//--> //--> //-->
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
person:"Rombouts, Jeroen V. K."
~subject:"Portfolio selection"
~subject:"Stochastic process"
~type_genre:"Non-commercial literature"
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:"GARCH model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Stochastic process
ARCH model
23
ARCH-Modell
23
Theorie
11
Theory
11
Bayes-Statistik
9
Bayesian inference
9
Time series analysis
8
Zeitreihenanalyse
8
Markov chain
5
Markov-Kette
5
Multivariate Analyse
4
Multivariate analysis
4
Option pricing theory
4
Optionspreistheorie
4
USA
4
United States
4
Estimation
3
Estimation theory
3
Risikomaß
3
Risk measure
3
Schätztheorie
3
Schätzung
3
1950-2006
2
2006
2
Heteroscedasticity
2
Heteroskedastizität
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Portfolio-Management
2
Risikoprämie
2
Risk premium
2
Statistical distribution
2
Statistische Verteilung
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Analysis of variance
1
Cluster analysis
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
5
Working Paper
5
Graue Literatur
4
Language
All
English
4
Author
All
Rombouts, Jeroen V. K.
McAleer, Michael
24
Chang, Chia-Lin
9
Hafner, Christian M.
9
Ledoit, Olivier
9
Wolf, Michael
8
Paolella, Marc S.
6
Andersen, Torben
5
Bauwens, Luc
5
Bos, Charles S.
5
Engle, Robert F.
5
Martinet, Guillaume Gaetan
5
Christoffersen, Peter F.
4
De Nard, Gianluca
4
Gonçalves, Sílvia
4
Kilian, Lutz
4
Kim, Woocheol
4
Linton, Oliver
4
Rengifo, Erick W.
4
Bollerslev, Tim
3
Diebold, Francis X.
3
Gupta, Rangan
3
Haas, Markus
3
Herwartz, Helmut
3
Koopman, Siem Jan
3
Lucas, André
3
Mittnik, Stefan
3
Preminger, Arie
3
Rahbek, Anders
3
Asai, Manabu
2
Ben Omrane, Walid
2
Broda, Simon A.
2
Castelnuovo, Efrem
2
Chlebus, Marcin
2
Clark, Todd E.
2
Dijk, Herman K. van
2
Fokianos, Konstantinos
2
Grassi, Stefano
2
Hallin, Marc
2
Jimenez-Martin, Juan-Angel
2
more ...
less ...
Published in...
All
CORE discussion paper : DP
1
CORE discussion papers : DP
1
Discussion papers / UCL, Département des Sciences Economiques
1
ERIM report series research in management
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Regime switching GARCH models
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003326701
Saved in:
2
Evaluating portfolio value-at-risk using semi-parametric GARCH models
Rombouts, Jeroen V. K.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002505827
Saved in:
3
Dynamic optimal portfolio selection in a VaR framework
Rengifo, Erick W.
;
Rombouts, Jeroen V. K.
-
2004
Persistent link: https://www.econbiz.de/10002347876
Saved in:
4
Regime switching GARCH models
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003297128
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->