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accessRights:"restricted"
~isPartOf:"Journal of risk"
~subject:"ARCH-Modell"
~subject:"Deutschland"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
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ARCH-Modell
Deutschland
Estimation
32
Schätzung
32
ARCH model
16
Volatility
15
Volatilität
15
Theorie
14
Theory
14
Portfolio selection
13
Portfolio-Management
13
Risikomaß
13
Risk measure
13
Estimation theory
10
Schätztheorie
10
Forecasting model
9
Prognoseverfahren
9
Time series analysis
9
Zeitreihenanalyse
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Börsenkurs
8
Share price
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Capital income
7
Kapitaleinkommen
7
Risiko
7
Risk
7
Measurement
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Messung
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volatility
5
CAPM
4
Correlation
4
Korrelation
4
Risikomanagement
4
Risk management
4
expected shortfall (ES)
4
value-at-risk (VaR)
4
Aktienindex
3
Aktienmarkt
3
Credit risk
3
Kreditrisiko
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
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Article
18
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Article in journal
Collection of articles written by one author
Aufsatz in Zeitschrift
18
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English
18
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Wu, Xinyu
3
Alemany, Ramon
1
Berens, Tobias
1
Bolancé, Catalina
1
Bouri, Elie
1
Cameron, James
1
Chen, Jiusheng
1
Dang, Huong
1
Feng, Yiyun
1
Fieberg, Christian
1
Gillas, Konstantinos Gkillas
1
Goldman, Elena
1
Gulati, Chandra M.
1
Guo, Chuan
1
Gupta, Rangan
1
Han, Yang
1
Kabaila, Paul
1
Kudła, Janusz
1
Kyei, Clement Kewku
1
Lamb, John D.
1
Lin, Yan-xia
1
Luger, Richard
1
Ma, Chaoqun
1
Mainzer, Rheanna
1
Mei, Xueting
1
Mertens, Richard Lennart
1
Monville, Maura E.
1
Padilla Barreto, Alemar E.
1
Poddig, Thorsten
1
Qiao, Xiao
1
Rokicka, Anna
1
Schäfer, Rudi
1
Shen, Xiangjin
1
Tee, Kaihong
1
Wang, Yongning
1
Weiß, Gregory N. F.
1
Wollschläger, Marcel
1
Xia, Michelle
1
Yin, Xuebao
1
Zhang, Huanming
1
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Journal of risk
Energy economics
75
Applied economics
73
Jahrbücher für Nationalökonomie und Statistik
69
Finance research letters
59
Economic modelling
52
Applied economics letters
49
International review of economics & finance : IREF
47
The North American journal of economics and finance : a journal of financial economics studies
39
International review of financial analysis
35
Economics letters
32
Research in international business and finance
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Journal of econometrics
27
Journal of empirical finance
27
Labour economics : official journal of the European Association of Labour Economists
27
International journal of forecasting
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Journal of economic behavior & organization : JEBO
21
Journal of international financial markets, institutions & money
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Journal of banking & finance
18
Journal of international money and finance
17
Schmollers Jahrbuch : journal of contextual economics
15
Journal of financial econometrics
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Macroeconomic dynamics
13
Emerging markets, finance and trade : EMFT
12
Empirica : journal of european economics
12
International journal of economics and finance
12
International journal of finance & economics : IJFE
12
Review of quantitative finance and accounting
12
Schmalenbach business review : sbr
12
Computational economics
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of economic psychology : research in economic psychology and behavioral economics
11
The European journal of finance
11
The European journal of health economics : HEPAC ; health economics in prevention and care
11
Journal of economics and finance
10
Quantitative finance
10
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ECONIS (ZBW)
18
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1
Time-varying higher moments, economic policy uncertainty and renminbi exchange rate volatility
Wu, Xinyu
;
Mei, Xueting
;
Yin, Xuebao
- In:
Journal of risk
25
(
2023
)
5
,
pp. 71-99
Persistent link: https://www.econbiz.de/10014370725
Saved in:
2
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:
3
A two-component realized exponential generalized autoregressive conditional heteroscedasticity model
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Journal of risk
24
(
2022
)
6
,
pp. 61-92
Persistent link: https://www.econbiz.de/10013549674
Saved in:
4
Forecasting the realized volatility of stock markets with financial stress
Guo, Chuan
;
Feng, Yiyun
- In:
Journal of risk
25
(
2022
)
1
,
pp. 23-48
Persistent link: https://www.econbiz.de/10013549680
Saved in:
5
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
Saved in:
6
Modeling realized volatility with implied volatility for the EUR/GBP exchange rate
Rokicka, Anna
;
Kudła, Janusz
- In:
Journal of risk
23
(
2021
)
4
,
pp. 51-79
Persistent link: https://www.econbiz.de/10012593441
Saved in:
7
Forecasting stock market volatility : an asymmetric conditional autoregressive range mixed data sampling (ACARR-MIDAS) model
Wu, Xinyu
;
Han, Yang
;
Ma, Chaoqun
- In:
Journal of risk
23
(
2021
)
6
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013473133
Saved in:
8
Procyclicality mitigation for initial margin models with asymmetric volatility
Goldman, Elena
;
Shen, Xiangjin
- In:
Journal of risk
22
(
2019/2020
)
5
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012421684
Saved in:
9
Monetary policy uncertainty and jumps in advanced equity markets
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 101-112
Persistent link: https://www.econbiz.de/10012500112
Saved in:
10
Making Cornish-Fisher fit for risk measurement
Lamb, John D.
;
Monville, Maura E.
;
Tee, Kaihong
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 53-81
Persistent link: https://www.econbiz.de/10012059934
Saved in:
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