//--> //--> //-->
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
~institution:"School of Economics and Finance <Brisbane>"
~institution:"Uniwersytet Warszawski / Wydział Nauk Ekonomicznych"
~subject:"Market risk"
~type:"book"
~type_genre:"Arbeitspapier"
~type_genre:"Bibliography included"
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:"GARCH"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Market risk
ARCH model
4
ARCH-Modell
4
Risikomaß
3
Risk measure
3
Asymmetric information
1
Asymmetrische Information
1
Ausreißer
1
Australia
1
Australien
1
Estimation
1
Estimation theory
1
Exchange rate
1
Marktrisiko
1
Methodologie
1
Methodology
1
Outliers
1
Poland
1
Polen
1
Prediction market
1
Prognosemarkt
1
Schätztheorie
1
Schätzung
1
Volatility
1
Volatilität
1
Wechselkurs
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Arbeitspapier
Bibliography included
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
1
Author
All
Chlebus, Marcin
1
Institution
All
School of Economics and Finance <Brisbane>
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
Published in...
All
Working papers
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
EWS-
GARCH
: new regime switching approach to forecast value-at-risk
Chlebus, Marcin
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2016
Persistent link: https://www.econbiz.de/10011788233
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->