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~isPartOf:"Journal of risk"
~subject:"Share price"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"ARCH model"
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Share price
Statistical distribution
ARCH model
40
ARCH-Modell
40
Risikomaß
22
Risk measure
22
Volatility
20
Volatilität
20
Estimation
18
Schätzung
18
Estimation theory
12
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12
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11
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11
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10
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10
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10
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Aufsatz in Zeitschrift
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11
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Abad, Pilar
1
Benito Muela, Sonia
1
Berens, Tobias
1
Chen, Jiusheng
1
Deering, T. Ryan
1
Farhat, Ahmad
1
Feng, Yiyun
1
Guo, Chuan
1
Han, Yang
1
Lamb, John D.
1
Luger, Richard
1
López-Martín, Carmen
1
Ma, Chaoqun
1
Monville, Maura E.
1
Qiao, Xiao
1
Richardson, Christopher
1
Schäfer, Rudi
1
Simonato, Jean-Guy
1
Sánchez Granero, Miguel Angel
1
Tee, Kaihong
1
Wang, Yongning
1
Weiß, Gregory N. F.
1
Wells, Christopher M.
1
Wollschläger, Marcel
1
Wu, Xinyu
1
Ziggel, Daniel
1
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Journal of risk
Finance research letters
59
International review of economics & finance : IREF
53
Applied economics
51
Energy economics
50
International review of financial analysis
46
The North American journal of economics and finance : a journal of financial economics studies
46
Economic modelling
44
Research in international business and finance
44
Journal of empirical finance
43
Journal of risk and financial management : JRFM
39
Journal of econometrics
36
Journal of international financial markets, institutions & money
35
International journal of forecasting
30
Applied economics letters
28
Journal of banking & finance
28
Journal of forecasting
25
Economics letters
22
International Journal of Energy Economics and Policy : IJEEP
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
The European journal of finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
Review of quantitative finance and accounting
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Cogent economics & finance
16
International journal of economics and financial issues : IJEFI
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of financial econometrics
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
International journal of finance & economics : IJFE
14
The empirical economics letters : a monthly international journal of economics
14
Emerging markets, finance and trade : EMFT
13
Global business review
13
International Journal of Financial Studies : open access journal
13
Pacific-Basin finance journal
13
Risks : open access journal
13
International journal of economics and finance
11
The journal of applied business research
11
Theoretical economics letters
11
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ECONIS (ZBW)
11
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11
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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
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:
3
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:
4
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:
5
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:
6
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:
7
A vine copula : GARCH approach to corporate exposure management
Wells, Christopher M.
;
Farhat, Ahmad
;
Richardson, …
- In:
Journal of risk
20
(
2017/2018
)
2
,
pp. 27-51
Persistent link: https://www.econbiz.de/10013262948
Saved in:
8
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:
9
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:
10
Testing for GARCH effects with quasilikelihood ratios
Luger, Richard
- In:
Journal of risk
16
(
2013/2014
)
4
,
pp. 23-59
Persistent link: https://www.econbiz.de/10013262927
Saved in:
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