//--> //--> //--> //-->
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
~language:"eng"
~person:"Caporin, Massimiliano"
~person:"McAleer, Michael"
~person:"Stupfler, Gilles"
~subject:"Risikomaß"
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
Risikomaß
Volatility
66
Volatilität
64
ARCH model
42
ARCH-Modell
42
Welt
39
World
39
Theorie
37
Theory
37
Estimation
34
Forecasting model
34
Prognoseverfahren
34
Schätzung
32
Risk measure
31
Portfolio selection
29
Portfolio-Management
29
Risk management
26
Time series analysis
26
Zeitreihenanalyse
26
Risikomanagement
25
USA
24
United States
24
Taiwan
22
Bibliometrics
21
Bibliometrie
21
Spillover effect
18
Spillover-Effekt
18
Capital market returns
17
Kapitalmarktrendite
17
Modellierung
17
Scientific modelling
17
Stochastic process
15
Stochastischer Prozess
15
Eigenfactor
14
Basel Accord
12
Börsenkurs
12
C3PO
12
Capital income
12
Kapitaleinkommen
12
PI-BETA
12
more ...
less ...
Online availability
All
Free
24
Undetermined
1
Type of publication
All
Book / Working Paper
27
Article
4
Type of publication (narrower categories)
All
Arbeitspapier
26
Graue Literatur
26
Non-commercial literature
26
Working Paper
26
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
Author
All
Caporin, Massimiliano
McAleer, Michael
Stupfler, Gilles
Pérez Amaral, Teodosio
9
Allen, David E.
8
Broll, Udo
8
Dhaene, Jan
8
Hammoudeh, Shawkat
7
Jiménez-Martín, Juan-Ángel
6
Mao, Tiantian
6
Wahl, Jack E.
6
Wang, Ruodu
6
Chang, Chia-Lin
5
Mittnik, Stefan
5
Stoja, Evarist
5
Vanduffel, Steven
5
Wong, Woon K.
5
Billio, Monica
4
Cai, Jun
4
Cossette, Hélène
4
Daouia, Abdelaati
4
Frattarolo, Lorenzo
4
Girard, Stéphane
4
Goovaerts, Marc J.
4
Hu, Taizhong
4
Karmakar, Madhusudan
4
Pelizzon, Loriana
4
Peña Sánchez de Rivera, Juan Ignacio
4
Polanski, Arnold
4
Singh, Abhay Kumar
4
Tan, Ken Seng
4
Adrian, Tobias
3
Al-Yahyaee, Khamis Hamed
3
Alexeev, Vitali
3
Boonen, Tim J.
3
Cheung, Ka Chun
3
Dowd, Kevin
3
Duc Hong Vo
3
Giot, Pierre
3
Giudici, Paolo
3
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
3
Published in...
All
Working paper
18
Working papers / TSE : WP
3
Econometric Institute research papers
2
Working papers
2
Insurance / Mathematics & economics
1
International review of economics & finance : IREF
1
Risks : open access journal
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
The North American journal of economics and finance : a journal of financial economics studies
1
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
1
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Recent developments in financial
economics
and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701642
Saved in:
2
Risk analysis of energy in Vietnam
Duc Hong Vo
;
Ngoc Phu Tran
;
Tam Nguyen-Thanh Duong
; …
-
2019
Persistent link: https://www.econbiz.de/10011986947
Saved in:
3
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
4
European Market portfolio diversifcation strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10011296531
Saved in:
5
Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009711737
Saved in:
6
Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2020
Persistent link: https://www.econbiz.de/10012244841
Saved in:
7
GFC-robust risk management under the Basel Accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009413652
Saved in:
8
Risk management of risk under the Basel Accord : a Bayesian approach to forecasting value-at-risk of VIX futures
Casarin, Roberto
;
Chang, Chia-Lin
;
Jiménez-Martín, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413659
Saved in:
9
Forecasting value-at-risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
-
2011
Persistent link: https://www.econbiz.de/10009011936
Saved in:
10
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->