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type_genre:"Accompanied by computer file"
~subject:"Portfolio selection"
~subject:"Schätzung"
~type_genre:"Conference proceedings"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Portfolio selection
Schätzung
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42
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42
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27
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12
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Algaba, Andres
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Baek, Jungho
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Batten, Jonathan A.
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Boudt, Kris
1
Degiannakis, Stavros
1
Gupta, Rangan
1
Handika, Rangga
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Jung, Robert
1
Karagiannopoulou, Sofia
1
Keddad, Benjamin
1
Kimura, Akitoshi
1
Kinateder, Harald
1
Liu, Yaqing
1
Loperfido, Nicola
1
Maderitsch, Robert
1
Ouyang, Hongbing
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Paltalidis, Nikos
1
Patsika, Victoria
1
Patsis, Paris
1
Pierdzioch, Christian
1
Sariannidis, Nikolaos
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Szilágyi, Péter G.
1
Triandaru, Sigit
1
Truchis, Gilles de
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Vanduffel, Steven
1
Wagner, Niklas F.
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Xekalaki, Evdokia
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Yang, Yang
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The European journal of finance
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Business Development and Economic Governance in Southeastern Europe : 13th International Conference on the Economies of the Balkan and Eastern European Countries (EBEEC), Pafos, Cyprus, 2021
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirica : journal of european economics
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Energy economics
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International journal of economics and financial issues : IJEFI
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Proceedings of the 5th International Conference on Economic Management and Green Development
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ECONIS (ZBW)
14
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1
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
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2
The impact of quantitative easing on stock market : evidence from Greece
Karagiannopoulou, Sofia
;
Patsis, Paris
;
Sariannidis, …
- In:
Business Development and Economic Governance in …
,
(pp. 297-313)
.
2022
Persistent link: https://www.econbiz.de/10013415082
Saved in:
3
The time-varying volatility of Chinese stock market
Yang, Yang
- In:
Proceedings of the 5th International Conference on …
,
(pp. 201-205)
.
2022
Persistent link: https://www.econbiz.de/10013348772
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4
Exchange rate volatility and domestic investment in G7 : are the effects asymmetric?
Bahmani-Oskooee, Mohsen
;
Baek, Jungho
- In:
Empirica : journal of european economics
48
(
2021
)
3
,
pp. 775-799
Persistent link: https://www.econbiz.de/10012588145
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5
Kurtosis-based projection pursuit for outlier detection in financial time series
Loperfido, Nicola
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 142-164
Persistent link: https://www.econbiz.de/10012207191
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6
The variance implied conditional correlation
Algaba, Andres
;
Boudt, Kris
;
Vanduffel, Steven
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 200-222
Persistent link: https://www.econbiz.de/10012207197
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7
Asymmetric dependence in international currency markets
Paltalidis, Nikos
;
Patsika, Victoria
- In:
The European journal of finance
26
(
2020
)
10
,
pp. 994-1017
Persistent link: https://www.econbiz.de/10012207352
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8
Retailer value-at-risk in interconnected power markets : an Australian empirical analysis
Handika, Rangga
;
Triandaru, Sigit
- In:
International journal of economics and financial issues …
6
(
2016
)
6
,
pp. 6-9
Persistent link: https://www.econbiz.de/10011782375
Saved in:
9
Liquidity, surprise volume and return premia in the oil market
Batten, Jonathan A.
;
Kinateder, Harald
;
Szilágyi, Péter G.
- In:
Energy economics
77
(
2019
),
pp. 93-104
Persistent link: https://www.econbiz.de/10012306351
Saved in:
10
Estimation of correlation between latent processes
Kimura, Akitoshi
;
Yoshida, Nakahiro
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 131-146)
.
2016
Persistent link: https://www.econbiz.de/10011800345
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