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~isPartOf:"Journal of risk"
~subject:"Aktienmarkt"
~subject:"Finanzkrise"
~subject:"Risk measure"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"ARCH model"
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Aktienmarkt
Finanzkrise
Risk measure
ARCH model
42
ARCH-Modell
42
Risikomaß
23
Volatility
22
Volatilität
22
Estimation
18
Schätzung
18
Estimation theory
12
Schätztheorie
12
Forecasting model
11
Portfolio selection
11
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11
Time series analysis
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Zeitreihenanalyse
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value-at-risk (VaR)
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Risiko
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Risk
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Aktienindex
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Original research
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Stock index
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Statistische Verteilung
5
Financial crisis
4
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4
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Aufsatz in Zeitschrift
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English
25
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Abad, Pilar
1
Alemany, Ramon
1
Amendola, Alessandra
1
Ardia, David
1
Benito Muela, Sonia
1
Berens, Tobias
1
Berger, Theo
1
Bolancé, Catalina
1
Bouri, Elie
1
Braun, Valentin
1
Brummelhuis, Raymond
1
Butler, Andrew
1
Candila, Vincenzo
1
Chen, Jiusheng
1
Cong, Jianfa
1
Dionne, Georges
1
Feng, Yiyun
1
Feng, Yuanhua
1
Gatarek, Lukasz
1
Gençay, Ramazan
1
Ghorbel, Ahmed
1
Gillas, Konstantinos Gkillas
1
Guo, Chuan
1
Gupta, Rangan
1
Hackethal, Andreas
1
Hassani, Samir Saissi
1
Hoogerheide, Lennart
1
Jiang, Cuixia
1
Kabaila, Paul
1
Kaufmann, Roger
1
Kwon, Roy H.
1
Kyei, Clement Kewku
1
Lamb, John D.
1
Letmathe, Sebastian
1
Li, Yuqian
1
López-Martín, Carmen
1
Mainzer, Rheanna
1
Monville, Maura E.
1
Muromachi, Yukio
1
Nossman, Marcus
1
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Journal of risk
Finance research letters
83
Energy economics
69
Research in international business and finance
67
International review of financial analysis
66
Economic modelling
65
International review of economics & finance : IREF
63
Applied economics
62
The North American journal of economics and finance : a journal of financial economics studies
58
Journal of international financial markets, institutions & money
54
Journal of banking & finance
47
Journal of empirical finance
45
Journal of risk and financial management : JRFM
42
International journal of forecasting
32
Journal of forecasting
31
Applied economics letters
29
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
27
Applied financial economics
26
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
25
Pacific-Basin finance journal
25
The European journal of finance
23
International journal of economics and financial issues : IJEFI
22
International journal of economics and finance
20
International journal of finance & economics : IJFE
20
Review of quantitative finance and accounting
20
Journal of international money and finance
19
Cogent economics & finance
18
The journal of risk model validation
18
Emerging markets review
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
The empirical economics letters : a monthly international journal of economics
15
Theoretical economics letters
15
Computational economics
14
Economic research
14
International Journal of Energy Economics and Policy : IJEEP
14
International Journal of Financial Studies : open access journal
14
The journal of applied business research
14
Afro-Asian Journal of Finance and Accounting : AAJFA
13
Economics letters
13
Journal of econometrics
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ECONIS (ZBW)
25
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25
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1
Value-at-risk models : a systematic review of the literature
Shayya, Reem
;
Sorrosal Forradellas, Maria Teresa
; …
- In:
Journal of risk
25
(
2023
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014314618
Saved in:
2
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
3
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014546368
Saved in:
4
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
- In:
Journal of risk
25
(
2022
)
2
,
pp. 75-105
Persistent link: https://www.econbiz.de/10014342468
Saved in:
5
Forecasting the realized volatility of stock markets with financial stress
Guo, Chuan
;
Feng, Yiyun
- In:
Journal of risk
25
(
2022
)
1
,
pp. 23-48
Persistent link: https://www.econbiz.de/10013549680
Saved in:
6
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
7
Reinvestigating international crude oil market risk spillovers
Jiang, Cuixia
;
Li, Yuqian
;
Xu, Qifa
;
Wu, Jun
- In:
Journal of risk
24
(
2021
)
1
,
pp. 25-52
Persistent link: https://www.econbiz.de/10012816795
Saved in:
8
Covariance estimation for risk-based portfolio optimization : an integrated approach
Butler, Andrew
;
Kwon, Roy H.
- In:
Journal of risk
24
(
2021
)
2
,
pp. 11-41
Persistent link: https://www.econbiz.de/10013284828
Saved in:
9
Volatility spillover along the supply chains : a network analysis on economic links
Berger, Theo
;
Gençay, Ramazan
- In:
Journal of risk
22
(
2019/2020
)
5
,
pp. 83-113
Persistent link: https://www.econbiz.de/10012421694
Saved in:
10
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
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