//--> //--> //--> //-->
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
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~isPartOf:"Journal of financial econometrics"
~subject:"Ausreißer"
~subject:"Measurement"
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
Ausreißer
Measurement
Risikomaß
50
Risk measure
50
Theorie
33
Theory
33
Statistical distribution
21
Statistische Verteilung
21
Risiko
17
Risk
17
Risikomanagement
16
Risk management
16
Portfolio selection
14
Portfolio-Management
14
Messung
13
Forecasting model
12
Prognoseverfahren
12
value-at-risk
12
Capital income
9
Kapitaleinkommen
9
ARCH model
8
ARCH-Modell
8
Estimation
8
Estimation theory
8
Outliers
8
Schätztheorie
8
Schätzung
8
expected shortfall
8
risk measures
6
Multivariate Analyse
5
Multivariate analysis
5
Time series analysis
5
Volatility
5
Volatilität
5
Zeitreihenanalyse
5
value at risk
5
Reinsurance
4
Rückversicherung
4
Value-at-Risk
4
extreme value theory
4
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Language
All
English
19
Author
All
Furman, Edward
2
Hoga, Yannick
2
Su, Jianxi
2
Bee, Marco
1
Boonen, Tim J.
1
Bücher, Axel
1
Castillo, Joan del
1
Chen Zhou
1
Daoudi, Jalila
1
Dupuis, Debbie J.
1
Eraker, Bjørn
1
Feng, Runhuan
1
Garcia-Jorcano, Laura
1
Hambuckers, Julien
1
Hürlimann, Werner
1
Inoue, Atsushi
1
Kneib, Thomas
1
Liu, Jinjing
1
Lu, Jin
1
Oordt, Maarten R. C. van
1
Osterrieder, Daniela
1
Pelletier, Denis
1
Posch, Peter N.
1
Privault, Nicolas
1
Robert, Christian Yann
1
Sanchis-Marco, Lidia
1
Schmidtke, Philipp
1
Serra, Isabel
1
Stupfler, Gilles
1
Therond, Pierre-E.
1
Trapin, Luca
1
Volkmer, Hans W.
1
Wei, Xiao
1
Yang, Fan
1
Zitikis, Ričardas
1
more ...
less ...
Published in...
All
Astin bulletin : the journal of the International Actuarial Association
Journal of financial econometrics
Insurance / Mathematics & economics
115
Risks : open access journal
37
Journal of risk
31
Journal of banking & finance
30
European journal of operational research : EJOR
29
Finance research letters
20
Mathematics of operations research
19
Quantitative finance
19
Finance and stochastics
17
Mathematics and financial economics
17
Applied economics
16
International journal of theoretical and applied finance
16
The journal of operational risk
15
International review of financial analysis
14
Scandinavian actuarial journal
14
Economic modelling
13
The journal of risk model validation
13
The North American journal of economics and finance : a journal of financial economics studies
11
Discussion paper / Tinbergen Institute
10
Journal of risk and financial management : JRFM
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Applied economics letters
9
Computational economics
9
Energy economics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of empirical finance
9
Journal of mathematical finance
9
Operations research
9
ASTIN bulletin : the journal of the International Actuarial Association
8
International journal of forecasting
8
Journal of econometrics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematical finance : an international journal of mathematics, statistics and financial economics
8
Operations research letters
8
Research paper series / Swiss Finance Institute
8
International review of economics & finance : IREF
7
Journal of forecasting
7
Journal of international financial markets, institutions & money
7
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Smooth-transition regression models for non-stationary extremes
Hambuckers, Julien
;
Kneib, Thomas
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 445-484
Persistent link: https://www.econbiz.de/10014314754
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Extreme conditional tail moment estimation under serial dependence
Hoga, Yannick
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 587-615
Persistent link: https://www.econbiz.de/10012152234
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
Estimating systematic risk under extremely adverse market conditions
Oordt, Maarten R. C. van
;
Chen Zhou
- In:
Journal of financial econometrics
17
(
2019
)
3
,
pp. 432–461
Persistent link: https://www.econbiz.de/10012054463
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->