//--> //--> //--> //-->
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:"Journal of financial econometrics"
~isPartOf:"Journal of financial services research : JFSR"
~subject:"Estimation"
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
Estimation
Risikomaß
37
Risk measure
37
Theorie
17
Theory
17
Statistical distribution
12
Statistische Verteilung
12
Forecasting model
11
Prognoseverfahren
11
Risikomanagement
11
Risk management
11
Portfolio selection
10
Portfolio-Management
10
Capital income
9
Kapitaleinkommen
9
Kreditrisiko
9
Measurement
9
Messung
9
Schätzung
9
value-at-risk
9
ARCH model
8
ARCH-Modell
8
Risiko
8
Risk
8
expected shortfall
8
Estimation theory
7
Schätztheorie
7
Ausreißer
5
Outliers
5
Time series analysis
5
Volatility
5
Volatilität
5
Zeitreihenanalyse
5
Basel Accord
4
Basler Akkord
4
forecasting
4
Bank risk
3
Bankrisiko
3
Financial services
3
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Abdymomunov, Azamat
1
Barunik, Jozef
1
Bee, Marco
1
Blei, Sharon
1
Bücher, Axel
1
Das, Sanjiv R.
1
Dimou, Paraskevi
1
Dupuis, Debbie J.
1
Düllmann, Klaus
1
Ergashev, Bakhodir
1
Francq, Christian
1
Gerlach, Richard
1
Grønneberg, Steffen
1
Güttler, André
1
Han, Heejoon
1
Hayden, Evelyn
1
Inoue, Atsushi
1
Jarrow, Robert A.
1
Jung, Whayoung
1
Knaup, Martin
1
Lawrence, Colin
1
Lee, Ji Hyung
1
Liu, Fred
1
Lu, Jin
1
Masschelein, Nancy
1
Milne, Alistair
1
Nevrla, Matĕj
1
Pelletier, Denis
1
Porath, Daniel
1
Posch, Peter N.
1
Raupach, Peter
1
Schmidtke, Philipp
1
Stentoft, Lars
1
Sucarrat, Genaro
1
Trapin, Luca
1
Wagner, Wolf
1
Wang, Chao
1
Westernhagen, Natalja von
1
Zakoïan, Jean-Michel
1
more ...
less ...
Published in...
All
Journal of financial econometrics
Journal of financial services research : JFSR
Journal of banking & finance
45
Journal of risk
33
The North American journal of economics and finance : a journal of financial economics studies
25
Finance research letters
24
Risks : open access journal
21
The journal of risk model validation
21
Insurance / Mathematics & economics
20
Economic modelling
19
International review of financial analysis
19
The journal of credit risk : published quarterly by Incisive Media
19
Applied economics
18
Discussion paper / Tinbergen Institute
18
Energy economics
17
International journal of forecasting
17
Journal of econometrics
16
Journal of empirical finance
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of international financial markets, institutions & money
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of risk management in financial institutions
12
Research in international business and finance
12
International review of economics & finance : IREF
11
Journal of risk and financial management : JRFM
11
Quantitative finance
11
Working papers
10
Computational economics
9
International journal of theoretical and applied finance
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Pacific-Basin finance journal
9
Research paper series / Swiss Finance Institute
9
School of Accounting, Finance and Economics & FEMARC working paper series
9
SpringerLink / Bücher
9
CFS working paper series
8
Discussion paper / Deutsche Bundesbank
8
Econometric Institute research papers
8
European journal of operational research : EJOR
8
Journal of economic dynamics & control
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
2
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
3
Quantile spectral beta : a tale of tail risks, investment horizons, and asset prices
Barunik, Jozef
;
Nevrla, Matĕj
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1590-1646
Persistent link: https://www.econbiz.de/10014444704
Saved in:
4
Bayesian semi-parametric realized conditional autoregressive expectile models for tail risk forecasting
Gerlach, Richard
;
Wang, Chao
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 105-138
Persistent link: https://www.econbiz.de/10012878188
Saved in:
5
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
6
Regulatory capital and incentives for risk model choice under Basel 3
Liu, Fred
;
Stentoft, Lars
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 53-96
Persistent link: https://www.econbiz.de/10012504312
Saved in:
7
Local-linear estimation of time-varying-parameter garch models and associated risk measures
Inoue, Atsushi
;
Lu, Jin
;
Pelletier, Denis
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 202-234
Persistent link: https://www.econbiz.de/10012504329
Saved in:
8
Using the extremal index for value-at-risk backtesting
Bücher, Axel
;
Posch, Peter N.
;
Schmidtke, Philipp
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 556-584
Persistent link: https://www.econbiz.de/10012316700
Saved in:
9
Realized peaks over threshold : a time-varying extreme value approach with high-frequency-based measures
Bee, Marco
;
Dupuis, Debbie J.
;
Trapin, Luca
- In:
Journal of financial econometrics
17
(
2019
)
2
,
pp. 254-283
Persistent link: https://www.econbiz.de/10012054440
Saved in:
10
Integrating stress scenarios into risk quantification models
Abdymomunov, Azamat
;
Blei, Sharon
;
Ergashev, Bakhodir
- In:
Journal of financial services research : JFSR
47
(
2015
)
1
,
pp. 57-79
Persistent link: https://www.econbiz.de/10011325835
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->