//--> //--> //-->
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"
~person:"Allen, Dave E."
~person:"Jeyasreedharan, Nagaratnam"
~person:"Powell, Robert"
~person:"Scharth, Marcel"
~subject:"ARCH-Modell"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz im Buch"
~type_genre:"Graue Literatur"
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
| 9 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Portfolio-Management
ARCH model
2
Capital market returns
2
Großbritannien
2
Kapitalmarktrendite
2
Multivariate Analyse
2
Multivariate analysis
2
Risikomaß
2
Risk measure
2
Schock
2
Shock
2
Time series analysis
2
United Kingdom
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Asset-liability management
1
Bank liquidity
1
Bankenliquidität
1
Basel Accord
1
Basler Akkord
1
Bilanzstrukturmanagement
1
Credit risk
1
Estimation
1
Europa
1
Europe
1
Kreditrisiko
1
Portfolio diversification
1
Portfolio selection
1
Portfoliodiversifikation
1
Schätzung
1
Spillover effect
1
Spillover-Effekt
1
Theorie
1
Theory
1
USA
1
United States
1
capital adequacy buffer model
1
capital buffer
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Aufsatz im Buch
Graue Literatur
Arbeitspapier
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Allen, Dave E.
Jeyasreedharan, Nagaratnam
Powell, Robert
Scharth, Marcel
Allen, David E.
7
McAleer, Michael
7
Singh, Abhay Kumar
5
Chang, Chia-Lin
1
Pérez Amaral, Teodosio
1
Published in...
All
Econometric Institute research papers
Discussion paper / Tinbergen Institute
4
School of Accounting, Finance and Economics & FEMARC working paper series
2
Discussion paper / UTAS, School of Economics and Finance
1
Emerging markets and sovereign risk
1
Working paper
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
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
Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432732
Saved in:
3
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...
//-->