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subject:"ARCH-Modell"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Allen, David E."
~person:"Bauwens, Luc"
~subject:"Multivariate Analyse"
~subject:"Time series analysis"
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ARCH-Modell
Multivariate Analyse
Time series analysis
ARCH model
2
Volatility
2
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2
Aktienmarkt
1
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CVaR
1
Conditional autoregressive range model
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ES
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Allen, David E.
Bauwens, Luc
Kang, Sang Hoon
5
Mensi, Walid
5
Gupta, Rangan
4
Wu, Xinyu
4
Chang, Chia-Lin
3
Hammoudeh, Shawkat
3
McAleer, Michael
3
Qiao, Gaoxiu
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Balcilar, Mehmet
2
Chen, Cathy W. S.
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Hamori, Shigeyuki
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Kok Haur Ng
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The North American journal of economics and finance : a journal of financial economics studies
CORE discussion papers : DP
15
Discussion paper / Tinbergen Institute
5
Discussion papers / UCL, Département des Sciences Economiques
5
CORE discussion paper : DP
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
Econometric Institute research papers
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Applied economics
2
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
2
Journal of applied econometrics
2
Journal of econometrics
2
Journal of empirical finance
2
Journal of risk and financial management : JRFM
2
LIDAM discussion paper CORE
2
The econometrics journal
2
Wiley handbooks in financial engineering and econometrics
2
Advanced Studies in Theoretical and Applied Econometrics
1
Advanced studies in theoretical and applied econometrics : ASTA
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CRREP working serie 2016-09
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1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
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International review of economics & finance : IREF
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SFB 649 discussion paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Efficient modelling and forecasting with range based volatility models and its application
Kok Haur Ng
;
Peiris, Shelton
;
Chan, Jennifer So-kuen
; …
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 448-460
Persistent link: https://www.econbiz.de/10011938162
Saved in:
2
EVT and tail-risk modelling : evidence from market indices and volatility series
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 355-369
Persistent link: https://www.econbiz.de/10010367580
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