//--> //--> //--> //-->
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"
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
On the consistent use of VaR i...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,527
Theory
1,527
Estimation
404
Schätzung
404
Portfolio selection
207
Portfolio-Management
207
USA
203
United States
202
VAR model
198
VAR-Modell
198
Time series analysis
121
Zeitreihenanalyse
121
Capital income
107
Kapitaleinkommen
107
Welt
105
World
105
Forecasting model
98
Prognoseverfahren
98
Großbritannien
95
United Kingdom
95
Geldpolitik
92
Monetary policy
92
Schock
92
Shock
92
Volatility
92
Volatilität
92
Börsenkurs
76
Share price
76
Cointegration
75
Kointegration
75
Economic growth
74
Wirtschaftswachstum
74
Risiko
73
Risk
72
Inflation
68
Aktienmarkt
65
Stock market
65
Exchange rate
61
Wechselkurs
61
ARCH model
54
more ...
less ...
Online availability
All
Undetermined
645
Free
17
Type of publication
All
Article
1,847
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
1,821
Aufsatz in Zeitschrift
1,821
Aufsatz im Buch
7
Book section
7
Collection of articles of several authors
2
Conference paper
2
Konferenzbeitrag
2
Sammelwerk
2
more ...
less ...
Language
All
English
1,849
Author
All
Moosa, Imad A.
11
Gupta, Rangan
10
Sengupta, Jati K.
9
Fabozzi, Frank J.
8
Gil-Alaña, Luis A.
8
Taylor, Mark P.
8
Hammoudeh, Shawkat
7
Tiwari, Aviral Kumar
7
Afonso, Oscar
6
Bahmani-Oskooee, Mohsen
6
Yoon, Seong-min
6
Blazsek, Szabolcs
5
Clements, Kenneth W.
5
Dalamagas, Basil A.
5
Gubareva, Mariya
5
McAleer, Michael
5
Ramiah, Vikash
5
Serletis, Apostolos
5
Shukur, Ghazi
5
Turner, Paul
5
Afonso, António
4
Bairam, Erkin İbrahim
4
Bonaparte, Yosef
4
Fernandez-Perez, Adrian
4
Goodwin, Barry K.
4
Grobys, Klaus
4
Hatemi-J, Abdulnasser
4
Hernandez, Jose Arreola
4
Kim, Jong-Min
4
Leybourne, Stephen James
4
Lien, Da-hsiang Donald
4
Lin, Jyh-horng
4
Roca, Eduardo
4
Silvapulle, Paramsothy
4
Sjölander, Pär
4
Tawadros, George B.
4
Allen, David E.
3
Apergēs, Nikolaos
3
Baffoe-Bonnie, John
3
Balcilar, Mehmet
3
more ...
less ...
Published in...
All
Applied economics
NBER working paper series
7,247
Working paper / National Bureau of Economic Research, Inc.
6,826
NBER Working Paper
6,495
Economics letters
5,554
European journal of operational research : EJOR
5,215
Discussion paper / Centre for Economic Policy Research
4,703
CESifo working papers
3,780
Working paper
3,025
Journal of economic theory
2,913
Journal of economic dynamics & control
2,580
Discussion paper / Tinbergen Institute
2,429
The American economic review
2,398
Computers & operations research : and their applications to problems of world concern ; an international journal
2,345
Journal of economic behavior & organization : JEBO
2,254
Discussion paper series / IZA
2,253
Europäische Hochschulschriften / 5
2,202
European economic review : EER
2,020
International journal of production research
2,001
Economic modelling
1,918
CESifo Working Paper
1,910
Discussion paper
1,907
SpringerLink / Bücher
1,883
Games and economic behavior
1,863
The economic journal : the journal of the Royal Economic Society
1,819
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,816
Journal of public economics
1,790
Journal of banking & finance
1,751
Journal of econometrics
1,745
Discussion paper / Center for Economic Research, Tilburg University
1,688
CESifo Working Paper Series
1,617
Management science : journal of the Institute for Operations Research and the Management Sciences
1,580
IMF working papers
1,575
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,521
IZA Discussion Paper
1,504
Journal of monetary economics
1,492
Discussion papers / CEPR
1,471
Public choice
1,393
International economic review
1,377
Social choice and welfare
1,320
more ...
less ...
Source
All
ECONIS (ZBW)
1,849
Showing
1
-
10
of
1,849
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio optimization through Kriging methods
Barrosa, Marcelo Rosário da
;
Salles, Arthur Valle
; …
- In:
Applied economics
48
(
2016
)
49/51
,
pp. 4894-4905
Persistent link: https://www.econbiz.de/10011641047
Saved in:
2
Transmission of shocks across global real estate and equity markets : an examination of the 2007-2008 housing crisis
Yunus, Nafeesa
- In:
Applied economics
50
(
2018
)
36
,
pp. 3899-3922
Persistent link: https://www.econbiz.de/10012060163
Saved in:
3
A structural Bayesian VAR for model-based fan charts
Österholm, Pär
- In:
Applied economics
40
(
2008
)
10/12
,
pp. 1557-1569
Persistent link: https://www.econbiz.de/10003743029
Saved in:
4
Estimating short and long-run relationships : a guide for the applied economist
Bhaskara Rao, Buddhavarapu
- In:
Applied economics
39
(
2007
)
13/15
,
pp. 1613-1625
Persistent link: https://www.econbiz.de/10003535027
Saved in:
5
Credit growth, monetary policy and economic activity in a three-regime TVAR model
Avdjiev, Stefan
;
Zeng, Zheng
- In:
Applied economics
46
(
2014
)
22/24
,
pp. 2936-2951
Persistent link: https://www.econbiz.de/10010417130
Saved in:
6
International stock market efficiency : a non-Bayesian time-varying model approach
Ito, Mikio
;
Noda, Akihiko
;
Wada, Tatsuma
- In:
Applied economics
46
(
2014
)
22/24
,
pp. 2744-2754
Persistent link: https://www.econbiz.de/10010417158
Saved in:
7
Common dynamics of nonenergy commodity prices and their relation to uncertainty
Poncela, Pilar
;
Senra, Eva
;
Sierra, Lya Paola
- In:
Applied economics
46
(
2014
)
28/30
,
pp. 3724-3735
Persistent link: https://www.econbiz.de/10010419943
Saved in:
8
Can the LR test be helpful in choosing the optimal lag order in the VAR model when information criteria suggest different lag orders?
Hatemi-J, Abdulnasser
;
Hacker, R. Scott
- In:
Applied economics
41
(
2009
)
7/9
,
pp. 1121-1125
Persistent link: https://www.econbiz.de/10003842340
Saved in:
9
Do market prices aggregate information about macroeconomic uncertainty (or risk)?
Cover, James Peery
;
Lee, Hye-Jin
- In:
Applied economics
47
(
2015
)
40/42
,
pp. 4511-4534
Persistent link: https://www.econbiz.de/10011295329
Saved in:
10
A simple test of exogeneity for recursively structured VAR models
Huh, Hyeon-seung
- In:
Applied economics
37
(
2005
)
20
,
pp. 2307-2313
Persistent link: https://www.econbiz.de/10003221489
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->