//--> //--> //-->
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:"Risk measure"
~isPartOf:"Research memorandum / METEOR"
~person:"Laurent, Sébastien"
~person:"McAleer, Michael"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risk measure
ARCH model
2
ARCH-Modell
2
Risikomaß
2
1984-2000
1
Aktienindex
1
Deutschland
1
France
1
Frankreich
1
Germany
1
Japan
1
Schweiz
1
Securities trading
1
Statistical distribution
1
Statistische Verteilung
1
Stock index
1
Switzerland
1
Theorie
1
Theory
1
USA
1
United States
1
Wertpapierhandel
1
more ...
less ...
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Laurent, Sébastien
McAleer, Michael
Giot, Pierre
2
Published in...
All
Research memorandum / METEOR
Econometric Institute research papers
8
CORE discussion paper : DP
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Energy economics
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of risk and financial management : JRFM
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
USC-INET Research Paper
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001590396
Saved in:
2
Modelling daily value-at-risk using realized volatility and Arch type models
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001638521
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->