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Kevin Dowd

Identifiers

  • name variant Kevin Dowd 0.60 · backfill

Papers (13)

  1. Financial Risks and the Pension Protection Fund: Can it Survive Them? q-fin.RM · 2011 · author #3
  2. Extreme Measures of Agricultural Financial Risk q-fin.RM · 2011 · author #2
  3. Spectral Risk Measures: Properties and Limitations q-fin.RM · 2011 · author #1
  4. How Unlucky is 25-Sigma? q-fin.GN · 2011 · author #1
  5. Spectral Risk Measures and the Choice of Risk Aversion Function q-fin.RM · 2011 · author #1
  6. Estimating financial risk measures for futures positions: a non-parametric approach q-fin.RM · 2011 · author #2
  7. Evaluating the Precision of Estimators of Quantile-Based Risk Measures q-fin.RM · 2011 · author #1
  8. Intra-Day Seasonality in Foreign Exchange Market Transactions q-fin.TR · 2011 · author #2
  9. The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders q-fin.ST · 2011 · author #2
  10. U.S. Core Inflation: A Wavelet Analysis q-fin.ST · 2011 · author #1
  11. Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements q-fin.RM · 2011 · author #2
  12. Exponential Spectral Risk Measures q-fin.RM · 2011 · author #1
  13. Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements q-fin.RM · 2011 · author #2

Mentions

  • 1103.5978 #3 · backfill · confidence 0.70 Kevin Dowd
  • 1103.5962 #2 · backfill · confidence 0.70 Kevin Dowd
  • 1103.5674 #1 · backfill · confidence 0.70 Kevin Dowd
  • 1103.5672 #1 · backfill · confidence 0.70 Kevin Dowd
  • 1103.5668 #1 · backfill · confidence 0.70 Kevin Dowd
  • 1103.5666 #2 · backfill · confidence 0.70 Kevin Dowd
  • 1103.5665 #1 · backfill · confidence 0.70 Kevin Dowd
  • 1103.5664 #2 · backfill · confidence 0.70 Kevin Dowd
  • 1103.5661 #2 · backfill · confidence 0.70 Kevin Dowd
  • 1103.5659 #1 · backfill · confidence 0.70 Kevin Dowd
  • 1103.5653 #2 · backfill · confidence 0.70 Kevin Dowd
  • 1103.5409 #1 · backfill · confidence 0.70 Kevin Dowd
  • 1103.5408 #2 · backfill · confidence 0.70 Kevin Dowd

Frequent Coauthors