//--> //--> //-->
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 risk"
~person:"Caporin, Massimiliano"
~person:"Huschens, Stefan"
~person:"Ziggel, Daniel"
~subject:"Risk measure"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risk measure
Risikomaß
3
Estimation
2
Forecasting model
2
Prognoseverfahren
2
Schätzung
2
expected shortfall (ES)
2
ARCH model
1
ARCH-Modell
1
Estimation theory
1
Measurement
1
Messung
1
Portfolio selection
1
Portfolio-Management
1
Schätztheorie
1
Statistical distribution
1
Statistical test
1
Statistische Verteilung
1
Statistischer Test
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
backtesting
1
estimation window
1
forecasting
1
hypothesis testing
1
model-risk
1
multivariate backtesting
1
unconditional coverage
1
value-at-risk (VaR)
1
more ...
less ...
Online availability
All
Undetermined
2
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
Caporin, Massimiliano
Huschens, Stefan
Ziggel, Daniel
Berger, Theo
3
Uryasev, Stan
3
Ardia, David
2
Auer, Benjamin R.
2
Boudt, Kris
2
Lampenius, Niklas
2
Martin, R. Douglas
2
Marumo, Kohei
2
Righi, Marcelo Brutti
2
Abad, Pilar
1
Adrian, Tobias
1
Alemany, Ramon
1
Ally, Abdallah K.
1
Amendola, Alessandra
1
Arias-Sema, María A.
1
Arici, G.
1
Arora, Rohit
1
Arunachalam, Viswanathan
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Baule, Rainer
1
Baysal, Rafet Evren
1
Belhad, Ahmed
1
Bellalah, Mondher
1
Belles-Sampera, James
1
Benito Muela, Sonia
1
Berens, Tobias
1
Bertagna, Andrea
1
Bertram, Philip
1
Bignozzi, Valeria
1
Boeve, Rolf
1
Bolancé, Catalina
1
Boonen, Tim J.
1
Braun, Valentin
1
Breton, Michèle
1
Brummelhuis, Raymond
1
Buchner, Axel
1
Butler, Andrew
1
more ...
less ...
Published in...
All
Journal of risk
Dresdner Beiträge zu quantitativen Verfahren
13
Journal of banking & finance
3
SAFE working paper
3
Working papers
3
Brennpunkt Risikomanagement und Regulierung
2
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
2
Econometric Institute research papers
2
Working paper
2
Applied economics letters
1
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
1
Discussion paper / Tinbergen Institute
1
Dresdner Beiträge zur Betriebswirtschaftslehre
1
European journal of operational research : EJOR
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
International review of economics & finance : IREF
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
1
Kreditrisikomanagement : Portfoliomodelle und Derivate
1
Operations research proceedings 2010 : selected papers of the annual International Conference of the German Operations Research Society (GOR) at Universität der Bundeswehr München, September 1 - 3, 2010
1
Review of managerial science
1
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
1
Working papers on finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
New backtests for unconditional coverage of expected shortfall
Löser, Robert
;
Wied, Dominik
;
Ziggel, Daniel
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 39-59
Persistent link: https://www.econbiz.de/10012059868
Saved in:
2
Estimation window strategies for value-at-risk and expected shortfall forecasting
Berens, Tobias
;
Weiß, Gregory N. F.
;
Ziggel, Daniel
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 33-82
Persistent link: https://www.econbiz.de/10011914663
Saved in:
3
Evaluating value-at-risk measures in the presence of long memory conditional volatility
Caporin, Massimiliano
- In:
Journal of risk
10
(
2007/08
)
3
,
pp. 79-110
Persistent link: https://www.econbiz.de/10003698909
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->