//--> //--> //-->
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:"Giot, Pierre"
~subject:"ARCH-Modell"
~subject:"Stochastischer Prozess"
~type_genre:"Arbeitspapier"
~type_genre:"Bibliografie"
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:"ARCH-Modell"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Stochastischer Prozess
ARCH model
10
Risikomaß
8
Risk measure
8
USA
7
United States
7
Theorie
5
Theory
5
Volatility
4
Volatilität
4
Aktienindex
3
Börsenkurs
3
Securities trading
3
Share price
3
Stock index
3
Wertpapierhandel
3
1984-2000
2
1997
2
Commodity market
2
Derivat
2
Derivative
2
Deutschland
2
France
2
Frankreich
2
Germany
2
Information value
2
Informationswert
2
Japan
2
Option pricing theory
2
Optionspreistheorie
2
Rohstoffmarkt
2
Schweiz
2
Statistical distribution
2
Statistische Verteilung
2
Switzerland
2
1987-2002
1
1994-1995
1
Agrarmarkt
1
Agricultural market
1
Aktie
1
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Arbeitspapier
Bibliografie
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Article in journal
9
Aufsatz in Zeitschrift
9
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
10
Author
All
Giot, Pierre
McAleer, Michael
129
Chang, Chia-Lin
51
Hafner, Christian M.
35
Bauwens, Luc
31
Caporale, Guglielmo Maria
31
Gupta, Rangan
29
Teräsvirta, Timo
28
Rombouts, Jeroen V. K.
23
Caporin, Massimiliano
20
Engle, Robert F.
20
Herwartz, Helmut
19
Paolella, Marc S.
19
Linton, Oliver
16
Saikkonen, Pentti
16
Asai, Manabu
15
Koopman, Siem Jan
15
Mittnik, Stefan
15
Shephard, Neil G.
15
Silvennoinen, Annastiina
15
Conrad, Christian
14
Karanasos, Menelaos
14
Laurent, Sébastien
14
Allen, David E.
13
Andersen, Torben
13
Francq, Christian
13
Rahbek, Anders
13
Sheppard, Kevin
13
Spagnolo, Nicola
13
Polasek, Wolfgang
12
Zakoïan, Jean-Michel
12
Chen, Chi-chung
11
Christoffersen, Peter F.
11
Diebold, Francis X.
11
Hansen, Peter Reinhard
11
Lütkepohl, Helmut
11
Meitz, Mika
11
Preminger, Arie
11
Spagnolo, Fabio
11
Dijk, Herman K. van
10
more ...
less ...
Published in...
All
CORE discussion paper : DP
6
Research memorandum / METEOR
2
CORE discussion papers : DP
1
Cahiers de la Faculté des Sciences Economiques, Sociales et de Gestion / Cahiers de recherche
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio
Giot, Pierre
(
contributor
);
Petitjean, Mikael
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003278446
Saved in:
2
The information content of implied volatility indexes for forecasting volatility and market risk
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001791288
Saved in:
3
Market risk in commodity markets : a VaR approach
Giot, Pierre
;
Laurent, Sébastien
-
2003
Persistent link: https://www.econbiz.de/10001791292
Saved in:
4
The information content of implied volatility in agricultural commodity markets
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001696228
Saved in:
5
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001596369
Saved in:
6
Intraday value-at-risk
Giot, Pierre
-
2000
Persistent link: https://www.econbiz.de/10001529425
Saved in:
7
Time transformations, intraday data and volatility models
Giot, Pierre
-
1999
Persistent link: https://www.econbiz.de/10001430828
Saved in:
8
Market risk models for intraday data
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001687727
Saved in:
9
Modelling daily value-at-risk using realized volatility and Arch type models
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001638521
Saved in:
10
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001590396
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->