//--> //--> //-->
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:"Economic policy"
subject:"Neue politische Ökonomie"
~isPartOf:"Journal of empirical finance"
~person:"Conrad, Christian"
~person:"Fałdziński, Marcin"
~subject:"Fractional integration"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
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:"Theory"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Economic policy
Neue politische Ökonomie
Fractional integration
Kapitaleinkommen
Volatilität
Theorie
4
Theory
4
ARCH model
3
ARCH-Modell
3
Correlation
3
Korrelation
3
Volatility
3
Börsenkurs
2
Capital income
2
Covariance forecasting
2
Dynamic conditional correlation
2
Forecasting model
2
High-low range
2
Prognoseverfahren
2
Risikomaß
2
Risk measure
2
Share price
2
Value-at-risk
2
Aktienmarkt
1
Asymmetric power ARCH
1
CAPM
1
Estimation
1
Industrialized countries
1
Industrieländer
1
Multivariate Analyse
1
Multivariate GARCH
1
Multivariate analysis
1
Schätzung
1
Stock market
1
Stock returns
1
Volatility forecast evaluation
1
Volatility models
1
Welt
1
World
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
4
Author
All
Conrad, Christian
Fałdziński, Marcin
Wang, Yudong
3
Baillie, Richard
2
Caporin, Massimiliano
2
Fiszeder, Piotr
2
Kim, Chang-Jin
2
Kim, Dongcheol
2
Koop, Gary
2
Li, Yuming
2
Min, Byoung-Kyu
2
Molnár, Peter
2
Nelson, Charles R.
2
Scherer, Bernd
2
Wu, Chongfeng
2
Zhu, Yifeng
2
Abhyankar, Abhay
1
Adcock, Christopher
1
Akbulut, Mehmet E.
1
Ammann, Manuel
1
Andersen, Torben
1
Anderson, Robert M.
1
Andreou, Panayiotis C.
1
Antell, Jan
1
Bee, Marco
1
Bekaert, Geert
1
Bekiros, Stelios D.
1
Bessler, Wolfgang
1
Bi, Jia
1
Blanco, Ivan
1
Blitz, David
1
Bollerslev, Tim
1
Bonato, Matteo
1
Bonomo, Marco Antonio
1
Boswijk, Herman Peter
1
Boudt, Kris
1
Brandt, Michael W.
1
Brownlees, Christian
1
Brunetti, Celso
1
Bu, Di
1
more ...
less ...
Published in...
All
Journal of empirical finance
Discussion paper series / University of Heidelberg, Department of Economics
1
Econometric theory
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
University of Heidelberg Department of Economics Discussion Paper
1
Working paper series in economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
2
Range-based DCC models for covariance and value-at-risk forecasting
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
54
(
2019
),
pp. 58-76
Persistent link: https://www.econbiz.de/10012174846
Saved in:
3
Special Issue: Asset pricing : methods and applications
Conrad, Christian
(
contributor
)
-
2014
Persistent link: https://www.econbiz.de/10011300509
Saved in:
4
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->