//--> //--> //--> //-->
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:"Journal of financial econometrics"
~isPartOf:"Journal of risk"
~subject:"Estimation"
~subject:"Theorie"
~subject:"Welt"
~type:"article"
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-Modell"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Theorie
Welt
ARCH model
76
ARCH-Modell
76
Volatility
47
Volatilität
47
Schätzung
32
Risikomaß
31
Risk measure
31
Capital income
27
Kapitaleinkommen
27
Theory
27
Time series analysis
23
Zeitreihenanalyse
23
Forecasting model
22
Prognoseverfahren
22
Estimation theory
20
Schätztheorie
20
Börsenkurs
16
Portfolio selection
16
Portfolio-Management
16
Share price
16
Statistical distribution
11
Statistische Verteilung
11
Correlation
10
Korrelation
10
value-at-risk (VaR)
10
Risiko
9
Risikomanagement
9
Risk
9
Risk management
9
Aktienindex
8
Stock index
8
Measurement
7
Messung
7
Multivariate Verteilung
7
Multivariate distribution
7
Aktienmarkt
6
Original research
6
Stock market
6
more ...
less ...
Online availability
All
Undetermined
49
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
51
Aufsatz in Zeitschrift
51
Language
All
English
51
Author
All
Wu, Xinyu
3
Hansen, Peter Reinhard
2
Ledoit, Olivier
2
Wolf, Michael
2
Alemany, Ramon
1
Amendola, Alessandra
1
Babbs, Simon H.
1
Baur, Dirk G.
1
Bee, Marco
1
Berens, Tobias
1
Bolancé, Catalina
1
Bouri, Elie
1
Braun, Valentin
1
Cameron, James
1
Candila, Vincenzo
1
Catania, Leopoldo
1
Cavicchioli, Maddalena
1
Cenesizoglu, Tolga
1
Chen, Jiusheng
1
Chorro, Christophe
1
Christensen, Kim
1
Cong, Jianfa
1
De Nard, Gianluca
1
Dimpfl, Thomas
1
Dupuis, Debbie J.
1
Erdemlioglu, Deniz
1
Fabozzi, Francesco A.
1
Feng, Yiyun
1
Francq, Christian
1
Gillas, Konstantinos Gkillas
1
Goldman, Elena
1
Gorgi, P.
1
Grønneberg, Steffen
1
Gulati, Chandra M.
1
Guo, Chuan
1
Gupta, Rangan
1
Hackethal, Andreas
1
Han, Yang
1
Hansen, Anne Lundgaard
1
Huang, Zhuo
1
more ...
less ...
Published in...
All
Journal of financial econometrics
Journal of risk
Energy economics
144
Finance research letters
104
Applied economics
94
Journal of empirical finance
83
Economic modelling
78
Journal of econometrics
76
International review of financial analysis
75
The North American journal of economics and finance : a journal of financial economics studies
72
International review of economics & finance : IREF
68
Research in international business and finance
68
International journal of forecasting
61
Journal of international financial markets, institutions & money
59
Journal of banking & finance
56
Economics letters
51
Journal of forecasting
50
Journal of risk and financial management : JRFM
50
Applied economics letters
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
The European journal of finance
41
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
Econometric theory
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Applied financial economics
35
International journal of finance & economics : IJFE
34
The journal of futures markets
32
Econometric reviews
31
International Journal of Energy Economics and Policy : IJEEP
30
International journal of economics and financial issues : IJEFI
28
Journal of applied econometrics
27
Journal of international money and finance
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
Quantitative finance
25
Review of quantitative finance and accounting
25
Computational economics
24
International journal of economics and finance
24
The econometrics journal
23
Cogent economics & finance
21
more ...
less ...
Source
All
ECONIS (ZBW)
51
Showing
31
-
40
of
51
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
Monetary policy uncertainty and jumps in advanced equity markets
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 101-112
Persistent link: https://www.econbiz.de/10012500112
Saved in:
32
Making Cornish-Fisher fit for risk measurement
Lamb, John D.
;
Monville, Maura E.
;
Tee, Kaihong
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 53-81
Persistent link: https://www.econbiz.de/10012059934
Saved in:
33
A quantile regression approach to estimate the variance of financial returns
Baur, Dirk G.
;
Dimpfl, Thomas
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 616-644
Persistent link: https://www.econbiz.de/10012152237
Saved in:
34
Efficient sorting : a more powerful test for cross-sectional anomalies
Ledoit, Olivier
;
Wolf, Michael
;
Zhao, Zhao
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 645-686
Persistent link: https://www.econbiz.de/10012152240
Saved in:
35
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
36
Factor high-frequency-based volatility (HEAVY) models
Sheppard, Kevin
;
Xu, Wen
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10012054425
Saved in:
37
Realized peaks over threshold : a time-varying extreme value approach with high-frequency-based measures
Bee, Marco
;
Dupuis, Debbie J.
;
Trapin, Luca
- In:
Journal of financial econometrics
17
(
2019
)
2
,
pp. 254-283
Persistent link: https://www.econbiz.de/10012054440
Saved in:
38
Subsampling inference for the autocorrelations of GARCH processes
McElroy, Tucker
;
Jach, Agnieszka
- In:
Journal of financial econometrics
17
(
2019
)
3
,
pp. 495-515
Persistent link: https://www.econbiz.de/10012054818
Saved in:
39
Estimation window strategies for value-at-risk and expected shortfall forecasting
Berens, Tobias
;
Weiß, Gregory N. F.
;
Ziggel, Daniel
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 33-82
Persistent link: https://www.econbiz.de/10011914663
Saved in:
40
Impact of D-Vine structure on risk estimation
Bolancé, Catalina
;
Alemany, Ramon
;
Padilla Barreto, …
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011914672
Saved in:
First
Prev
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->