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~isPartOf:"Journal of risk"
~subject:"Aktienmarkt"
~subject:"Risk management"
~subject:"Risk measure"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"ARCH model"
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Aktienmarkt
Risk management
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
Portfolio-Management
11
Prognoseverfahren
11
Time series analysis
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Zeitreihenanalyse
11
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Theory
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Capital income
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value-at-risk (VaR)
9
Börsenkurs
7
Multivariate Verteilung
7
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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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5
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Aufsatz in Zeitschrift
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25
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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
84
Energy economics
71
International review of financial analysis
61
Research in international business and finance
57
Applied economics
56
Economic modelling
56
International review of economics & finance : IREF
56
The North American journal of economics and finance : a journal of financial economics studies
55
Journal of international financial markets, institutions & money
46
Journal of empirical finance
44
Journal of banking & finance
42
Journal of risk and financial management : JRFM
41
International journal of forecasting
32
Journal of forecasting
29
Applied economics letters
28
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Applied financial economics
24
Pacific-Basin finance journal
23
International journal of economics and financial issues : IJEFI
21
International journal of finance & economics : IJFE
21
The European journal of finance
21
Review of quantitative finance and accounting
20
The journal of risk model validation
18
International journal of economics and finance
17
Journal of international money and finance
17
Cogent economics & finance
16
Emerging markets review
16
International Journal of Financial Studies : open access journal
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Theoretical economics letters
15
Afro-Asian Journal of Finance and Accounting : AAJFA
13
Computational economics
13
Economic research
13
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
13
International Journal of Energy Economics and Policy : IJEEP
13
Journal of econometrics
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
The journal of applied business research
13
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
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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