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~isPartOf:"Quantitative finance"
~language:"eng"
~language:"ita"
~language:"nor"
~language:"und"
~person:"Gerlach, Richard"
~person:"Giner, Javier"
~person:"Zaremba, Adam"
~subject:"International stock markets"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Unternehmenserfolg"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliography included"
~type_genre:"Case study"
~type_genre:"Collection of articles of several authors"
~type_genre:"Conference paper"
~type_genre:"Graue Literatur"
~type_genre:"Handbuch"
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International stock markets
Kapitaleinkommen
Share price
Unternehmenserfolg
Wirkungsanalyse
Capital income
5
Estimation
4
Forecasting model
4
Prognoseverfahren
4
Schätzung
4
Risikomaß
3
Risk measure
3
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
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2
Expected shortfall
2
Kapitalmarktrendite
2
Markov chain
2
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2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Portfolio selection
2
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2
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Value-at-risk
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Aktienmarkt
1
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Bayes-Statistik
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Bayesian inference
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Bivariate normal distribution
1
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Correlation
1
Cryptocurrency anomalies
1
Factor momentum
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Financial analysis
1
Financial market
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Finanzmarkt
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Gerlach, Richard
Giner, Javier
Zaremba, Adam
Lillo, Fabrizio
6
Sornette, Didier
5
Bouchaud, Jean-Philippe
4
Abergel, Frédéric
3
Bormetti, Giacomo
3
Cont, Rama
3
Wehrli, Alexander
3
An, Yunbi
2
Chen, Jing
2
Cucuringu, Mihai
2
Endres, Sylvia
2
González-Urteaga, Ana
2
Grobys, Klaus
2
Guidolin, Massimo
2
Hawkes, Alan
2
Livieri, Giulia
2
Mastromatteo, Iacopo
2
Olmo, Jose
2
Paterlini, Sandra
2
Rubio, Gonzalo
2
Shi, Yukun
2
Stübinger, Johannes
2
Taranto, Damian Eduardo
2
Tóth, Bence
2
Wheatley, Spencer
2
Achab, Massil
1
Agarwal, Ankush
1
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Ahn, Kwangwon
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1
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1
Ap Gwilym, Owain
1
Aragó Manzana, Vicent
1
Arkorful, Gideon Bruce
1
Bacry, E.
1
Bacry, Emmanuel
1
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Quantitative finance
Finance research letters
9
Research in international business and finance
8
Applied economics
6
Journal of international financial markets, institutions & money
6
Economic research
5
International review of financial analysis
5
Journal of banking & finance
5
Economic modelling
4
Pacific-Basin finance journal
4
E-Finanse : finansowy kwartalnik internetowy
3
Emerging markets review
3
Emerging markets, finance and trade : EMFT
3
Journal of economic dynamics & control
3
Journal of risk and financial management : JRFM
3
Contemporary economics
2
Copernican Journal of Finance & Accounting : CJF&A
2
Finance a úvěr
2
International journal of finance & banking studies : JJFBS
2
Journal of business economics and management
2
Journal of empirical finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of investing : JOI
2
Applied economics letters
1
Argumenta oeconomica
1
Computational economics
1
Eastern European economics
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Financial markets, institutions & instruments
1
International journal of Islamic and Middle Eastern finance and management
1
International journal of management and economics
1
International review of economics & finance : IREF
1
Journal of behavioral and experimental finance
1
Journal of financial economics
1
Journal of financial markets
1
Journal of financial stability
1
Journal of forecasting
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ECONIS (ZBW)
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1
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
2
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures
Wang, Chao
;
Gerlach, Richard
;
Chen, Qian
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10014232647
Saved in:
3
Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics
Gerlach, Richard
;
Naimoli, Antonio
;
Storti, Giuseppe
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1849-1878
Persistent link: https://www.econbiz.de/10012295647
Saved in:
4
Trend following with momentum versus moving averages : a tale of differences
Zakamulin, Valeriy
;
Giner, Javier
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 985-1007
Persistent link: https://www.econbiz.de/10012262654
Saved in:
5
Correlation as probability : applications of Sheppard's formula to financial assets
Giner, Javier
;
Mendoza Aguilar, Judit
;
Morini-Marrero, …
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 777-787
Persistent link: https://www.econbiz.de/10011907938
Saved in:
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