Time series analysis for financial market meltdowns
Year of publication: |
2010
|
---|---|
Authors: | Kim, Young Shin ; Račev, Svetlozar T. ; Bianchi, Michele Leonardo ; Mitov, Ivan ; Fabozzi, Frank J. |
Publisher: |
Karlsruhe : KIT [u.a.] |
Subject: | Finanzkrise | Financial crisis | Börsenkurs | Share price | Volatilität | Volatility | Risiko | Risk | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Risikomaß | Risk measure | ARMA-Modell | ARMA model | ARCH-Modell | ARCH model | Theorie | Theory |
Extent: | Online-Ressource |
---|---|
Series: | Working paper series in economics. - Karlsruhe : [Verlag nicht ermittelbar], ISSN 2190-9806, ZDB-ID 2573087-3. - Vol. 2 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzung: Acrobat Reader |
ISSN: | 2190-9806 |
Other identifiers: | hdl:10419/40246 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno, (2018)
-
Rodriguez, Gabriel, (2017)
-
Long vs. short term asymmetry in volatility and the term structure of risk
Lönnbark, Carl, (2017)
- More ...
-
Time series analysis for financial market meltdowns
Kim, Young Shin, (2011)
-
Time series analysis for financial market meltdowns
Kim, Young Shin, (2010)
-
Time series analysis for financial market meltdowns
Kim, Young Shin, (2010)
- More ...