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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Measurement"
~subject:"Welt"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Measurement
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Daly, Kevin James
2
Akhter, Selim
1
Barbagli, Matteo
1
Batten, Jonathan A.
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Braekers, Roel
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Będowska-Sójka, Barbara
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Astin bulletin : the journal of the International Actuarial Association
Economic modelling
Journal of international financial markets, institutions & money
Insurance / Mathematics & economics
104
Journal of banking & finance
33
Risks : open access journal
30
European journal of operational research : EJOR
28
Journal of risk
28
Finance research letters
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Energy economics
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Mathematics of operations research
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Finance and stochastics
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International review of financial analysis
17
Mathematics and financial economics
17
Quantitative finance
16
The North American journal of economics and finance : a journal of financial economics studies
16
International journal of theoretical and applied finance
15
Scandinavian actuarial journal
12
The journal of risk model validation
12
International review of economics & finance : IREF
11
Research paper series / Swiss Finance Institute
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Working paper
10
Applied economics letters
9
Journal of risk management in financial institutions
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Operations research
9
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8
Computational economics
8
Econometric Institute research papers
8
Journal of risk and financial management : JRFM
8
Operations research letters
8
ASTIN bulletin : the journal of the International Actuarial Association
7
Discussion paper / Tinbergen Institute
7
Journal of financial econometrics
7
Journal of forecasting
7
Mathematical finance : an international journal of mathematics, statistics and financial economics
7
The journal of operational risk
7
Journal of financial stability
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Risk measures for the 21st century
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ECONIS (ZBW)
23
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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
Accounting for PD-LGD dependency : a tractable extension to the Basel ASRF framework
Barbagli, Matteo
;
Vrins, Frédéric
- In:
Economic modelling
125
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463531
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
The asymmetry of the Amihud illiquidity measure on the European markets : the evidence from Extreme Value Theory
Będowska-Sójka, Barbara
;
Echaust, Krzysztof
;
Just, …
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013357308
Saved in:
5
International tail risk connectedness : network and determinants
Linh Hoang Nguyen
;
Lambe, Brenda John
- In:
Journal of international financial markets, …
72
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012801485
Saved in:
6
Mixed data sampling expectile regression with applications to measuring financial risk
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Yu, Keming
- In:
Economic modelling
91
(
2020
),
pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
Saved in:
7
International trade, foreign direct investments, and firms' systemic risk : evidence from the Netherlands
Van Cauwenberge, Annelies
;
Vancauteren, Mark
;
Braekers, Roel
- In:
Economic modelling
81
(
2019
),
pp. 361-386
Persistent link: https://www.econbiz.de/10012202113
Saved in:
8
Contagion risk in global banking sector
Daly, Kevin James
;
Batten, Jonathan A.
;
Mishra, Anil V.
; …
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012263308
Saved in:
9
More accurate measurement for enhanced controls : VaR vs ES?
Guégan, Dominique
;
Hassani, Bertrand
- In:
Journal of international financial markets, …
54
(
2018
),
pp. 152-165
Persistent link: https://www.econbiz.de/10011984039
Saved in:
10
Fast computation of risk measures for variable annuities with additional earnings by conditional moment matching
Privault, Nicolas
;
Wei, Xiao
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 171-196
Persistent link: https://www.econbiz.de/10011875595
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