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~isPartOf:"Journal of risk"
~subject:"Aktienmarkt"
~subject:"Risk measure"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"ARCH model"
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Aktienmarkt
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
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Theorie
10
Theory
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Kapitaleinkommen
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value-at-risk (VaR)
9
Börsenkurs
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Multivariate Verteilung
7
Multivariate distribution
7
Risiko
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Risikomanagement
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Risk
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Risk management
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Aktienindex
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Original research
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Statistical distribution
5
Statistische Verteilung
5
Financial crisis
4
Financial market
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Finanzkrise
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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
78
Energy economics
66
International review of financial analysis
60
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
54
Journal of international financial markets, institutions & money
46
Journal of empirical finance
44
Journal of banking & finance
41
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
20
Review of quantitative finance and accounting
20
The European journal of finance
20
The journal of risk model validation
18
International journal of economics and finance
17
Cogent economics & finance
16
Emerging markets review
16
Journal of international money and finance
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Theoretical economics letters
15
International Journal of Financial Studies : open access journal
14
Afro-Asian Journal of Finance and Accounting : AAJFA
13
Computational economics
13
Economic research
13
International Journal of Energy Economics and Policy : IJEEP
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
The journal of applied business research
13
Annals of financial economics
12
Economics letters
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ECONIS (ZBW)
25
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11
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:
12
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:
13
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:
14
Estimation risk for value-at-risk and expected shortfall
Kabaila, Paul
;
Mainzer, Rheanna
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 29-47
Persistent link: https://www.econbiz.de/10011847463
Saved in:
15
A new bootstrap test for multiple assets joint risk testing
Ardia, David
;
Gatarek, Lukasz
;
Hoogerheide, Lennart
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011710231
Saved in:
16
Comparing multivariate volatility forecasts by direct and indirect approaches
Amendola, Alessandra
;
Candila, Vincenzo
- In:
Journal of risk
19
(
2017
)
6
,
pp. 33-57
Persistent link: https://www.econbiz.de/10011799128
Saved in:
17
Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis
Abad, Pilar
;
Benito Muela, Sonia
;
López-Martín, Carmen
; …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011598265
Saved in:
18
Improved estimation methods for value-at-risk, expected shortfall and risk contributions with high precision
Muromachi, Yukio
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011438902
Saved in:
19
Conditional value-at-risk-based optimal partial hedging
Cong, Jianfa
;
Tan, Ken Seng
;
Wang, Chengguo
- In:
Journal of risk
16
(
2013/2014
)
3
,
pp. 49-83
Persistent link: https://www.econbiz.de/10013262926
Saved in:
20
Nonparametric forward-looking value-at-risk
Nossman, Marcus
;
Vilhelmsson, Anders
- In:
Journal of risk
16
(
2013/2014
)
4
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013262928
Saved in:
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