial economics studies
36
European journal of operational research : EJOR
34
International review of financial analysis
31
Journal of empirical finance
30
The journal of risk model validation
28
Applied economics
25
Quantitative finance
25
International journal of forecasting
22
Journal of risk and financial management : JRFM
22
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Mathematics of operations research
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Finance and stochastics
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Research paper series / Swiss Finance Institute
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Econometric Institute research papers
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Journal of econometrics
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Journal of international financial markets, institutions & money
14
Scandinavian actuarial journal
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The European journal of finance
13
Journal of financial econometrics
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of mathematical finance
12
Pacific-Basin finance journal
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Journal of risk management in financial institutions
11
Operations research letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
70
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1
Interdependence and spillovers between big oil companies and regional and global energy equity markets
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Kang, Sang Hoon
; …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 451-469
Persistent link: https://www.econbiz.de/10014534922
Saved in:
2
Forecasting the effect of extreme sea-level rise on financial market risk
Garcia-Jorcano, Laura
;
Sanchis-Marco, Lidia
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014535506
Saved in:
3
Volatility forecasts by clustering$applications for VaR estimation
Wang, Zijin
;
Chen, Peimin
;
Liu, Peng
;
Wu, Chunchi
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014582647
Saved in:
4
COVID-19 uncertainty index in Japan : newspaper-based measures and economic activities
Morita, Hiroshi
;
Ono, Taiki
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 390-403
Persistent link: https://www.econbiz.de/10014535355
Saved in:
5
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:
6
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:
7
Price risk analysis using GARCH family models : evidence from Shanghai crude oil futures market
Bei, Shuhua
;
Yang, Aijun
;
Pei, Haotian
;
Si, Xiaoli
- In:
Economic modelling
125
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463673
Saved in:
8
Do green financial markets offset the risk of cryptocurrencies and carbon markets?
Siddique, Md Abubakar
;
Nobanee, Haitham
;
Sitara Karim
; …
- In:
International review of economics & finance : IREF
86
(
2023
),
pp. 822-833
Persistent link: https://www.econbiz.de/10014434775
Saved in:
9
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:
10
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
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