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:"Li, Chenxing"
~person:"Maheu, John M."
~person:"Trung Hai Le"
~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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Statistical distribution
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
Capital income
2
Kapitaleinkommen
2
Risikomaß
2
Risk measure
2
Share price
2
Statistische Verteilung
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
value at risk
2
Beta risk
1
Betafaktor
1
CAPM
1
Emerging economies
1
Estimation
1
Forecasting model
1
GARCH models
1
Method of moments
1
Momentenmethode
1
Multivariate Analyse
1
Multivariate analysis
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Schwellenländer
1
Schätzung
1
beta dynamics
1
co-jump
1
emerging markets
1
expected shortfall
1
jumps
1
multinomial
1
multivariate GARCH
1
time-varying higher moments
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
Li, Chenxing
Maheu, John M.
Trung Hai Le
Gerlach, Richard
2
Wang, Chao
2
Chan, Stephen
1
Chen, Qihao
1
Cheng, Yihan
1
Choi, Pilsun
1
Choudhry, Taufiq
1
Dempsey, Michael
1
Dendramis, Yiannis
1
Huang, Hai
1
Huang, Zhuo
1
Kabir, M. Humayun
1
Liang, Fang
1
Lu, Zu-di
1
Lönnbark, Carl
1
Min, Insik
1
Mittnik, Stefan
1
Mozumder, Sharif
1
Nadarajah, Saralees
1
Paolella, Marc S.
1
Polanski, Arnold
1
Spungin, Giles E.
1
Stoja, Evarist
1
Storti, Giuseppe
1
Strobel, Frank
1
Taylor, James W.
1
Trucíos, Carlos
1
Tzavalis, Elias
1
Wang, Man
1
more ...
less ...
Published in...
All
Applied economics letters
Journal of forecasting
The journal of risk finance : JRF
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
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...
