//--> //--> //-->
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"
~isPartOf:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
~subject:"ARCH-Modell"
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
TWO-COMPONENT EXTREME VALUE DI...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Risikomaß
9
Risk measure
9
Forecasting model
4
Prognoseverfahren
4
Estimation
3
Portfolio selection
3
Portfolio-Management
3
Risikomanagement
3
Risk management
3
Schätzung
3
Capital income
2
Kapitaleinkommen
2
Measurement
2
Messung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Risiko
2
Risk
2
Statistical test
2
Statistischer Test
2
Theorie
2
Theory
2
USA
2
United States
2
ARCH model
1
Aktienmarkt
1
Ausreißer
1
Bid-ask spread
1
Börsenkurs
1
CCC-GARCH
1
Commodity derivative
1
Correlation
1
DCC-GARCH
1
Europa
1
Europe
1
Extremal Index
1
Geld-Brief-Spanne
1
Independence
1
Index
1
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Working Paper
1
Language
All
English
1
Author
All
Guhr, Thomas
1
Schmitt, Thilo A.
1
Schäfer, Rudi
1
Wied, Dominik
1
Published in...
All
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
Journal of risk and financial management : JRFM
16
Working papers
14
Discussion paper / Tinbergen Institute
8
Econometric Institute research papers
8
Risks : open access journal
8
CORE discussion paper : DP
7
International journal of economics and financial issues : IJEFI
7
CFS working paper series
6
Research paper series / Swiss Finance Institute
5
CORE discussion papers : DP
4
International Journal of Financial Studies : open access journal
4
Umeå economic studies
4
CESifo working papers
3
CIE working paper series
3
Financial innovation : FIN
3
IES working paper
3
International Journal of Energy Economics and Policy : IJEEP
3
Quantitative finance and economics
3
Revista Brasileira de Finanças : RBFin
3
Swiss Finance Institute Research Paper
3
Central European economic journal
2
DNB working papers
2
Documento de trabajo / Fundación de las Cajas de Ahorros
2
E-Finanse : finansowy kwartalnik internetowy
2
Quaderni - working paper DSE / Alma Mater Studiorum - Università di Bologna, Department of Economics
2
Quantitative finance
2
SFB 649 Discussion Paper
2
SFB 649 discussion paper
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
Administrative Sciences : open access journal
1
Bank of England Working Paper
1
Beiträge des Instituts für Empirische Wirtschaftsforschung
1
Borradores de economía
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
CAEPR working papers
1
CEA_372Cass working paper series
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
1
Center for Applied Economics & Policy Research Working Paper
1
Cogent business & management
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Spatial dependence in stock returns - local normalization and VaR forecasts
Schmitt, Thilo A.
;
Schäfer, Rudi
;
Wied, Dominik
;
Guhr, …
-
2013
Persistent link: https://www.econbiz.de/10009776181
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->