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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of financial econometrics"
~subject:"Measurement"
~type:"article"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Measurement
Risikomaß
85
Risk measure
85
Theorie
44
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31
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31
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30
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30
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Bee, Marco
1
Boonen, Tim J.
1
Bücher, Axel
1
Chen, Guojin
1
Drakos, Anastassios A.
1
Dupuis, Debbie J.
1
Eraker, Bjørn
1
Feng, Runhuan
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Ubukata, Masato
1
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Astin bulletin : the journal of the International Actuarial Association
International review of economics & finance : IREF
Journal of financial econometrics
Insurance / Mathematics & economics
104
European journal of operational research : EJOR
28
Risks : open access journal
28
Journal of risk
25
Journal of banking & finance
21
Mathematics of operations research
19
Finance and stochastics
17
Mathematics and financial economics
17
Quantitative finance
15
Finance research letters
14
International journal of theoretical and applied finance
14
Scandinavian actuarial journal
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of risk model validation
10
International review of financial analysis
9
Operations research
9
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Operations research letters
8
ASTIN bulletin : the journal of the International Actuarial Association
7
Computational economics
7
Journal of risk and financial management : JRFM
7
Mathematical finance : an international journal of mathematics, statistics and financial economics
7
The journal of operational risk
7
Applied economics letters
6
Risk measures for the 21st century
6
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
5
Applied economics
5
Applied mathematical finance
5
Journal of forecasting
5
Journal of mathematical finance
5
Computational management science
4
Economic modelling
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INFORMS journal on computing : JOC
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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Journal of mathematical economics
4
Journal of risk management in financial institutions
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ECONIS (ZBW)
19
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1
Market maker inventory, bid-ask spreads, and the computation of option implied risk measures
Eraker, Bjørn
;
Osterrieder, Daniela
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1820-1851
Persistent link: https://www.econbiz.de/10014444758
Saved in:
2
A new tail-based correlation measure and its application in global equity markets
Liu, Jinjing
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 959-987
Persistent link: https://www.econbiz.de/10014314844
Saved in:
3
Measuring systemic risk using multivariate quantile-located ES models
Garcia-Jorcano, Laura
;
Sanchis-Marco, Lidia
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 1-72
Persistent link: https://www.econbiz.de/10013542847
Saved in:
4
Limit theory for forecasts of extreme distortion risk measures and expectiles
Hoga, Yannick
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 18-44
Persistent link: https://www.econbiz.de/10012878185
Saved in:
5
Risk measure index tracking model
Sant'Anna, Leonardo Riegel
;
Righi, Marcelo Brutti
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
Saved in:
6
Systemic risk measures and distribution forecasting of macroeconomic shocks
Chen, Guojin
;
Liu, Yanzhen
;
Zhang, Yu
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 178-196
Persistent link: https://www.econbiz.de/10012692464
Saved in:
7
Measuring risk spillovers from multiple developed stock markets to China : a vine-copula-GARCH-MIDAS model
Jiang, Cuixia
;
Li, Yuqian
;
Xu, Qifa
;
Liu, Yezheng
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 386-398
Persistent link: https://www.econbiz.de/10012692552
Saved in:
8
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:
9
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:
10
Financial systemic risk measurement based on causal network connectedness analysis
Gong, Xiao-Li
;
Liu, Xi-Hua
;
Xiong, Xiong
;
Zhang, Wei
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 290-307
Persistent link: https://www.econbiz.de/10012372774
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