//--> //--> //--> //-->
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:"Finance research letters"
~subject:"Ausreißer"
~subject:"Credit risk"
~subject:"Kapitaleinkommen"
~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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Ausreißer
Credit risk
Kapitaleinkommen
Measurement
Risikomaß
93
Risk measure
93
Portfolio selection
39
Portfolio-Management
39
Risiko
36
Risk
36
Theorie
31
Theory
31
Volatility
28
Volatilität
28
Risikomanagement
26
Risk management
26
ARCH model
22
ARCH-Modell
22
Forecasting model
22
Prognoseverfahren
22
Capital income
20
Estimation
20
Schätzung
20
Systemic risk
16
Systemrisiko
16
Financial crisis
15
Finanzkrise
15
Messung
14
Virtual currency
14
Virtuelle Währung
14
Statistical distribution
13
Statistische Verteilung
13
Spillover effect
11
Spillover-Effekt
11
China
9
Value-at-risk
9
Welt
9
World
9
Aktienmarkt
8
Bitcoin
8
Estimation theory
8
Schätztheorie
8
more ...
less ...
Online availability
All
Undetermined
37
Type of publication
All
Article
40
Type of publication (narrower categories)
All
Article in journal
40
Aufsatz in Zeitschrift
40
Language
All
English
40
Author
All
Long, Huaigang
2
Zhu, Yanjian
2
Ardakani, Omid M.
1
Aw, Grace
1
Bakoush, Mohamed
1
Baviera, Roberto
1
Belbachir, Mohammadine
1
Belhajjam, Abdellah
1
Bodnar, Taras
1
Borenstein, Denis
1
Boudreault, Mathieu
1
Chen, Cathy W. S.
1
Chen, Qihao
1
Chen, Yu
1
Cho, Yongbok
1
Chow, Victor K.
1
Cotter, John
1
De Luca, Giovanni
1
Dowd, Kevin
1
El Ouardirhi, Saad
1
Gao, Yu
1
Gauthier, Geneviève
1
Gavronski, Pedro Gerhardt
1
Gerding, Enrico H.
1
Gillas, Konstantinos Gkillas
1
González, Oliver
1
Gupta, Rangan
1
Guégan, Dominique
1
Hsu, Hsiao-Yun
1
Huang, Guanglin
1
Huang, Wenli
1
Huang, Zhuo
1
Jiang, Yuexiang
1
Jiménez, Inés
1
Kambouroudis, Dimos
1
Kawakami, Tabito
1
Keddad, Benjamin
1
Kim, Hyuksoo
1
Kim, Saejoon
1
Kleinow, Jacob
1
more ...
less ...
Published in...
All
Finance research letters
Insurance / Mathematics & economics
126
Journal of banking & finance
66
Journal of risk
50
Risks : open access journal
50
European journal of operational research : EJOR
38
The North American journal of economics and finance : a journal of financial economics studies
33
International review of financial analysis
30
Quantitative finance
25
Applied economics
23
The journal of risk model validation
23
International journal of theoretical and applied finance
22
Discussion paper / Tinbergen Institute
21
Economic modelling
21
Energy economics
20
The journal of credit risk : published quarterly by Incisive Media
20
International journal of forecasting
19
Mathematics of operations research
19
Finance and stochastics
18
Journal of international financial markets, institutions & money
18
Journal of risk and financial management : JRFM
18
Mathematics and financial economics
18
Research paper series / Swiss Finance Institute
18
Journal of empirical finance
17
The journal of operational risk
17
Journal of risk management in financial institutions
16
International review of economics & finance : IREF
15
Journal of financial econometrics
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Research in international business and finance
15
The European journal of finance
15
Computational economics
14
Scandinavian actuarial journal
14
Journal of econometrics
13
Journal of mathematical finance
13
Journal of forecasting
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Pacific-Basin finance journal
12
Working paper
12
Applied economics letters
11
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Measuring systemic risk contribution : a higher-order moment augmented approach
Wang, Peiwen
;
Huang, Guanglin
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445409
Saved in:
2
The Piggy Bank Index : an intuitive risk measure to assess liquidity and capital adequacy in banks
González, Oliver
;
Keddad, Benjamin
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490272
Saved in:
3
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
4
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
5
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Malek, Jiri
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
;
Quang …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014472966
Saved in:
6
Subjectivity in conventional tail measures : an exploratory model with "risks & biases"
Majumder, Debasish
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014473436
Saved in:
7
Portfolio optimization : a multi-period model with dynamic risk preference and minimum lots of transaction
Liu, Yiying
;
Zhou, Yongbin
;
Niu, Juanjuan
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014473466
Saved in:
8
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
9
Network effects on risk co-movements : a network quantile autoregression-based analysis
Chen, Yu
;
Gao, Yu
;
Shu, Lei
;
Zhu, Xiaonan
- In:
Finance research letters
56
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014473650
Saved in:
10
Tail risk forecasting of realized volatility CAViaR models
Chen, Cathy W. S.
;
Hsu, Hsiao-Yun
;
Watanabe, Toshiaki
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014304842
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->