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~isPartOf:"Journal of risk"
~subject:"Kapitaleinkommen"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
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Kapitaleinkommen
Statistical distribution
ARCH model
42
ARCH-Modell
42
Risikomaß
23
Risk measure
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
11
Zeitreihenanalyse
11
Theorie
10
Theory
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Capital income
9
value-at-risk (VaR)
9
Börsenkurs
7
Multivariate Verteilung
7
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7
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7
Risk
7
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Aktienindex
6
Original research
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Statistische Verteilung
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Aufsatz in Zeitschrift
Article in journal
14
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English
14
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Abad, Pilar
1
Amendola, Alessandra
1
Babbs, Simon H.
1
Benito Muela, Sonia
1
Berens, Tobias
1
Bouri, Elie
1
Brownlees, Christian
1
Butler, Andrew
1
Candila, Vincenzo
1
Chen, Jiusheng
1
Dionne, Georges
1
Engle, Robert F.
1
Feng, Yiyun
1
Gillas, Konstantinos Gkillas
1
Guo, Chuan
1
Gupta, Rangan
1
Hassani, Samir Saissi
1
Kang, Long
1
Kelly, Bryan T.
1
Kwon, Roy H.
1
Kyei, Clement Kewku
1
Lamb, John D.
1
López-Martín, Carmen
1
Monville, Maura E.
1
Qiao, Xiao
1
Schäfer, Rudi
1
Simonato, Jean-Guy
1
Sánchez Granero, Miguel Angel
1
Tee, Kaihong
1
Wang, Yongning
1
Weiß, Gregory N. F.
1
Wollschläger, Marcel
1
Ziggel, Daniel
1
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Journal of risk
Finance research letters
66
Journal of empirical finance
56
International review of financial analysis
53
Energy economics
52
The North American journal of economics and finance : a journal of financial economics studies
52
International review of economics & finance : IREF
48
International journal of forecasting
45
Economic modelling
41
Applied economics
39
Research in international business and finance
39
Journal of banking & finance
36
Journal of international financial markets, institutions & money
36
Journal of forecasting
34
Journal of econometrics
32
The European journal of finance
32
Journal of risk and financial management : JRFM
31
Applied economics letters
26
Applied financial economics
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Review of quantitative finance and accounting
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Journal of financial econometrics
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Pacific-Basin finance journal
17
Economics letters
16
International journal of economics and finance
16
International journal of finance & economics : IJFE
16
Cogent economics & finance
15
International journal of economics and financial issues : IJEFI
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Afro-Asian Journal of Finance and Accounting : AAJFA
13
Risks : open access journal
13
Theoretical economics letters
13
Annals of financial economics
12
Financial innovation : FIN
12
Global business review
12
Global finance journal
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ECONIS (ZBW)
14
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14
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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
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
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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Impact of nonstationarity on estimating and modeling empirical copulas of daily stock returns
Wollschläger, Marcel
;
Schäfer, Rudi
- In:
Journal of risk
19
(
2016
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011579750
Saved in:
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