//--> //--> //-->
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:"Aktienindex"
~subject:"Stock index"
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 model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Aktienindex
Stock index
ARCH model
21
ARCH-Modell
21
Risikomaß
15
Risk measure
15
USA
13
United States
13
Volatility
11
Volatilität
11
Börsenkurs
7
Share price
7
Theorie
7
Theory
7
Securities trading
5
Wertpapierhandel
5
Commodity market
4
Deutschland
4
Germany
4
Rohstoffmarkt
4
1984-2000
3
1997
3
Derivat
3
Derivative
3
Estimation
3
France
3
Frankreich
3
Information value
3
Informationswert
3
Japan
3
Option pricing theory
3
Optionspreistheorie
3
Schweiz
3
Schätzung
3
Statistical distribution
3
Statistische Verteilung
3
Switzerland
3
1987-2002
2
1994-1995
2
Agrarmarkt
2
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
3
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
4
Author
All
Giot, Pierre
Gupta, Rangan
8
Jondeau, Eric
7
Rockinger, Michael
7
Wu, Jianbin
6
Ajmi, Ahdi Noomen
5
Allen, David E.
5
Lux, Thomas
5
McAleer, Michael
5
Politis, Dimitris N.
5
Caporale, Guglielmo Maria
4
Christensen, Bent Jesper
4
Hsing, Yu
4
Jeribi, Ahmed
4
Linton, Oliver
4
Liu, Hung-Chun
4
Lönnbark, Carl
4
Nasr, Adnen Ben
4
Nielsen, Morten Ørregaard
4
Qiao, Gaoxiu
4
Raaij, Gabriela de
4
Raunig, Burkhard
4
Sharma, Prateek
4
Weber, Enzo
4
Zhu, Jie
4
Aragó, Vicent
3
Blazsek, Szabolcs
3
Bouri, Elie
3
Chang, Bisharat Hussain
3
Chang, Chia-Lin
3
Degiannakis, Stavros
3
Degiannakis, Stavros Antonios
3
Dellaportas, Petros
3
Dijk, Dick van
3
Fakhfekh, Mohamed
3
Feng, Yuanhua
3
Fiszeder, Piotr
3
Franses, Philip Hans
3
Ghorbel, Ahmed
3
Hol Uspensky, Eugenie
3
more ...
less ...
Published in...
All
CORE discussion paper : DP
2
Journal of applied econometrics
1
Research memorandum / METEOR
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001596369
Saved in:
3
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
- In:
Journal of applied econometrics
18
(
2003
)
6
,
pp. 641-664
Persistent link: https://www.econbiz.de/10001843499
Saved in:
4
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...
//-->