//--> //--> //-->
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
~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:"goodness of fit testing"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
goodness-of-fit testing
10
Goodness-of-fit testing
9
Homoscedasticity
5
Insurance risk model
4
Loss distribution
4
Poisson process
4
Random variable generation
4
empirical process
4
nonparametric regression
4
pseudo residuals
4
Claim arrival process
3
Rasch model
3
Renewal process
3
Statistischer Test
3
Theorie
3
Bipower Variation
2
Central Limit Theorem
2
Copulas
2
Dependence structures
2
Diffusion Models
2
Dynamic conditional correlation
2
Extreme value theory
2
Goodness-Of- Fit Testing
2
High-Frequency Data
2
Integrated Volatility
2
Linear discriminant analysis
2
Multivariate Verteilung
2
Multivariate distribution
2
Range-Based Bipower Variation
2
Risk management
2
Semimartingale Theory
2
Statistical test
2
Theory
2
bootstrap
2
goodness of fit testing
2
martingale transformation
2
multidimensional Rasch model
2
tail dependence
2
ARCH-Modell
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Weiß, Gregor
1
Published in...
All
Review of quantitative finance and accounting
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Copula-GARCH versus dynamic conditional correlation : an empirical study on VaR and ES forecasting accuracy
Weiß, Gregor
- In:
Review of quantitative finance and accounting
41
(
2013
)
2
,
pp. 179-202
Persistent link: https://www.econbiz.de/10009774463
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->