//--> //--> //-->
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:"Staff working papers / Bank of England"
~subject:"Ausreißer"
~subject:"Credit risk"
~subject:"Measurement"
~subject:"Risk"
~type_genre:"Arbeitspapier"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Ausreißer
Credit risk
Measurement
Risk
Risikomaß
10
Risk measure
10
Risiko
6
Estimation
5
Schätzung
5
Financial crisis
4
Finanzkrise
4
Risikomanagement
4
Risk management
4
Theorie
4
Theory
4
Portfolio selection
3
Portfolio-Management
3
tail risk
3
CAPM
2
Co-exceedance
2
Forecasting model
2
Multivariate Analyse
2
Multivariate analysis
2
Prognoseverfahren
2
Statistical distribution
2
Statistische Verteilung
2
Systemic risk
2
Systemrisiko
2
Volatility
2
Volatilität
2
risk contribution
2
value at risk
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Asset pricing
1
Bank
1
Bank risk
1
Bankrisiko
1
Basel Accord
1
Basler Akkord
1
Bayes-Statistik
1
more ...
less ...
Online availability
All
Free
5
Undetermined
1
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
6
Author
All
Stoja, Evarist
5
Polanski, Arnold
3
Harris, Richard D. F.
2
Chiu, Ching Wai Jeremy
1
Lloyd, Simon
1
Manuel, Ed
1
Nguyen, Linh
1
Nguyen, Linh H.
1
Panchev, Konstantin
1
more ...
less ...
Published in...
All
Staff working papers / Bank of England
Discussion paper / Tinbergen Institute
23
Research paper series / Swiss Finance Institute
18
Swiss Finance Institute Research Paper
10
Dresdner Beiträge zu quantitativen Verfahren
9
SFB 649 discussion paper
9
Working papers
9
School of Accounting, Finance and Economics & FEMARC working paper series
8
Working papers / TSE : WP
8
Discussion paper
7
Discussion paper / Deutsche Bundesbank
7
Discussion papers / CEPR
7
Working paper
7
CESifo working papers
6
DNB working paper
6
IES working paper
5
IMES discussion paper series / Englische Ausgabe
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Working paper series
5
Working paper series in economics
5
Diskussionsbeitrag / Westfälische Wilhelms-Universität Münster, Institut für Kreditwesen
4
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
4
Econometric Institute research papers
4
SAFE working paper
4
Sveriges Riksbank working paper series
4
Working paper series / European Central Bank
4
Working papers on finance
4
BIS working papers
3
CFS working paper series
3
DNB working papers
3
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion paper / The Pensions Institute, Cass Business School, City University
3
Documento de trabajo / Fundación de las Cajas de Ahorros
3
Documents de recherche / ESSEC Centre de Recherche
3
Dresdner Beiträge zur Betriebswirtschaftslehre
3
EBA staff paper series
3
FAME research paper series
3
HKIMR working paper
3
International finance discussion papers
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Tail risk interdependence
Polanski, Arnold
;
Stoja, Evarist
;
Chiu, Ching Wai Jeremy
-
2019
Persistent link: https://www.econbiz.de/10012202260
Saved in:
2
Foreign vulnerabilities, domestic risks : the global drivers of GDP-at-Risk
Lloyd, Simon
;
Manuel, Ed
;
Panchev, Konstantin
-
2021
Persistent link: https://www.econbiz.de/10012795156
Saved in:
3
Forecasting multidimensional tail risk at short and long horizons
Polanski, Arnold
;
Stoja, Evarist
-
2017
Persistent link: https://www.econbiz.de/10011669462
Saved in:
4
Systematic tail risk
Harris, Richard D. F.
;
Nguyen, Linh
;
Stoja, Evarist
-
2016
Persistent link: https://www.econbiz.de/10011581609
Saved in:
5
Extreme downside risk and financial crises
Harris, Richard D. F.
;
Nguyen, Linh H.
;
Stoja, Evarist
-
2015
Persistent link: https://www.econbiz.de/10011402719
Saved in:
6
Extreme risk interdependence
Polanski, Arnold
;
Stoja, Evarist
-
2015
Persistent link: https://www.econbiz.de/10011402815
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->