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~isPartOf:"Journal of risk"
~subject:"Aktienmarkt"
~subject:"Schätztheorie"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"ARCH model"
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Aktienmarkt
Schätztheorie
Share price
ARCH model
42
ARCH-Modell
42
Risikomaß
23
Risk measure
23
Volatility
22
Volatilität
22
Estimation
18
Schätzung
18
Estimation theory
12
Forecasting model
11
Portfolio selection
11
Portfolio-Management
11
Prognoseverfahren
11
Time series analysis
11
Zeitreihenanalyse
11
Theorie
10
Theory
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Capital income
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Kapitaleinkommen
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value-at-risk (VaR)
9
Börsenkurs
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Multivariate Verteilung
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Multivariate distribution
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Risiko
7
Risikomanagement
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Risk
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Risk management
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Aktienindex
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Original research
6
Stock index
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Statistical distribution
5
Statistische Verteilung
5
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4
Financial market
4
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4
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4
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Aufsatz in Zeitschrift
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18
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English
18
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Wu, Xinyu
2
Abad, Pilar
1
Ardia, David
1
Benito Muela, Sonia
1
Berens, Tobias
1
Bouri, Elie
1
Butler, Andrew
1
Chen, Jiusheng
1
Deering, T. Ryan
1
Farhat, Ahmad
1
Feng, Yiyun
1
Feng, Yuanhua
1
Gatarek, Lukasz
1
Gillas, Konstantinos Gkillas
1
Goldman, Elena
1
Guo, Chuan
1
Gupta, Rangan
1
Han, Yang
1
Hoogerheide, Lennart
1
Kabaila, Paul
1
Kwon, Roy H.
1
Kyei, Clement Kewku
1
Lamb, John D.
1
Letmathe, Sebastian
1
Luger, Richard
1
López-Martín, Carmen
1
Ma, Chaoqun
1
Mainzer, Rheanna
1
Monville, Maura E.
1
Muromachi, Yukio
1
Qiao, Xiao
1
Richardson, Christopher
1
Schäfer, Rudi
1
Shen, Xiangjin
1
Sánchez Granero, Miguel Angel
1
Tee, Kaihong
1
Uhde, André
1
Wang, Yongning
1
Weiß, Gregory N. F.
1
Wells, Christopher M.
1
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Journal of risk
Finance research letters
87
Applied economics
71
International review of financial analysis
70
International review of economics & finance : IREF
69
Energy economics
68
Research in international business and finance
66
Economic modelling
62
Journal of econometrics
61
The North American journal of economics and finance : a journal of financial economics studies
56
Journal of international financial markets, institutions & money
55
Journal of empirical finance
51
Journal of risk and financial management : JRFM
49
Applied economics letters
41
Economics letters
40
Journal of banking & finance
39
Econometric theory
36
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
33
International journal of forecasting
32
Journal of forecasting
31
International Journal of Energy Economics and Policy : IJEEP
30
Applied financial economics
29
International journal of economics and financial issues : IJEFI
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
International journal of finance & economics : IJFE
25
The European journal of finance
25
Cogent economics & finance
22
Pacific-Basin finance journal
22
International journal of economics and finance
21
Review of quantitative finance and accounting
20
Econometric reviews
19
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
17
International Journal of Financial Studies : open access journal
17
Journal of financial econometrics
17
Afro-Asian Journal of Finance and Accounting : AAJFA
16
Computational economics
15
Emerging markets review
15
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ECONIS (ZBW)
18
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18
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1
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:
2
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:
3
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:
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
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:
6
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:
7
Forecasting stock market volatility : an asymmetric conditional autoregressive range mixed data sampling (ACARR-MIDAS) model
Wu, Xinyu
;
Han, Yang
;
Ma, Chaoqun
- In:
Journal of risk
23
(
2021
)
6
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013473133
Saved in:
8
Procyclicality mitigation for initial margin models with asymmetric volatility
Goldman, Elena
;
Shen, Xiangjin
- In:
Journal of risk
22
(
2019/2020
)
5
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012421684
Saved in:
9
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:
10
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:
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