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~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Journal of risk"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Measurement"
~subject:"Multivariate distribution"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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ARCH-Modell
Estimation
Measurement
Multivariate distribution
Risikomaß
155
Risk measure
155
Portfolio selection
70
Portfolio-Management
70
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52
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52
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50
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Berger, Theo
2
Boudt, Kris
2
Linh Hoang Nguyen
2
Righi, Marcelo Brutti
2
Uryasev, Stan
2
Ziggel, Daniel
2
Abad, Pilar
1
Alemany, Ramon
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Journal of international financial markets, institutions & money
Journal of risk
Insurance / Mathematics & economics
130
Journal of banking & finance
67
Finance research letters
57
Risks : open access journal
48
Energy economics
45
The North American journal of economics and finance : a journal of financial economics studies
43
Economic modelling
40
Applied economics
39
International review of financial analysis
39
European journal of operational research : EJOR
38
International journal of forecasting
33
Journal of empirical finance
33
Journal of risk and financial management : JRFM
33
The journal of risk model validation
32
Quantitative finance
29
International review of economics & finance : IREF
24
Journal of forecasting
24
Computational economics
21
Working papers
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Journal of econometrics
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Research in international business and finance
20
Discussion paper / Tinbergen Institute
19
International journal of theoretical and applied finance
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Mathematics of operations research
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Finance and stochastics
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Mathematics and financial economics
18
Applied economics letters
17
Research paper series / Swiss Finance Institute
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Journal of financial econometrics
16
Scandinavian actuarial journal
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of mathematical finance
15
SFB 649 discussion paper
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The European journal of finance
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Journal of economic dynamics & control
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Pacific-Basin finance journal
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ECONIS (ZBW)
76
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1
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
2
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
Dai, Yun-Shi
;
Dai, Peng-Fei
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014482970
Saved in:
3
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
Saved in:
4
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
Saved in:
5
Does systematic tail risk matter?
Stoja, Evarist
;
Polanski, Arnold
;
Linh Hoang Nguyen
; …
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014245969
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6
The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies
Tian, Maoxi
;
El Khoury, Rim
;
Alshater, Muneer Maher
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014246021
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7
Value-at-risk models : a systematic review of the literature
Shayya, Reem
;
Sorrosal Forradellas, Maria Teresa
; …
- In:
Journal of risk
25
(
2023
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014314618
Saved in:
8
A theory for combinations of risk measures
Righi, Marcelo Brutti
- In:
Journal of risk
25
(
2023
)
4
,
pp. 25-60
Persistent link: https://www.econbiz.de/10014314623
Saved in:
9
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
10
Market risks that change US-European equity correlations
Sarwar, Ghulam
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014306348
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