//--> //--> //-->
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:"Economic modelling"
~person:"Chuang, Shuo-Li"
~person:"Li, Chang-shuai"
~subject:"Exchange rate"
~subject:"Risikomaß"
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:"ARCH model"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Exchange rate
Risikomaß
ARCH model
2
ARCH-Modell
2
Analysis of variance
1
Backtest
1
Börsenkurs
1
Capital income
1
Co-persistence in variance
1
Decay coefficient
1
Estimation theory
1
Futures
1
Hedging
1
Kapitaleinkommen
1
Level effect
1
Long memory Integrated-GARCH (I-GARCH)
1
Minimum-variance hedging portfolios
1
Persistence in variance
1
Portfolio selection
1
Portfolio-Management
1
Risk measure
1
Schätztheorie
1
Share price
1
Statistical distribution
1
Statistical test
1
Statistische Verteilung
1
Statistischer Test
1
Theorie
1
Theory
1
Time series analysis
1
Value-at-risk
1
Varianzanalyse
1
Vector GARCH (VGARCH)
1
Volatility
1
Volatilität
1
Wechselkurs
1
Zeitreihenanalyse
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Chuang, Shuo-Li
Li, Chang-shuai
Joëts, Marc
2
Su, Jung-bin
2
Aftab, Muhammad
1
Ameur, Hachmi Ben
1
Bahmani-Oskooee, Mohsen
1
Beer, Jesse de
1
Bei, Shuhua
1
Candelon, Bertrand
1
Cao, Yufei
1
Changqing, Luo
1
Cheffou, Abdoulkarim Idi
1
Chen, Rongda
1
Chi, Xie
1
Chuang, Chung-Chu
1
Cong, Yu
1
El Ouadghiri, Imane
1
Gatfaoui, Hayette
1
Gerlach, Richard
1
Ghorbel, Ahmed
1
Hammoudeh, Shawkat
1
Hu, Shuowen
1
Huang, Jianglu
1
Huang, Zhuo
1
Hung, Jui-cheng
1
Iglesias, Emma M.
1
Jawadi, Fredj
1
Jayasinghe, Prabhath
1
Jiang, Kunliang
1
Kang, Sang Hoon
1
Keddad, Benjamin
1
Liang, Fang
1
Louhichi, Waël
1
Louzis, Dimitrios P.
1
Mensi, Walid
1
Mudakkar, Syeda Rabab
1
Naimoli, Antonio
1
Naseem, Imran
1
Ozer-Imer, Itir
1
more ...
less ...
Published in...
All
Economic modelling
Applied economics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Backtesting VaR in consideration of the higher moments of the distribution for minimum-variance hedging portfolios
Chuang, Chung-Chu
;
Wang, Yi-Hsien
;
Yeh, Tsai-Jung
; …
- In:
Economic modelling
42
(
2014
),
pp. 15-19
Persistent link: https://www.econbiz.de/10010478302
Saved in:
2
Common persistence in conditional variance : a reconsideration
Li, Chang-shuai
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1809-1819
Persistent link: https://www.econbiz.de/10009667096
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->