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
~accessRights:"free"
~institution:"CESifo"
~institution:"Erasmus University Rotterdam, Econometric Institute"
~subject:"ERM II"
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
Bayesian Tail Risk Forecasting...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ERM II
GARCH
21
risk management
9
value-at-risk
7
exchange rates
5
EGARCH
4
GJR
4
HAR
3
asymmetry
3
emission allowance prices
3
global financial crisis
3
high-frequency data
3
jumps
3
leverage
3
long memory
3
violations
3
Bayesian decision making
2
Exchange rates
2
Korean tourist arrivals
2
Markov switching
2
Risk management
2
Value-at-Risk
2
conditional value-at-risk
2
economic interlinkages
2
elliptical distributions
2
extreme value theory
2
jump-induced variance
2
model averaging
2
portfolio choice
2
portfolio optimization
2
smooth transition
2
stochastic volatility
2
Asian economic and financial crisis
1
Basel accord penalties
1
Bayesian analysis
1
CAViaR model
1
ENSO
1
Econometric modelling
1
Exchange Rates
1
Expected Shortfall
1
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
1
Language
All
English
1
Author
All
Fidrmuc, Jarko
1
Horváth, Roman
1
Institution
All
CESifo
Erasmus University Rotterdam, Econometric Institute
Institut ekonomických studií, Univerzita Karlova v Praze
1
Published in...
All
CESifo Working Paper Series
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility of Exchange Rates in Selected New EU Members: Evidence from Daily Data
Fidrmuc, Jarko
;
Horváth, Roman
-
CESifo
-
2007
, and Slovakia) using
GARCH
and TARCH models between 1999 and 2006. Despite these countries adopted inflation targeting …
Persistent link: https://www.econbiz.de/10005765724
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
