//--> //--> //-->
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
~accessRights:"free"
~person:"Ardia, David"
~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:"value at risk"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
GARCH
8
Value-at-Risk
8
Risikomaß
5
Risk measure
5
Bootstrap test
3
Estimation theory
3
Schätztheorie
3
equity
3
false discovery rate
3
marginal models
3
multiple time series
3
ARCH model
2
ARCH-Modell
2
Capital income
2
Expected Shortfall
2
Forecasting model
2
Kapitaleinkommen
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Time series analysis
2
Volatility
2
Zeitreihenanalyse
2
frequency
2
Bootstrap approach
1
Bootstrap-Verfahren
1
Börsenkurs
1
Equity
1
Erdgasmarkt
1
Estimation
1
Expected shortfall
1
False discovery rate
1
Frequency
1
Gas industry
1
Gaswirtschaft
1
Großbritannien
1
Marginal models
1
Marginal risk
1
Multiple time series
1
more ...
less ...
Online availability
All
Free
Undetermined
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Ardia, David
McAleer, Michael
30
Allen, David E.
10
Caporin, Massimiliano
9
Chang, Chia-Lin
9
Mittnik, Stefan
8
Scharth, Marcel
8
Haas, Markus
5
Paolella, Marc S.
5
Asai, Manabu
4
Billio, Monica
4
Degiannakis, Stavros Antonios
4
Frattarolo, Lorenzo
4
Hammoudeh, Shawkat
4
Medeiros, Marcelo C.
4
Pelizzon, Loriana
4
Prokopczuk, Marcel
4
Pérez Amaral, Teodosio
4
Tansuchat, Roengchai
4
Benavides, Guillermo
3
Daníelsson, Jón
3
Dimitriadis, Timo
3
Fabozzi, Frank J.
3
Halbleib, Roxana
3
Izmailov, Alexander
3
Nguyen, Duc Binh Benno
3
Schleicher, Christoph
3
Shay, Brian
3
Wese Simen, Chardin
3
Xu, Dinghai
3
Yoon, Seong-Min
3
Zaffaroni, Paolo
3
Abbara, Omar
2
Arx, Urs von
2
Baum, Christopher F.
2
Bee, Marco
2
Bianchi, Michele Leonardo
2
Busch, Timo
2
Chan, Felix
2
Chen, Liyuan
2
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
1
Tinbergen Institute Discussion Paper 2013-047/III
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
GARCH Models for Daily Stock Returns : Impact of Estimation Frequency on
Value-at-Risk
and Expected Shortfall Forecasts
Ardia, David
-
2020
returns for constituents of the S&P 500 index. We assess the implication for one-day ahead 95% and 99%
Value-at-Risk
(VaR …
Persistent link: https://www.econbiz.de/10012857089
Saved in:
2
GARCH models for daily stock returns : impact of estimation frequency on
value-at-risk
and expected shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart
-
2013
Persistent link: https://www.econbiz.de/10010191413
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->