//--> //--> //-->
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:"Econometric Institute research papers"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH-Modell"
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
The ultimate trade-off
Similar by person
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Time series analysis
8
Zeitreihenanalyse
8
Risikomaß
6
Risk measure
6
Volatility
6
Volatilität
6
ARCH model
5
Portfolio selection
4
Portfolio-Management
4
Capital market returns
3
Credit risk
3
Estimation
3
Exchange rate
3
Großbritannien
3
Kapitalmarktrendite
3
Kreditrisiko
3
Schätzung
3
Theorie
3
Theory
3
USA
3
United Kingdom
3
United States
3
Wechselkurs
3
Ausreißer
2
Basel Accord
2
Basler Akkord
2
Bibliometrics
2
Bibliometrie
2
Börsenkurs
2
Cointegration
2
Credit derivative
2
Econometrics
2
Estimating functions
2
Estimation theory
2
Financial crisis
2
Finanzkrise
2
Hedge fund
2
Hedgefonds
2
Inflation targeting
2
more ...
less ...
Online availability
All
Free
3
Undetermined
1
Type of publication
All
Book / Working Paper
3
Article
2
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
5
Author
All
Allen, David E.
5
McAleer, Michael
3
Powell, Robert
3
Singh, Abhay Kumar
3
Chan, Jennifer So-kuen
1
Kok Haur Ng
1
Kooi Huat Ng
1
Peiris, Shelton
1
more ...
less ...
Published in...
All
Econometric Institute research papers
The North American journal of economics and finance : a journal of financial economics studies
Discussion paper / Tinbergen Institute
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
Applied economics
2
Journal of risk and financial management : JRFM
2
Annals of financial economics
1
Discussion paper / UTAS, School of Economics and Finance
1
International review of economics & finance : IREF
1
Risks : open access journal
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
Saved in:
2
EVT and tail-risk modelling : evidence from market indices and volatility series
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 355-369
Persistent link: https://www.econbiz.de/10010367580
Saved in:
3
Efficient modelling and forecasting with range based volatility models and its application
Kok Haur Ng
;
Peiris, Shelton
;
Chan, Jennifer So-kuen
; …
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 448-460
Persistent link: https://www.econbiz.de/10011938162
Saved in:
4
Theoretical and empirical differences between diagonal and full BEKK for risk management
Allen, David E.
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011734887
Saved in:
5
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2016
Persistent link: https://www.econbiz.de/10011823323
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->