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:"Applied economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH-Modell"
~subject:"Portfolio-Management"
~subject:"Schätzung"
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
The ultimate trade-off
Similar by person
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Portfolio-Management
Schätzung
Volatility
5
Volatilität
5
ARCH model
4
Börsenkurs
4
Share price
4
Time series analysis
4
Zeitreihenanalyse
4
Estimation
3
Großbritannien
3
Risikomaß
3
Risk measure
3
Theorie
3
Theory
3
United Kingdom
3
Aktienindex
2
Aktienmarkt
2
Ausreißer
2
Estimating functions
2
Japan
2
Outliers
2
Risk management
2
Statistical distribution
2
Statistische Verteilung
2
Stock index
2
Stock market
2
1980-1983
1
1982-2000
1
1983
1
Asymmetry
1
Autoregressive conditional duration
1
Außenhandelsfinanzierung
1
BEKK
1
Bibliometrics
1
Bibliometrie
1
Bio
1
CVaR
1
Capital income
1
Capital market returns
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Allen, David E.
7
Singh, Abhay Kumar
5
McAleer, Michael
3
Powell, Robert
3
Kok Haur Ng
2
Peiris, Shelton
2
Chan, Jennifer So-kuen
1
Chang, Chia-Lin
1
Kooi Huat Ng
1
more ...
less ...
Published in...
All
Applied economics
The North American journal of economics and finance : a journal of financial economics studies
School of Accounting, Finance and Economics & FEMARC working paper series
27
Discussion paper / Tinbergen Institute
12
Econometric Institute research papers
8
Journal of risk and financial management : JRFM
5
Working paper
4
Financial analysts journal : FAJ
3
Applied financial economics
2
School of Economics and Finance working paper series
2
Working paper series / School of Economics and Finance, Curtin University of Technology
2
Advances in Pacific Basin financial markets
1
Annals of financial economics
1
Cambridge working papers in economics
1
Discussion paper / UTAS, School of Economics and Finance
1
Econometric reviews
1
Emerging markets and sovereign risk
1
Financial risk and financial risk management
1
Global business & economics review
1
IRIC discussion paper series
1
International review of economics & finance : IREF
1
Journal of empirical finance
1
Management accounting in inflation series
1
Pacific-Basin finance journal
1
Review of Pacific Basin financial markets and policies
1
Risks : open access journal
1
School of Finance and Business Economics working paper series
1
Selected papers from the Fifth Annual PACAP Finance Conference held in Malaysia
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
Working paper series / Curtin University of Technology, Curtin Business School, School of Economics and Finance and the Economic and Financial Research Unit / School of Economics and Finance, Curtin University of Technology
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
EVT and tail-risk modelling : evidence from market indices and volatility series
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 355-369
Persistent link: https://www.econbiz.de/10010367580
Saved in:
2
Estimating and simulating Weibull models of risk or price durations : an application to ACD models
Allen, David E.
;
Kok Haur Ng
;
Peiris, Shelton
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 214-225
Persistent link: https://www.econbiz.de/10009779281
Saved in:
3
Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar
;
Allen, David E.
;
Powell, Robert
- In:
Applied economics
49
(
2017
)
45
,
pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
Saved in:
4
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
5
Efficient modelling and forecasting with range based volatility models and its application
Kok Haur Ng
;
Peiris, Shelton
;
Chan, Jennifer So-kuen
; …
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 448-460
Persistent link: https://www.econbiz.de/10011938162
Saved in:
6
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
- In:
Applied economics
51
(
2019
)
30
,
pp. 3212-3235
Persistent link: https://www.econbiz.de/10012196823
Saved in:
7
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
