//--> //--> //-->
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
subject:"ARCH-Modell"
~isPartOf:"Applied economics"
~person:"Caporin, Massimiliano"
~person:"Wang, Yi-Hsien"
~subject:"Forecasting model"
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-Modell"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Forecasting model
ARCH model
3
Theorie
3
Theory
3
Portfolio selection
2
Portfolio-Management
2
Risikomaß
2
Risk measure
2
Conditional volatility models
1
Erwartungsnutzen
1
Expected utility
1
GARCH
1
GARCH models
1
Hedging
1
Liquidity
1
Liquidität
1
Modellierung
1
Prognoseverfahren
1
Scientific modelling
1
Time series analysis
1
VEC–ADVECH
1
Value-at-risk
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
accuracy and efficiency
1
asymmetry
1
expected utility maximization
1
futures
1
hedging effectiveness
1
illiquidity
1
leverage
1
multivariate GARCH-t and GJR-GARCH-t models
1
value-at-risk
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Caporin, Massimiliano
Wang, Yi-Hsien
Blazsek, Szabolcs
6
Zhang, Yaojie
6
Ma, Feng
5
Kim, Jong-Min
4
Jawadi, Fredj
3
Roca, Eduardo
3
Allen, David E.
2
Bouri, Elie
2
Coronado, Semei
2
Goutte, Stéphane
2
Hamori, Shigeyuki
2
He, Mengxi
2
Hui, Eddie Chi Man
2
Hwang, Sun Young
2
Jung, Hojin
2
Liang, Chao
2
Licht, Adrian
2
Liu, Li
2
Louhichi, Waël
2
Monteros, Luis Antonio
2
Pereira, Pedro L. Valls
2
Powell, Robert
2
Romero, Rafael
2
Roubaud, David
2
Saeed, Tareq
2
Singh, Abhay Kumar
2
Tiwari, Aviral Kumar
2
Wahab, M. I. M.
2
Wang, Yudong
2
Wei, Yu
2
Wen, Danyan
2
Wen, Fenghua
2
Zheng, Xian
2
Zhu, Huiming
2
Abalala, Turki
1
Abdoh, Hussein A.
1
Abid, Ilyes
1
Abuzayed, Bana
1
Ahalawat, Shweta
1
more ...
less ...
Published in...
All
Applied economics
Working paper
7
Econometric Institute research papers
6
Working papers
5
Econometric reviews
3
International review of economics & finance : IREF
2
Journal of economic surveys
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of risk and financial management : JRFM
2
Applied financial economics letters
1
Economic modelling
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy economics
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
SAFE working paper
1
SNB working papers
1
Statistical methods & applications : SMA ; journal of the Italian Statistical Society
1
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of liquidity on portfolio value-at-risk forecasts
Hung, Jui-Cheng
;
Su, Jung-bin
;
Chang, Matthew C.
;
Wang, …
- In:
Applied economics
52
(
2020
)
3
,
pp. 242-259
Persistent link: https://www.econbiz.de/10012197387
Saved in:
2
Asymmetry and leverage in GARCH models : a News Impact Curve perspective
Caporin, Massimiliano
;
Costola, Michele
- In:
Applied economics
51
(
2019
)
31
,
pp. 3345-3364
Persistent link: https://www.econbiz.de/10012196836
Saved in:
3
Hedging effectiveness of the hedged portfolio : the expected utility maximization subject to the value-at-risk approach
Chuang, Chung-Chu
;
Wang, Yi-Hsien
;
Yeh, Tsai-Jung
; …
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 2040-2052
Persistent link: https://www.econbiz.de/10010513350
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->