//--> //--> //-->
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:"McAleer, Michael"
~subject:"CAViaR model"
~type_genre:"Amtliche Publikation"
~type_genre:"Bibliography included"
~type_genre:"Non-commercial literature"
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:"Monte Carlo simulation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
CAViaR model
Monte Carlo simulation
19
Monte-Carlo-Simulation
19
Stochastic volatility
10
Stochastische Volatilität
10
Capital market returns
8
Kapitalmarktrendite
8
Volatility
6
Volatilität
6
ARCH model
5
ARCH-Modell
5
Time series analysis
5
USA
5
United States
5
Zeitreihenanalyse
5
Ansteckungseffekt
4
Contagion effect
4
Correlation
4
Korrelation
4
Markov chain
4
Markov-Kette
4
Spillover effect
4
Spillover-Effekt
4
Asymmetry
3
Theorie
3
Theory
3
2008-2009
2
Aktienmarkt
2
Asia
2
Asien
2
Bayes-Statistik
2
Bayesian inference
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Devisenmarkt
2
Estimation
2
Estimation theory
2
Financial crisis
2
Finanzkrise
2
Foreign exchange market
2
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Amtliche Publikation
Bibliography included
Non-commercial literature
Arbeitspapier
2
Graue Literatur
2
Working Paper
2
Language
All
English
2
Author
All
McAleer, Michael
Chen, Cathy W. S.
2
Gerlach, Richard
2
Hwang, Bruce B. K.
2
Published in...
All
Econometric Institute research papers
1
Working paper
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting value-at-risk using nonlinear regression quantiles and the intraday range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619366
Saved in:
2
Forecasting value-at-risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
-
2011
Persistent link: https://www.econbiz.de/10009011936
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->