//--> //--> //-->
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 financial economics"
~isPartOf:"Journal of banking & finance"
~subject:"Geldpolitik"
~subject:"Theorie"
~subject:"Zeitreihenanalyse"
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
Modelling and predicting marke...
Similar by person
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Geldpolitik
Theorie
Zeitreihenanalyse
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
Estimation
2
Forecasting model
2
Prognoseverfahren
2
Schätzung
2
Share price
2
Statistical distribution
2
Statistische Verteilung
2
Volatility
2
Volatilität
2
Aktienmarkt
1
COVID-19
1
Capital income
1
Componentwise boosting
1
Correlation
1
Dynamic conditional correlations
1
EU countries
1
EU-Staaten
1
Emissions trading
1
Emissionshandel
1
Estimation theory
1
Exponential GARCH
1
Financial market
1
Financial market risk
1
Finanzmarkt
1
Forecasting
1
GARCH
1
Generalized hyperbolic distribution
1
Kapitaleinkommen
1
Korrelation
1
Multivariate Analyse
1
Multivariate GARCH
1
Multivariate analysis
1
Portfolio optimization
1
Portfolio selection
1
Portfolio-Management
1
Principal component analysis
1
Schätztheorie
1
more ...
less ...
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
Paolella, Marc S.
2
Haas, Markus
1
Mittnik, Stefan
1
Taschini, Luca
1
Published in...
All
Applied financial economics
Journal of banking & finance
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
19
CFS working paper series
14
Research paper series / Swiss Finance Institute
10
Swiss Finance Institute Research Paper
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
CFS Working Paper
4
Econometric reviews
3
Journal of econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
2
Econometrics : open access journal
2
Economics letters
2
Journal of economic dynamics & control
2
Quantitative Finanzwirtschaft : Schriftenreihe zu Statistik und Ökonometrie
2
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annals of financial economics
1
Annals of operations research
1
Applied economics letters
1
Asia-Pacific financial markets
1
Center for Quantitative Risk Analysis (CEQURA), Working Paper Number 19, 2018
1
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Diskussionsarbeit
1
Dynamic Modeling and Econometrics in Economics and Finance
1
Dynamic modeling and econometrics in economics and finance
1
Dynamic optimization in environmental economics
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic inquiry : journal of the Western Economic Association International
1
Empirical investigations of current monetary and fiscal policy issues
1
Finance research letters
1
Handbook of heavy tailed distributions in finance
1
IMF working papers
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Journal of financial stability
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling and predicting market risk with Laplace-Gaussian mixture distributions
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Applied financial economics
16
(
2006
)
15
,
pp. 1145-1162
Persistent link: https://www.econbiz.de/10003385575
Saved in:
2
An econometric analysis of emission allowance prices
Paolella, Marc S.
;
Taschini, Luca
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2022-2032
Persistent link: https://www.econbiz.de/10003778574
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->