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 letters"
~isPartOf:"Journal of forecasting"
~person:"Da Veiga, Bernardo"
~person:"Li, Chenxing"
~person:"Maheu, John M."
~subject:"ARCH model"
~subject:"Statistical distribution"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Statistical distribution
Risikomaß
3
Risk measure
3
ARCH-Modell
2
Forecasting model
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Basel Accord
1
Basler Akkord
1
Beta risk
1
Betafaktor
1
Börsenkurs
1
CAPM
1
Capital income
1
Kapitaleinkommen
1
Multivariate Analyse
1
Multivariate analysis
1
Share price
1
Statistische Verteilung
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
beta dynamics
1
co-jump
1
jumps
1
multinomial
1
multivariate GARCH
1
value at risk
1
more ...
less ...
Online availability
All
Undetermined
1
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
Da Veiga, Bernardo
Li, Chenxing
Maheu, John M.
Chen, Cathy W. S.
2
Gerlach, Richard
2
Lin, Edward M. H.
2
Wang, Chao
2
Ardia, David
1
Chan, Stephen
1
Chen, Qihao
1
Cheng, Wai-yan
1
Cheng, Yihan
1
Choi, Ji-Eun
1
Choi, Pilsun
1
Chong, James
1
Choudhry, Taufiq
1
Dempsey, Michael
1
Dendramis, Yiannis
1
Diao, Xundi
1
Hoogerheide, Lennart F.
1
Hsu Ku, Yuan-Hung
1
Hu, Yu-pin
1
Huang, Hai
1
Huang, Tara F. J.
1
Huang, Wei-Qiang
1
Huang, Zhuo
1
Iqbal, Farhat
1
Kabir, M. Humayun
1
Ke, Tsung-han
1
Liang, Fang
1
Liu, Peipei
1
Louzis, Dimitrios P.
1
Lu, Zu-di
1
Lönnbark, Carl
1
McAleer, Michael
1
Min, Insik
1
Mittnik, Stefan
1
Mozumder, Sharif
1
Mukherjee, Kanchan
1
Nadarajah, Saralees
1
more ...
less ...
Published in...
All
Applied economics letters
Journal of forecasting
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Econometric Institute research papers
1
Journal of empirical finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting value-at-risk with a parsimonious Portfolio Spillover GARCH (PS-GARCH) model
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003738381
Saved in:
2
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
