//--> //--> //-->
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:"International review of financial analysis"
~language:"eng"
~language:"nor"
~person:"Degiannakis, Stavros"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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:
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Kapitaleinkommen
ARCH model
4
ARCH-Modell
4
Volatility
4
Volatilität
4
Schätzung
3
Aktienmarkt
2
Börsenkurs
2
Correlation
2
Expected shortfall
2
Forecasting model
2
Korrelation
2
Oil price
2
Prognoseverfahren
2
Risikomaß
2
Risk measure
2
Share price
2
Stock market
2
Value-at-risk
2
Volatility forecasting
2
Ölpreis
2
Aktienindex
1
Basel Accord
1
Basel II
1
Basel III
1
Basler Akkord
1
Capital income
1
Cointegration
1
Conditional volatility
1
DCC-GARCH
1
Diag-BEKK
1
Dynamic correlation
1
Exchange rate
1
Forecasting accuracy
1
GARCH
1
Intra-day data
1
Kointegration
1
Long memory
1
Multi-period forecasting
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Collection of articles of several authors
Aufsatz in Zeitschrift
3
Language
All
English
Norwegian
Author
All
Degiannakis, Stavros
Ma, Feng
9
Xuan Vinh Vo
9
Lau, Chi Keung
7
Narayan, Paresh Kumar
7
Bouri, Elie
6
Clare, Andrew D.
6
O'Sullivan, Niall
6
Yarovaya, Larisa
6
Brooks, Chris
5
Fletcher, Jonathan
5
Hudson, Robert
5
Urquhart, Andrew
5
Xiong, Xiong
5
Caporale, Guglielmo Maria
4
Cuthbertson, Keith
4
Dinh Hoang Bach Phan
4
Ge̜bka, Bartosz
4
Kim, Jae H.
4
Li, Yan
4
Li, Youwei
4
Liang, Chao
4
Lin, Mei-Chen
4
Mazouz, Khelifa
4
Nitzsche, Dirk
4
Nonejad, Nima
4
Wei, Yu
4
Wu, Eliza
4
Zhong, Angel
4
Alexakis, Christos A.
3
Anderson, Keith
3
Angelidis, Timotheos
3
Azad, A. S. M. Sohel
3
Bredin, Donal
3
Brooks, Robert
3
Chortareas, Georgios E.
3
Choudhry, Taufiq
3
Coakley, Jerry
3
Cummins, Mark
3
Deesomsak, Rataporn
3
more ...
less ...
Published in...
All
International review of financial analysis
Research in international business and finance
3
Global finance journal
2
Applied financial economics
1
Economic modelling
1
Economics and Business Letters : EBL
1
International Journal of Financial Studies : open access journal
1
International journal of computational economics and econometrics
1
International journal of forecasting
1
Operational research : an international journal
1
The energy journal
1
Theoretical economics letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
2
Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam
;
Degiannakis, Stavros
;
Filis, George
- In:
International review of financial analysis
48
(
2016
),
pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
Saved in:
3
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->