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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Economic modelling"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Financial crisis"
~subject:"Measurement"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Financial crisis
Measurement
Risikomaß
159
Risk measure
159
Theorie
67
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67
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64
Portfolio-Management
64
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58
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Changqing, Luo
2
McAleer, Michael
2
Adewuyi, Adeolu O.
1
Ahelegbey, Daniel Felix
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Akhter, Selim
1
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Go, You-How
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Astin bulletin : the journal of the International Actuarial Association
Economic modelling
The North American journal of economics and finance : a journal of financial economics studies
Insurance / Mathematics & economics
104
Journal of banking & finance
39
European journal of operational research : EJOR
31
Risks : open access journal
30
Journal of risk
29
Finance research letters
24
Mathematics of operations research
19
Finance and stochastics
17
Mathematics and financial economics
17
International journal of theoretical and applied finance
16
International review of financial analysis
16
Discussion paper / Tinbergen Institute
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Quantitative finance
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International review of economics & finance : IREF
14
Scandinavian actuarial journal
12
Journal of international financial markets, institutions & money
11
The journal of risk model validation
11
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10
Applied economics letters
10
Journal of economic dynamics & control
10
Journal of risk and financial management : JRFM
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Operations research
9
ASTIN bulletin : the journal of the International Actuarial Association
8
Computational economics
8
Journal of risk management in financial institutions
8
Operations research letters
8
Research paper series / Swiss Finance Institute
8
The journal of operational risk
8
Econometric Institute research papers
7
Journal of financial econometrics
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Journal of forecasting
7
Mathematical finance : an international journal of mathematics, statistics and financial economics
7
Risk measures for the 21st century
7
The European journal of finance
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ECONIS (ZBW)
36
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1
The determinants of systemic risk contagion
Sencer Atasoy, Burak
;
Ozkan, Ibrahim
;
Erden, Lütfi
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451156
Saved in:
2
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
3
Sensitivity-based Conditional Value at Risk (SCVaR) : an efficient measurement of credit exposure for options
Shi, Ruoshi
;
Zhao, Yanlong
;
Bao, Ying
;
Peng, Cheng
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539080
Saved in:
4
The response of hedge fund tail risk to macroeconomic shocks : a nonlinear VAR approach
Gregoriou, Greg N.
;
Racicot, François-Éric
;
Théoret, …
- In:
Economic modelling
94
(
2021
),
pp. 843-872
Persistent link: https://www.econbiz.de/10012695357
Saved in:
5
A model-based index for systemic risk contribution measurement in financial networks
Deng, Yang
;
Zhang, Ziqing
;
Zhu, Li
- In:
Economic modelling
95
(
2021
),
pp. 35-48
Persistent link: https://www.econbiz.de/10012695628
Saved in:
6
Network VAR models to measure financial contagion
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Hashem, Shatha …
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012668002
Saved in:
7
Robust portfolio selection with regime switching and asymmetric dependence
Su, Xiaoshan
;
Bai, Manying
;
Han, Yingwei
- In:
Economic modelling
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012795788
Saved in:
8
Multiscale financial risk contagion between international stock markets : evidence from EMD-Copula-CoVaR analysis
Changqing, Luo
;
Liu, Lan
;
Wang, Da
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013187623
Saved in:
9
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
Quatto, Piero
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013187663
Saved in:
10
Extreme risk spillovers between crude palm oil prices and exchange rates
Go, You-How
;
Lau, Wee-Yeap
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013188167
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