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
~isPartOf:"Agricultural finance review"
~isPartOf:"Energy economics"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of risk"
~person:"Zerilli, Paola"
~source:"econis"
~subject:"Stochastic process"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
ARCH model
2
ARCH-Modell
2
Capital income
2
Kapitaleinkommen
2
Leverage effect
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Aktienmarkt
1
Asymmetric Laplace distribution
1
Bayes-Statistik
1
Bayesian Markov chain Monte Carlo
1
Bayesian inference
1
Börsenkurs
1
CVaR
1
Conditional value-at-risk
1
Energy futures
1
High frequency data
1
Jumps
1
Markov chain
1
Markov-Kette
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Risikomaß
1
Risk measure
1
Share price
1
Stochastic volatility
1
Stochastic volatility model
1
Stock market
1
Theorie
1
Theory
1
VaR
1
Value-at-risk
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Zerilli, Paola
Baum, Christopher F.
2
Chen, Liyuan
2
Malekipirbazari, Milad
2
Pichler, Alois
2
Shapiro, Alexander
2
Valladão, Davi M.
2
Çavuş, Özlem
2
Abate, Arega Getaneh
1
Ackooij, Wim van
1
Ahmadi-Javid, Amir
1
Aktürk, M. Selim
1
Alem, Douglas
1
Alkhaleel, Basem A.
1
Ansaripoor, Amir H.
1
Ballestra, Luca Vincenzo
1
Baptista, Susana
1
Barbosa-Póvoa, Ana Paula
1
Bertsch, Valentin
1
Bistline, John E.
1
Blomvall, Jörgen
1
Bruni, Renato
1
Bushaj, Sabah
1
Butler, Andrew
1
Büyüktahtakın, İ. Esra
1
Campi, Marco C.
1
Cesarone, Francesco
1
Chaib, Karim
1
Chan, Jiun Hong
1
Cillo, Alessandra
1
Coqueret, Guillaume
1
Costa, Bernardo Freitas Paulo da
1
D'Innocenzo, Enzo
1
Delquié, Philippe
1
Escudero, Laureano F.
1
Espinoza, Daniel
1
Fallah-Tafti, Malihe
1
Fernández, Elena
1
Flower, Barry G.
1
Fontem, Belleh
1
more ...
less ...
Published in...
All
Agricultural finance review
Energy economics
European journal of operational research : EJOR
Journal of risk
Boston College working papers in economics
2
Source
All
ECONIS (ZBW)
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Leverage effects and stochastic volatility in spot oil returns : a Bayesian approach with VaR and
CVaR
applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
- In:
Energy economics
79
(
2019
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012172264
Saved in:
2
Stochastic volatility, jumps and leverage in energy and stock markets : evidence from high frequency data
Baum, Christopher F.
;
Zerilli, Paola
;
Chen, Liyuan
- In:
Energy economics
93
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012643307
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
