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~isPartOf:"Economic modelling"
~subject:"Estimation"
~subject:"Measurement"
~subject:"Multivariate distribution"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Estimation
Measurement
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Risikomaß
69
Risk measure
69
Theorie
36
Theory
36
Portfolio selection
30
Portfolio-Management
30
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27
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27
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21
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Gatfaoui, Hayette
2
Akhter, Selim
1
Andrieş, Alin Marius
1
Araichi, Sawssen
1
Bai, Manying
1
Bei, Shuhua
1
Belkacem, Lotfi
1
Ben Ameur, Hachmi
1
Berger, Theo
1
Busetti, Fabio
1
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1
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1
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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
Insurance / Mathematics & economics
127
Journal of banking & finance
49
Journal of risk
45
Risks : open access journal
45
Finance research letters
38
European journal of operational research : EJOR
35
The North American journal of economics and finance : a journal of financial economics studies
32
Applied economics
31
International review of financial analysis
30
Energy economics
29
Quantitative finance
27
Journal of risk and financial management : JRFM
24
The journal of risk model validation
21
International journal of forecasting
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International journal of theoretical and applied finance
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International review of economics & finance : IREF
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SFB 649 discussion paper
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Discussion paper / Tinbergen Institute
14
Journal of empirical finance
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Scandinavian actuarial journal
14
Journal of financial econometrics
13
Journal of forecasting
13
Research in international business and finance
13
Applied economics letters
12
Journal of international financial markets, institutions & money
12
Journal of mathematical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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ECONIS (ZBW)
24
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1
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:
2
Conditional tail price risk spillovers in coffee markets across quality, physical space, and time : empirical analysis with penalized quantile regressions
Fousekis, Panajiotis
;
Grigoriadis, Vasilis
- In:
Economic modelling
106
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013347534
Saved in:
3
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:
4
The response of hedge fund tail risk to macroeconomic shocks : a nonlinear VAR approach
Gregoriou, Greg N.
;
Racicot, François-Éric
;
Théoret, …
- In:
Economic modelling
94
(
2021
),
pp. 843-872
Persistent link: https://www.econbiz.de/10012695357
Saved in:
5
Robust portfolio selection with regime switching and asymmetric dependence
Su, Xiaoshan
;
Bai, Manying
;
Han, Yingwei
- In:
Economic modelling
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012795788
Saved in:
6
The time-varying risk of Italian GDP
Busetti, Fabio
;
Caivano, Michele
;
Delle Monache, Davide
; …
- In:
Economic modelling
101
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012796049
Saved in:
7
Mixed data sampling expectile regression with applications to measuring financial risk
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Yu, Keming
- In:
Economic modelling
91
(
2020
),
pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
Saved in:
8
Assessing downside and upside risk spillovers across conventional and socially responsible stock markets
Ben Ameur, Hachmi
;
Jawadi, Fredj
;
Jawadi, Nabila
; …
- In:
Economic modelling
88
(
2020
),
pp. 200-210
Persistent link: https://www.econbiz.de/10012417068
Saved in:
9
International risk transmission of stock market movements
Shen, Yifan
- In:
Economic modelling
69
(
2018
),
pp. 220-236
Persistent link: https://www.econbiz.de/10012016158
Saved in:
10
Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette
- In:
Economic modelling
64
(
2017
),
pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
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