//--> //--> //-->
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
~person:"Anand, Abhinav"
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:"ARMA+GARCH model"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
1
ARCH-Modell
1
ARMA-GARCH model
1
Average Value-at-Risk (AVaR)
1
Foster-Hart risk
1
Normal tempered stable distribution
1
Portfolio selection
1
Portfolio-Management
1
Reward risk ratio
1
Risiko
1
Risikomaß
1
Risk
1
Risk measure
1
Statistical distribution
1
Statistische Verteilung
1
Theorie
1
Theory
1
Value-at-Risk (VaR)
1
more ...
less ...
Online availability
All
Undetermined
1
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
Anand, Abhinav
Kim, Young Shin
3
Bianchi, Michele Leonardo
2
Cervone, Andrea
2
Fabozzi, Frank J.
2
Kurosaki, Tetsuo
2
Mitov, Ivan
2
Rachev, Svetlozar T.
2
Santini, Ezio
2
Teodori, Sabrina
2
An, Hui
1
Anatolyev, Stanislav
1
Arashi, Mohammad
1
Cheng, Po-Keng
1
Cottrell, Simon
1
Delpachitra, Sarath B.
1
Haghighi, Fatemeh K.
1
Hsu, Shu-Han
1
Jiang, Lei
1
Kim, Sung Ik
1
Li, Tiantian
1
Liu, Weimin
1
Mamipour, Siab
1
Nadler, Daniel
1
Peng, Liang
1
Pourghorban, Mojtaba
1
Romito, Donatella Zaccagnini
1
Rounaghi, Mohammad Mahdi
1
Schmidt, Anatoly B.
1
Shakin, Dmitry
1
Shams, Sedigheh
1
Wang, Hao
1
Yang, Yiwen
1
Yu, Xiao
1
Zaccagnini Romito, Donatella
1
Zhu, Ke
1
more ...
less ...
Published in...
All
Journal of banking & finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Foster-Hart optimal portfolios
Anand, Abhinav
;
Li, Tiantian
;
Kurosaki, Tetsuo
;
Kim, …
- In:
Journal of banking & finance
68
(
2016
),
pp. 117-130
Persistent link: https://www.econbiz.de/10011634807
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->