//--> //--> //-->
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:"Lau, Christian"
~subject:"ARCH model"
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:"ARMA-Modell"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Energiehandel
1
Energy trade
1
Kreditmarkt
1
Messung
1
Method of moments
1
Momentenmethode
1
Normal distribution
1
Normalverteilung
1
Public bond
1
Rendite
1
Risiko
1
Risikomanagement
1
Risikomaß
1
Risk measure
1
Time series analysis
1
Yield
1
Zeitreihenanalyse
1
Öffentliche Anleihe
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Hochschulschrift
1
Thesis
1
Language
All
English
1
Author
All
Lau, Christian
McAleer, Michael
9
Silvestrini, Andrea
7
Veredas, David
6
Asai, Manabu
5
Karanasos, Menelaos
5
Ooms, Marius
5
Račev, Svetlozar T.
5
Carnero, M. Angeles
4
Chen, Chi-chung
4
Fabozzi, Frank J.
4
Koopman, Siem Jan
4
Lan Fen Chu
4
Bansal, Ravi
3
Breitung, Jörg
3
Diks, Cees G. H.
3
Hafner, Christian M.
3
Ling, Shiqing
3
Linton, Oliver
3
Ma, Jun
3
Peiris, Shelton
3
Rodriguez, Gabriel
3
Ubukata, Masato
3
Watanabe, Toshiaki
3
Weide, Roy van der
3
Yaron, Amir
3
Aknouche, Abdelhakim
2
Bhardwaj, Geetesh
2
Bianchi, Michele Leonardo
2
Caporale, Guglielmo Maria
2
Chen, Chyong-lin
2
Dritsaki, Chaido
2
Gandali Alikhani, Nadiya
2
Goldman, Elena
2
Hecq, Alain W. J.
2
Kim, Young Shin
2
Laurent, Sébastien
2
Li, Degui
2
Lu, Zu-di
2
Mitov, Ivan
2
Mukhopadhyay, Chandan Kumar
2
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Non-normality in financial markets and the measurement of risk
Lau, Christian
-
2015
ARMA-GARCH-Modellierung; nicht-Normalität; normal-inverse Gauss-Verteilung (NIG-Verteilung); realisierte Momente; Staatsanleihen; Strom Forwards; stylized facts von Finanzzeitreihen; Value at Risk; Verteilung von Anleiherenditen
Persistent link: https://www.econbiz.de/10011440567
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->