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~isPartOf:"Journal of risk"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Measurement"
~subject:"Multivariate distribution"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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ARCH-Modell
Estimation
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Multivariate distribution
Risikomaß
121
Risk measure
121
Portfolio selection
55
Portfolio-Management
55
Risikomanagement
40
Risk management
40
Theorie
40
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40
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27
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25
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expected shortfall (ES)
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Berger, Theo
2
Boudt, Kris
2
Righi, Marcelo Brutti
2
Uryasev, Stan
2
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2
Abad, Pilar
1
Alemany, Ramon
1
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1
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1
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1
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1
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1
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1
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Journal of risk
Insurance / Mathematics & economics
130
Journal of banking & finance
67
Finance research letters
50
Risks : open access journal
48
Energy economics
45
The North American journal of economics and finance : a journal of financial economics studies
43
Applied economics
39
Economic modelling
38
International review of financial analysis
38
European journal of operational research : EJOR
37
Journal of risk and financial management : JRFM
33
International journal of forecasting
32
Journal of empirical finance
32
The journal of risk model validation
29
Quantitative finance
27
Journal of forecasting
24
International review of economics & finance : IREF
22
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21
Journal of econometrics
20
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19
International journal of theoretical and applied finance
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Mathematics and financial economics
18
Applied economics letters
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Journal of international financial markets, institutions & money
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Research paper series / Swiss Finance Institute
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Journal of financial econometrics
16
Scandinavian actuarial journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of mathematical finance
15
SFB 649 discussion paper
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Pacific-Basin finance journal
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The European journal of finance
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Journal of economic dynamics & control
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ECONIS (ZBW)
57
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1
Value-at-risk models : a systematic review of the literature
Shayya, Reem
;
Sorrosal Forradellas, Maria Teresa
; …
- In:
Journal of risk
25
(
2023
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014314618
Saved in:
2
A theory for combinations of risk measures
Righi, Marcelo Brutti
- In:
Journal of risk
25
(
2023
)
4
,
pp. 25-60
Persistent link: https://www.econbiz.de/10014314623
Saved in:
3
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
4
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
- In:
Journal of risk
25
(
2022
)
2
,
pp. 75-105
Persistent link: https://www.econbiz.de/10014342468
Saved in:
5
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
6
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
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7
A numerical approach to the risk capital allocation problem
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Journal of risk
23
(
2021
)
5
,
pp. 55-78
Persistent link: https://www.econbiz.de/10012630870
Saved in:
8
Reinvestigating international crude oil market risk spillovers
Jiang, Cuixia
;
Li, Yuqian
;
Xu, Qifa
;
Wu, Jun
- In:
Journal of risk
24
(
2021
)
1
,
pp. 25-52
Persistent link: https://www.econbiz.de/10012816795
Saved in:
9
Systemic risk of the Chinese stock market based on the mobility measures of the marginal expected shortfall
Liu, Xiaohang
;
Li, Handong
- In:
Journal of risk
24
(
2021
)
1
,
pp. 53-77
Persistent link: https://www.econbiz.de/10012816812
Saved in:
10
Risk measures : a generalization from the univariate to the matrix-variate
Arias-Sema, María A.
;
Caro-Lopera, Francisco J.
; …
- In:
Journal of risk
23
(
2021
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012593431
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