//--> //--> //-->
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:"The Manchester School"
~person:"Floros, Christos"
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: subject_exact:"GARCH model"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
1
ARCH-Modell
1
Forecasting model
1
Modellierung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Scientific modelling
1
Statistical distribution
1
Statistische Verteilung
1
Theorie
1
Theory
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Floros, Christos
Brooks, Chris
2
Burke, Simon P.
1
Clare, Andrew D.
1
Degiannakis, Stavros
1
Demiralay, Sercan
1
Dent, Pamela
1
Iqbal, Farhat
1
Li, Ming-yuan Leon
1
Lo Cascio, Iolanda
1
Persand, Gita
1
Ulusoy, Veysel
1
more ...
less ...
Published in...
All
The Manchester School
International review of financial analysis
3
Journal of international financial markets, institutions & money
2
Global finance journal
1
International Journal of Financial Studies : open access journal
1
International journal of computational economics and econometrics : IJCEE
1
International journal of managerial finance : IJMF
1
International review of economics & finance : IREF
1
Journal of emerging market finance
1
Journal of empirical finance
1
Managerial finance
1
Operational research : an international journal
1
Research in international business and finance
1
The European journal of finance
1
The North American journal of economics and finance : a journal of theory and practice
1
Theoretical economics letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Monte Carlo simulation approach to forecasting multi-period value-at-risk and expected shortfall using the FIGARCH-SKT specification
Degiannakis, Stavros
;
Dent, Pamela
;
Floros, Christos
- In:
The Manchester School
82
(
2014
)
1
,
pp. 71-102
Persistent link: https://www.econbiz.de/10010419583
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->