//--> //--> //-->
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:"USA"
~isPartOf:"Economics letters"
~person:"Ardia, David"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
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
Die Informationseffizienz der...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
USA
Börsenkurs
Kapitaleinkommen
ARCH model
1
ARCH-Modell
1
Capital income
1
Equity
1
Estimation
1
Expected Shortfall
1
False discovery rate
1
Forecasting model
1
Frequency
1
GARCH
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Schätzung
1
Share price
1
Time series analysis
1
Value-at-Risk
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
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
Ardia, David
Gupta, Rangan
5
Potì, Valerio
4
Balduzzi, Pierluigi
2
Cepni, Oguzhan
2
Chevapatrakul, Thanaset
2
Christou, Christina
2
Dergiades, Theologos
2
Jansen, Dennis W.
2
Kurz-Kim, Jeong-Ryeol
2
Lin, Qi
2
Lin, Xi
2
Longin, François M.
2
Panagiōtidēs, Theodōros
2
Sheng, Xin
2
Österholm, Pär
2
Abbott, Andrew J.
1
Adigun, Rasheed
1
Ahmed, Rashad
1
Aizcorbe, Ana M.
1
Aizenman, Joshua
1
Aksoy, Yunus
1
Alagidede, Paul
1
Albuquerque, Bruno
1
Anatolyev, Stanislav
1
Andersen, Torben M.
1
Anderson, Heather M.
1
Andreou, Sofia N.
1
Andrianova, Svetlana
1
Apel, Mikael
1
Babalos, Vasillios
1
Bali, Turan G.
1
Beaudry, Paul
1
Beckmann, Joscha
1
Becsi, Zsolt
1
Bekiros, Stelios
1
Ben-Zion, Uri
1
Benati, Luca
1
Berger, Helge
1
Berger, Wolfram
1
more ...
less ...
Published in...
All
Economics letters
Discussion paper / Tinbergen Institute
1
Finance research letters
1
Les cahiers du GERAD
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
GARCH models for daily stock returns : impact of
estimation
frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Economics letters
123
(
2014
)
2
,
pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->