//--> //--> //-->
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:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic behavior & organization : JEBO"
~person:"Chang, Chia-Lin"
~subject:"ARCH model"
~subject:"Anlageverhalten"
~subject:"Autokorrelation"
~subject:"Bildungsertrag"
~subject:"Capital income"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
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
Bounded rationality and compet...
Similar by subject
Narrow search
Delete all filters
| 20 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Anlageverhalten
Autokorrelation
Bildungsertrag
Capital income
EU-Staaten
Estimation
Innovation
Kapitaleinkommen
Schätzung
Structural innovations
Welt
Ökonometrisches Modell
Asymmetry
1
Basel Accord
1
Basel III Accord
1
Basler Akkord
1
Capital market returns
1
Correlation
1
Daily capital charges
1
Dynamic covariance matrix
1
Financial crisis
1
Finanzkrise
1
Finite sample properties
1
Forecasting performance
1
Global financial crisis
1
Higher-moment spillovers
1
Kapitalmarktrendite
1
Korrelation
1
Long memory
1
Matrix-exponential transformation
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Optimizing strategy
1
Portfolio selection
1
Portfolio-Management
1
Realized conditional covariances
1
Realized stochastic covariances
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Spillover effect
1
Spillover-Effekt
1
Stochastic dominance
1
Stochastic process
1
Stochastic volatility
1
Stochastische Volatilität
1
Stochastischer Prozess
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Chang, Chia-Lin
Hallin, Marc
4
Asai, Manabu
3
Aït-Sahalia, Yacine
3
Barigozzi, Matteo
3
Beckmann, Joscha
3
He, Xue-zhong
3
Herwartz, Helmut
3
Hwang, Jungbin
3
Lugovskyy, Volodymyr
3
McAleer, Michael
3
Phillips, Peter C. B.
3
Spyrou, Spyros I.
3
Su, Liangjun
3
Xiu, Dacheng
3
Zhang, Zhengjun
3
Angerer, Martin
2
Barnett, William A.
2
Berggren, Niclas
2
Bjørnskov, Christian
2
Cavaliere, Giuseppe
2
Chen, Rong
2
Czudaj, Robert
2
Diebold, Francis X.
2
Diewert, Walter E.
2
Frühwirth-Schnatter, Sylvia
2
Gao, Jiti
2
Hong, Yongmiao
2
Kim, Dukpa
2
Li, Kai
2
Liao, Yuan
2
Ling, Shiqing
2
Maasoumi, Esfandiar
2
Makrychoriti, Panagiota
2
Neugebauer, Tibor
2
Oka, Tatsushi
2
Pelger, Markus
2
Sasaki, Yuya
2
Schmitt, Noemi
2
Schorfheide, Frank
2
more ...
less ...
Published in...
All
CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Journal of economic behavior & organization : JEBO
Economics letters
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance research letters
1
International journal of innovation and technology management
1
International review of economics & finance : IREF
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
Saved in:
2
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->