//--> //--> //-->
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:"Network connectivity, systematic and systemic risk"
~isPartOf:"Working paper"
~language:"eng"
~person:"Caporin, Massimiliano"
~subject:"United States"
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: Business Economics
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
United States
Modellierung
7
Scientific modelling
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Forecasting model
5
Prognoseverfahren
5
Theorie
4
Theory
4
Volatility
4
Volatilität
4
Analysis of variance
2
Correlation
2
Korrelation
2
Risikomaß
2
Risk measure
2
Statistical method
2
Statistische Methode
2
Stochastic process
2
Stochastischer Prozess
2
Varianzanalyse
2
2000-2010
1
Business network
1
CAPM
1
Capital income
1
Estimation
1
Financial economics
1
Kapitaleinkommen
1
Kapitalmarkttheorie
1
Network
1
Netzwerk
1
Portfolio selection
1
Portfolio-Management
1
Schätzung
1
Stated representation, Derived model, Assumed properties, Asymptotic properties
1
Statistical distribution
1
Statistische Verteilung
1
USA
1
more ...
less ...
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
Author
All
Caporin, Massimiliano
McAleer, Michael
14
Owyang, Michael T.
14
Piger, Jeremy Max
13
Garrett, Thomas Andrew
12
Guidolin, Massimo
12
Guo, Hui
12
Neely, Christopher J.
11
Wall, Howard J.
11
Wheelock, David C.
10
Wen, Yi
9
Wheeler, Christopher H.
9
Anderson, Richard G.
8
Dueker, Michael
8
Thornton, Daniel L.
8
Heimonen, Kari
7
Nelson, Edward
7
Kim, Chang-jin
5
Rasche, Robert H.
5
Timmermann, Allan
5
Chang, Chia-Lin
4
Garriga, Carlos
4
Hammoudeh, Shawkat
4
Morley, James C.
4
Mumtaz, Haroon
4
Pennington-Cross, Anthony
4
Sarno, Lucio
4
Savickas, Robert
4
Schmid, Frank A.
4
Wilson, Paul W.
4
Białkowski, Je̜drzej
3
Bordo, Michael D.
3
Bullard, James Brian
3
Coughlin, Cletus Charles
3
DiCecio, Riccardo
3
Emmons, William R.
3
Gavin, William T.
3
Kliesen, Kevin L.
3
Luttmer, Erzo Gerrit Jan
3
Mizrach, Bruce Marshall
3
Pakko, Michael Robert
3
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Network connectivity, systematic and systemic risk
Working paper
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->