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:"Maheu, John M."
~subject:"Statistical distribution"
~subject:"Systemrisiko"
~subject:"expected shortfall"
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
Systemrisiko
expected shortfall
ARCH model
1
ARCH-Modell
1
Beta risk
1
Betafaktor
1
Börsenkurs
1
CAPM
1
Capital income
1
Kapitaleinkommen
1
Multivariate Analyse
1
Multivariate analysis
1
Portfolio selection
1
Portfolio-Management
1
Risikomaß
1
Risk measure
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
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Maheu, John M.
Strobel, Frank
3
Gerlach, Richard
2
Jiang, Cuixia
2
Wang, Chao
2
Xu, Qifa
2
Almudhaf, Fahad
1
Caporin, Massimiliano
1
Chan, Stephen
1
Chen, Cathy W. S.
1
Chen, Lu
1
Chen, Qihao
1
Chen, Shan
1
Cheng, Yihan
1
Choe, Geon Ho
1
Choi, Pilsun
1
Choi, So Eun
1
Choudhry, Taufiq
1
Cummins, Mark
1
Dempsey, Michael
1
Dendramis, Yiannis
1
Esposito, Francesco P.
1
Fang, Yan
1
Fatnassi, Ibrahim
1
Hammami, Yacine
1
Huang, Chuangxia
1
Huang, Hai
1
Huang, Tara F. J.
1
Huang, Zhuo
1
Jang, Hyun Jin
1
Jian, Zhihong
1
Kabir, M. Humayun
1
Li, Chenxing
1
Li, Jian
1
Liang, Fang
1
Lin, Edward M. H.
1
Liu, Shuting
1
Liu, Yezheng
1
Liu, Yinglin
1
Liu, Zhifeng
1
Lu, Haisong
1
more ...
less ...
Published in...
All
Applied economics letters
Journal of forecasting
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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...
