//--> //--> //-->
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
~isPartOf:"Discussion paper series"
~subject:"Schwellenländer"
~subject:"World"
~subject:"currency risk"
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:"multivariate GARCH"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Schwellenländer
World
currency risk
ARCH model
3
ARCH-Modell
3
Estimation
3
Multivariate Analyse
3
Multivariate analysis
3
Schätzung
3
Capital income
2
Kapitaleinkommen
2
Theorie
2
Theory
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
multivariate GARCH
2
CAPM
1
Correlation
1
Estimation theory
1
Forecasting model
1
International financial market
1
Internationaler Finanzmarkt
1
Korrelation
1
Prognoseverfahren
1
Risiko
1
Risk
1
Sampling
1
Schätztheorie
1
Spillover effect
1
Spillover-Effekt
1
Stichprobenerhebung
1
Welt
1
correlation spillovers
1
international asset pricing
1
mixed-frequency sampling
1
multivariate GARCH-M
1
overnight returns
1
penalized estimation
1
regularization
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
1
Author
All
Dhaene, Geert
1
Sercu, Piet
1
Wu, Jianbin
1
Published in...
All
Discussion paper series
Applied economics
4
Economic modelling
3
Research in international business and finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of applied business research
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Energy economics
2
International journal of finance & economics : IJFE
2
MPRA Paper
2
Macroeconomic dynamics
2
Macroeconomics and finance in emerging market economies
2
Acta Universitatis Danubius / Oeconomica
1
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Agricultural and Food Economics : AFE
1
Applied economics letters
1
Cogent economics & finance
1
Decision
1
Discussion Papers / Turun Kauppakorkeakoulu, Turun Yliopisto
1
Discussion paper
1
Econometrics working paper : EWP
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Finance research letters
1
Global review of business and economic research
1
International Journal of Energy Economics and Policy : IJEEP
1
International journal of economics and financial issues : IJEFI
1
International journal of financial research
1
International review of economics & finance : IREF
1
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
1
Journal of economic behavior & organization : JEBO
1
Journal of economics and finance : JEF
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of quantitative economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Malaysian journal of economic studies
1
Managerial finance
1
Romanian journal of economic forecasting
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The risk-return tradeoff in international stock markets : one-step
multivariate
GARCH
-M estimation with many assets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
-
2016
Persistent link: https://www.econbiz.de/10011707065
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->