//--> //--> //-->
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:"Brooks, Chris"
~subject:"Theorie"
~type:"article"
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:"ARCH-Modell"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
ARCH model
12
ARCH-Modell
12
Theory
9
Capital income
2
Capital requirements
2
Kapitalbedarf
2
Kapitaleinkommen
2
Risikomanagement
2
Risikomaß
2
Risk management
2
Risk measure
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
1975-2001
1
Anlageverhalten
1
Behavioural finance
1
Benchmarking
1
Börsenkurs
1
CAPM
1
Deutsche Mark
1
Estimation theory
1
Exchange rate
1
Französischer Franc
1
French franc
1
Großbritannien
1
Heteroscedasticity
1
Heteroskedastizität
1
Multivariate Analyse
1
Multivariate analysis
1
Nichtlineare Regression
1
Nonlinear regression
1
Schätztheorie
1
Share price
1
Software
1
Statistical distribution
1
Statistische Verteilung
1
United Kingdom
1
more ...
less ...
Type of publication
All
Article
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Brooks, Chris
McAleer, Michael
18
Herwartz, Helmut
14
Chen, Cathy W. S.
11
Hafner, Christian M.
11
Laurent, Sébastien
11
Duan, Jin-Chuan
9
Engle, Robert F.
9
Ruiz, Esther
9
Caporin, Massimiliano
8
Paolella, Marc S.
8
Serletis, Apostolos
8
Asai, Manabu
7
Bauwens, Luc
7
Gupta, Rangan
7
Li, Wai Keung
7
Linton, Oliver
7
Mittnik, Stefan
7
Pereira, Pedro L. Valls
7
Simonato, Jean-Guy
7
Teräsvirta, Timo
7
Bollerslev, Tim
6
Christoffersen, Peter F.
6
Francq, Christian
6
Guesmi, Khaled
6
Iglesias, Emma M.
6
Jawadi, Fredj
6
Lee, Hsiang-Tai
6
Ling, Shiqing
6
Maheu, John M.
6
Rombouts, Jeroen V. K.
6
Saikkonen, Pentti
6
Shi, Yanlin
6
Wang, Yudong
6
Zakoïan, Jean-Michel
6
Alexander, Carol
5
Catania, Leopoldo
5
Chan, Felix
5
Floros, Christos
5
Gallo, Giampiero M.
5
more ...
less ...
Published in...
All
The Manchester School
2
Economics letters
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A comparison of extreme value theory approaches for determining value at risk
Brooks, Chris
;
Clare, Andrew D.
;
Dalle Molle, John W.
; …
- In:
Journal of empirical finance
12
(
2005
)
2
,
pp. 339-352
Persistent link: https://www.econbiz.de/10002685175
Saved in:
2
Autoregressive conditional kurtosis
Brooks, Chris
;
Burke, Simon P.
;
Heravi, Saeed M.
; …
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
3
,
pp. 399-421
Persistent link: https://www.econbiz.de/10002989106
Saved in:
3
Information criteria for GARCH model selection
Brooks, Chris
;
Burke, Simon P.
- In:
The European journal of finance
9
(
2003
)
6
,
pp. 557-580
Persistent link: https://www.econbiz.de/10001885626
Saved in:
4
A note on estimating market-based minimum capital risk requirements : a multivariate GARCH approach
Brooks, Chris
;
Clare, Andrew D.
;
Persand, Gita
- In:
The Manchester School
70
(
2002
)
5
,
pp. 666-681
Persistent link: https://www.econbiz.de/10001699705
Saved in:
5
Selecting from amongst non-nested conditional variance models : information criteria and portfolio determination
Brooks, Chris
;
Burke, Simon P.
- In:
The Manchester School
70
(
2002
)
6
,
pp. 747-767
Persistent link: https://www.econbiz.de/10001720409
Saved in:
6
A double-threshold GARCH model for the French franc - Deutschmark exchange rate
Brooks, Chris
- In:
Journal of forecasting
20
(
2001
)
2
,
pp. 135-143
Persistent link: https://www.econbiz.de/10001570437
Saved in:
7
Benchmarks and the accuracy of GARCH model estimation
Brooks, Chris
;
Burke, Simon P.
;
Persand, Gita
- In:
International journal of forecasting
17
(
2001
)
1
,
pp. 45-56
Persistent link: https://www.econbiz.de/10001549775
Saved in:
8
A word of caution on calculating market-based minimum capital risk requirements
Brooks, Chris
;
Clare, Andrew D.
;
Persand, Gita
- In:
Journal of banking & finance
24
(
2000
)
10
,
pp. 1557-1574
Persistent link: https://www.econbiz.de/10001511626
Saved in:
9
Can portmanteau nonlinearity tests serve as general mis-specification tests? : Evidence from symmetric and asymmetric GARCH models
Brooks, Chris
;
Henry, Ólan Thomas John
- In:
Economics letters
67
(
2000
)
3
,
pp. 245-251
Persistent link: https://www.econbiz.de/10001473656
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->