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~isPartOf:"International review of financial analysis"
~isPartOf:"Mathematics of operations research"
~subject:"ARCH-Modell"
~subject:"Ausreißer"
~subject:"Credit risk"
~subject:"Measurement"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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ARCH-Modell
Ausreißer
Credit risk
Measurement
Risikomaß
98
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98
Theorie
47
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47
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42
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42
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Wang, Ruodu
3
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2
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2
Pichler, Alois
2
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2
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1
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1
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International review of financial analysis
Mathematics of operations research
Insurance / Mathematics & economics
128
Journal of banking & finance
74
Journal of risk
59
Risks : open access journal
53
Finance research letters
47
European journal of operational research : EJOR
39
The journal of risk model validation
37
The North American journal of economics and finance : a journal of financial economics studies
34
Economic modelling
33
Energy economics
33
Applied economics
31
Journal of empirical finance
31
International journal of forecasting
27
Journal of risk and financial management : JRFM
26
Discussion paper / Tinbergen Institute
24
Quantitative finance
24
International journal of theoretical and applied finance
22
Journal of international financial markets, institutions & money
20
The journal of credit risk : published quarterly by Incisive Media
20
Computational economics
19
International review of economics & finance : IREF
19
Journal of forecasting
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The European journal of finance
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Finance and stochastics
18
Research paper series / Swiss Finance Institute
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Journal of econometrics
17
Mathematics and financial economics
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Research in international business and finance
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The journal of operational risk
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Working papers
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Applied economics letters
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Journal of financial econometrics
16
Journal of risk management in financial institutions
16
Scandinavian actuarial journal
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of mathematical finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Does systemic risk in the fund markets predict future economic downturns?
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
International review of financial analysis
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014492409
Saved in:
2
When one domino falls, others follow : a machine learning analysis of extreme risk spillovers in developed stock markets
Sitara Karim
;
Muhammad Shafiullah
;
Naeem, Muhammad Abubakr
- In:
International review of financial analysis
93
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543472
Saved in:
3
Diversifying and hedging REIT portfolios with cryptocurrencies : evidence from global and regional REIT indices
Odusami, Babatunde Olatunji
;
Akinsomi, Omokolade
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014544083
Saved in:
4
Risk-averse optimal control in continuous time by nesting risk measures
Pichler, Alois
;
Schlotter, Ruben
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1657-1678
Persistent link: https://www.econbiz.de/10014329353
Saved in:
5
Nonasymptotic convergence rates for the plug-in estimation of risk measures
Bartl, Daniel
;
Tangpi, Ludovic
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 2129-2155
Persistent link: https://www.econbiz.de/10014437818
Saved in:
6
From BASEL III to BASEL IV and beyond : expected shortfall and expectile risk measures
Zaevski, Tsvetelin S.
;
Nedeltchev, Dragomir C.
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460567
Saved in:
7
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
Pourkhanali, Armin
;
Tafakori, Laleh
;
Bee, Marco
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467094
Saved in:
8
Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment
Zhang, Feipeng
;
Xu, Yixiong
;
Fan, Caiyun
- In:
International review of financial analysis
90
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014469910
Saved in:
9
Where is the distribution tail threshold? : a tale on tail and copulas in financial risk measurement
González Sánchez, Mariano
;
Nave Pineda, Juan M.
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248319
Saved in:
10
Maximum spectral measures of risk with given risk factor marginal distributions
Ghossoub, Mario
;
Hall, Jesse
;
Saunders, David M.
- In:
Mathematics of operations research
48
(
2023
)
2
,
pp. 1158-1182
Persistent link: https://www.econbiz.de/10014314983
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