//--> //--> //-->
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:"Journal of banking & finance"
~person:"Hammoudeh, Shawkat"
~person:"Račev, Svetlozar T."
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
3
Risk measure
3
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Aktienmarkt
1
Asymptotic variability
1
Börsenkurs
1
Conditional value-at-risk
1
Copula
1
Delta CoVaR
1
Fat-tailed distributions
1
Marginal rebalancing
1
Multivariate Verteilung
1
Multivariate distribution
1
Oil price
1
Oil prices
1
Regularly varying tails
1
Risk spillovers
1
Share price
1
Spillover effect
1
Spillover-Effekt
1
Statistical distribution
1
Statistische Verteilung
1
Stock market
1
Stock markets
1
Systemic risk
1
Systemrisiko
1
Theorie
1
Theory
1
Variational mode decomposition
1
Volatility
1
Volatilität
1
Ölpreis
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Hammoudeh, Shawkat
Račev, Svetlozar T.
Weiß, Gregor
5
Daníelsson, Jón
4
Pérignon, Christophe
4
Bali, Turan G.
3
Brandtner, Mario
3
Dias, Alexandra
3
McNeil, Alexander J.
3
Paterlini, Sandra
3
Uryasev, Stan
3
Acerbi, Carlo
2
Armstrong, John
2
Bernard, Carole
2
Breuer, Thomas
2
Brigo, Damiano
2
Campbell, Rachel
2
Cui, Xueting
2
Dowd, Kevin
2
Escanciano, Juan Carlos
2
Fabozzi, Frank J.
2
Faff, Robert W.
2
Fermanian, Jean-David
2
Gatzert, Nadine
2
Gordy, Michael B.
2
Huisman, Ronald
2
Jacobson, Tor
2
Kim, Young Shin
2
Koedijk, Kees
2
Li, Yuying
2
Munari, Cosimo-Andrea
2
Peña Sánchez de Rivera, Juan Ignacio
2
Puccetti, Giovanni
2
Rockafellar, Ralph Tyrrell
2
Roszbach, Kasper
2
Rösch, Daniel
2
Scaillet, Olivier
2
Smith, Daniel R.
2
Szegö, Giorgio P.
2
Tasche, Dirk
2
Wang, Ruodu
2
more ...
less ...
Published in...
All
Journal of banking & finance
Working paper series in economics
5
Energy economics
3
International journal of theoretical and applied finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics
2
Econometric Institute research papers
2
Emerging markets review
2
Journal of international financial markets, institutions & money
2
Journal of risk and financial management : JRFM
2
SAFE working paper
2
Working paper
2
Annals of economics and finance
1
Annals of operations research
1
Economic modelling
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
Handbook of heavy tailed distributions in finance
1
International journal of Islamic and Middle Eastern finance and management
1
Journal of empirical finance
1
Journal of international money and finance
1
Operations research models in banking management
1
Pacific-Basin finance journal
1
Research in international business and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Frank J. Fabozzi series
1
The journal of asset management
1
The journal of portfolio management : a publication of Institutional Investor
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The world economy : the leading journal on international economic relations
1
Working paper series / Ipag Business School : working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Journal of banking & finance
75
(
2017
),
pp. 258-279
Persistent link: https://www.econbiz.de/10011742164
Saved in:
2
CVaR sensitivty with respect to tail thickness
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 977-988
Persistent link: https://www.econbiz.de/10009708724
Saved in:
3
Time series analysis for financial market meltdowns
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 1879-1891
Persistent link: https://www.econbiz.de/10009247416
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->