//--> //--> //--> //-->
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
subject:"Credit risk"
~isPartOf:"Applied economics"
~isPartOf:"The European journal of finance"
~subject:"Volatilität"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Volatilität
Risikomaß
90
Risk measure
90
Theorie
45
Theory
45
Portfolio selection
39
Portfolio-Management
39
ARCH model
28
ARCH-Modell
28
Risikomanagement
27
Risk management
27
Risiko
24
Risk
24
Statistical distribution
24
Statistische Verteilung
24
Volatility
21
Estimation
20
Schätzung
20
Forecasting model
16
Multivariate Verteilung
16
Multivariate distribution
16
Prognoseverfahren
16
Capital income
14
Kapitaleinkommen
14
Ausreißer
13
Financial crisis
13
Finanzkrise
13
Outliers
13
value-at-risk
13
Measurement
9
Messung
9
extreme value theory
9
Aktienmarkt
8
Börsenkurs
8
Hedging
8
Share price
8
Stock market
8
Systemic risk
7
Systemrisiko
7
Time series analysis
7
more ...
less ...
Online availability
All
Undetermined
17
Free
1
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Conference paper
1
Konferenzbeitrag
1
Language
All
English
26
Author
All
Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Alqahtani, Faisal
1
Barone-Adesi, Giovanni
1
Bernard, Carole
1
Bernardi, Mauro
1
Bollen, Bernard
1
Brio, Esther B. del
1
Catania, Leopoldo
1
Charfeddine, Lanouar
1
Chondrogiannis, Ilias
1
Chu, Guoqing
1
Cover, James Peery
1
Dempsey, Michael
1
Diao, Xundi
1
Ding, Jin
1
Fall, Malick
1
Fan, Hai
1
Freeman, Mark
1
Giannopoulos, Kostas
1
Giot, Pierre
1
Han, Chulwoo
1
He, Chaohua
1
He, Yingchen
1
Huang, Alex
1
Iglesias, Emma M.
1
Kabir, Humayun
1
Kaplanski, Guy
1
Lee, Hye-Jin
1
Levy, Haim
1
Li, Guangchen
1
Liu, Ruipeng
1
Long, Huaigang
1
Lux, Thomas
1
Ma, Feng
1
Mitra, Sovan
1
Mora-Valencia, Andrés
1
Mozumder, Sharif
1
Perote, Javier
1
Petrella, Lea
1
more ...
less ...
Published in...
All
Applied economics
The European journal of finance
Journal of banking & finance
43
Energy economics
36
The North American journal of economics and finance : a journal of financial economics studies
35
Finance research letters
33
Journal of risk
25
International review of financial analysis
22
The journal of risk model validation
22
Economic modelling
21
International journal of forecasting
21
The journal of credit risk : published quarterly by Incisive Media
19
Risks : open access journal
18
Journal of empirical finance
17
Journal of international financial markets, institutions & money
17
Journal of risk and financial management : JRFM
17
Discussion paper / Tinbergen Institute
16
International review of economics & finance : IREF
15
Econometric Institute research papers
13
Working paper
13
Computational economics
11
European journal of operational research : EJOR
11
Journal of forecasting
11
Journal of risk management in financial institutions
11
International journal of theoretical and applied finance
10
Research paper series / Swiss Finance Institute
10
Insurance / Mathematics & economics
9
International journal of economics and financial issues : IJEFI
9
Journal of econometrics
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of financial services research : JFSR
8
Pacific-Basin finance journal
8
School of Accounting, Finance and Economics & FEMARC working paper series
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Discussion paper / Deutsche Bundesbank
7
Journal of mathematical finance
7
Swiss Finance Institute Research Paper
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Working papers
7
Discussion paper
6
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Are fund managers incentivised to ignore stock market jumps?
Chondrogiannis, Ilias
;
Freeman, Mark
;
Vivian, Andrew
- In:
The European journal of finance
29
(
2023
)
15
,
pp. 1793-1823
Persistent link: https://www.econbiz.de/10014388504
Saved in:
2
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
3
A panel threshold VAR with stochastic volatility-in-mean model : an application to the effects of financial and uncertainty shocks in emerging economies
Soave, Gian Paulo
- In:
Applied economics
55
(
2023
)
4
,
pp. 397-431
Persistent link: https://www.econbiz.de/10013494431
Saved in:
4
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
5
The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights
Siu, Tak Kuen
- In:
Applied economics
53
(
2021
)
17
,
pp. 1991-2014
Persistent link: https://www.econbiz.de/10012500918
Saved in:
6
Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets : a GARCH-vine-copula method
He, Chaohua
;
Li, Guangchen
;
Fan, Hai
;
Wei, Weixian
- In:
Applied economics
53
(
2021
)
11
,
pp. 1249-1263
Persistent link: https://www.econbiz.de/10012485170
Saved in:
7
Value-at-risk and expected shortfall in cryptocurrencies' portfolio : a vine copula–based approach
Trucíos, Carlos
;
Tiwari, Aviral Kumar
;
Alqahtani, Faisal
- In:
Applied economics
52
(
2020
)
24
,
pp. 2580-2593
Persistent link: https://www.econbiz.de/10012210957
Saved in:
8
Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications
Brio, Esther B. del
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
The European journal of finance
25
(
2019
)
17
,
pp. 1746-1764
Persistent link: https://www.econbiz.de/10012207145
Saved in:
9
Pricing and hedging options with GARCH-stable proxy volatilities
Mozumder, Sharif
;
Kabir, Humayun
;
Dempsey, Michael
- In:
Applied economics
50
(
2018
)
56
,
pp. 6034-6046
Persistent link: https://www.econbiz.de/10012063384
Saved in:
10
Backtesting Basel III : evaluating the market risk of past crises through the current regulation
Zeuli, Marcelo
;
Silva, André Luiz Carvalhal da
- In:
Applied economics
50
(
2018
)
59
,
pp. 6382-6396
Persistent link: https://www.econbiz.de/10012063432
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->