//--> //--> //-->
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:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Bak, Yuhyeon"
~person:"Fabozzi, Frank J."
~subject:"Capital income"
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:"Estimation"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
EU-Staaten
Volatility
Capital income
Estimation
5
Schätzung
5
Theorie
3
Theory
3
Kapitaleinkommen
2
Portfolio selection
2
Portfolio-Management
2
Risikomaß
2
Risk measure
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Anleihe
1
Bond
1
Bond market
1
Capital market returns
1
Deutschland
1
Factor analysis
1
Faktorenanalyse
1
Forecast
1
Forecasting model
1
Germany
1
Kapitalmarktrendite
1
Measurement
1
Messung
1
Multivariate Analyse
1
Multivariate Verteilung
1
Multivariate analysis
1
Multivariate distribution
1
Nichtlineare Regression
1
Nonlinear regression
1
Prognose
1
Prognoseverfahren
1
Regression analysis
1
Regressionsanalyse
1
Rentenmarkt
1
Risiko
1
Risikomanagement
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Bak, Yuhyeon
Fabozzi, Frank J.
Bahmani-Oskooee, Mohsen
6
Belke, Ansgar
4
Gupta, Rangan
3
Aftab, Muhammad
2
Balcilar, Mehmet
2
Chevallier, Julien
2
Dreger, Christian
2
Martin, Vance
2
Račev, Svetlozar T.
2
Sarkar, Saikat
2
Wolters, Jürgen
2
Adarov, Amat
1
Agovino, Massimiliano
1
Ahmad, Wasim
1
Akhvlediani, Tinatin
1
Akyuz, Mert
1
Aldieri, Luigi
1
Alexandre, Fernando
1
Amberger, Johanna
1
Anagnostou, Ageliki
1
Audrino, Francesco
1
Avdoulas, Christos
1
Avdulaj, Krenar
1
Aye, Goodness C.
1
Azad, Naushad Ali
1
Baek, Jungho
1
Balassone, Fabrizio
1
Barcenilla Visús, Sara
1
Barnett, William A.
1
Barunik, Jozef
1
Baur, Dirk G.
1
Bação, Pedro
1
Beck, Alexander
1
Becker, Ralf
1
Bekierman, Jeremias
1
Bekiros, Stelios
1
Bernini, Andrea
1
Bhanumurthy, N. R.
1
more ...
less ...
Published in...
All
Empirica : journal of european economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Working paper series in economics
3
International review of financial analysis
2
Applied economics
1
Emerging markets review
1
International journal of finance & economics : IJFE
1
Journal of international money and finance
1
The journal of portfolio management : a publication of Institutional Investor
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multi-level factor analysis of bond risk premia
Kim, Dukpa
;
Kim, Yunjung
;
Bak, Yuhyeon
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
5
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011897566
Saved in:
2
Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Beck, Alexander
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 167-177
Persistent link: https://www.econbiz.de/10009739605
Saved in:
3
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
4
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->