//--> //--> //--> //-->
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 risk"
~subject:"Aktienmarkt"
~subject:"Risk measure"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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:"ARCH model"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Aktienmarkt
Risk measure
Volatility
ARCH model
42
ARCH-Modell
42
Risikomaß
23
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
11
Zeitreihenanalyse
11
Theorie
10
Theory
10
Capital income
9
Kapitaleinkommen
9
value-at-risk (VaR)
9
Börsenkurs
7
Multivariate Verteilung
7
Multivariate distribution
7
Risiko
7
Risikomanagement
7
Risk
7
Risk management
7
Share price
7
Aktienindex
6
Original research
6
Stock index
6
Statistical distribution
5
Statistische Verteilung
5
Financial crisis
4
Financial market
4
Finanzkrise
4
Finanzmarkt
4
Measurement
4
Messung
4
more ...
less ...
Online availability
All
Undetermined
29
Type of publication
All
Article
37
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
37
Language
All
English
37
Author
All
Wu, Xinyu
3
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
Brownlees, Christian
1
Brummelhuis, Raymond
1
Butler, Andrew
1
Cameron, James
1
Candila, Vincenzo
1
Ceylan, Özcan
1
Chen, Jiusheng
1
Cong, Jianfa
1
Dionne, Georges
1
Engle, Robert F.
1
Feng, Yiyun
1
Feng, Yuanhua
1
Gatarek, Lukasz
1
Gençay, Ramazan
1
Ghorbel, Ahmed
1
Gillas, Konstantinos Gkillas
1
Goldman, Elena
1
Gulati, Chandra M.
1
Guo, Chuan
1
Gupta, Rangan
1
Hackethal, Andreas
1
Han, Yang
1
Hassani, Samir Saissi
1
Hoogerheide, Lennart
1
Jiang, Cuixia
1
Kabaila, Paul
1
Kaufmann, Roger
1
Kelly, Bryan T.
1
Koutsoupakis, Dimitrios
1
more ...
less ...
Published in...
All
Journal of risk
Energy economics
237
Finance research letters
171
Economic modelling
125
International review of financial analysis
124
Applied economics
122
International review of economics & finance : IREF
111
Journal of empirical finance
110
The North American journal of economics and finance : a journal of financial economics studies
110
Research in international business and finance
108
Journal of international financial markets, institutions & money
88
Journal of risk and financial management : JRFM
77
International journal of forecasting
76
Journal of banking & finance
74
Applied financial economics
72
Journal of econometrics
71
Journal of forecasting
64
Applied economics letters
63
Economics letters
56
International Journal of Energy Economics and Policy : IJEEP
53
The European journal of finance
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
International journal of finance & economics : IJFE
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
44
The journal of futures markets
44
International journal of economics and financial issues : IJEFI
40
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
International journal of economics and finance
37
Review of quantitative finance and accounting
36
Pacific-Basin finance journal
34
Cogent economics & finance
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Journal of international money and finance
33
Computational economics
31
Quantitative finance
30
Journal of financial econometrics
29
The empirical economics letters : a monthly international journal of economics
29
Risks : open access journal
28
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Time-varying higher moments, economic policy uncertainty and renminbi exchange rate volatility
Wu, Xinyu
;
Mei, Xueting
;
Yin, Xuebao
- In:
Journal of risk
25
(
2023
)
5
,
pp. 71-99
Persistent link: https://www.econbiz.de/10014370725
Saved in:
5
Market efficiency and volatility within and across cryptocurrency benchmark indexes
Koutsoupakis, Dimitrios
- In:
Journal of risk
24
(
2022
)
4
,
pp. 23-46
Persistent link: https://www.econbiz.de/10014546345
Saved in:
6
A two-component realized exponential generalized autoregressive conditional heteroscedasticity model
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Journal of risk
24
(
2022
)
6
,
pp. 61-92
Persistent link: https://www.econbiz.de/10013549674
Saved in:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->