//--> //--> //--> //-->
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:"Economic modelling"
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
Market risk models for intrada...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
341
Volatilität
339
United States
281
USA
280
Börsenkurs
254
Share price
254
Estimation
230
Schätzung
230
Theorie
203
Theory
203
Aktienmarkt
162
Stock market
162
ARCH model
155
ARCH-Modell
155
Capital income
130
Kapitaleinkommen
130
Time series analysis
91
Zeitreihenanalyse
91
Welt
89
World
89
China
87
Forecasting model
85
Prognoseverfahren
85
Financial crisis
71
Finanzkrise
71
Risikomaß
71
Risk measure
71
Geldpolitik
66
Monetary policy
66
Spillover effect
63
Spillover-Effekt
63
Oil price
62
Ölpreis
62
Risk
61
Exchange rate
60
Risiko
60
Wechselkurs
60
Cointegration
56
Kointegration
56
Portfolio selection
53
more ...
less ...
Online availability
All
Undetermined
473
Free
2
Type of publication
All
Article
824
Type of publication (narrower categories)
All
Article in journal
824
Aufsatz in Zeitschrift
824
Conference paper
3
Konferenzbeitrag
3
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
824
Author
All
Ma, Feng
8
Arouri, Mohamed
7
Gupta, Rangan
7
Narayan, Paresh Kumar
6
Todorova, Neda
6
Zhang, Wei
6
Zhang, Yaojie
6
Lee, Chien-chiang
5
Nguyen, Duc Khuong
5
Shen, Dehua
5
Wang, Yudong
5
Yang, Chunpeng
5
Gil-Alaña, Luis A.
4
Hamori, Shigeyuki
4
Iglesias, Emma M.
4
Kumar, Dilip
4
Li, Bin
4
Liu, Li
4
Mishra, Sagarika
4
Pal, Debdatta
4
Whalley, John
4
Wu, Chongfeng
4
Balcilar, Mehmet
3
Beckmann, Joscha
3
Ben Ameur, Hachmi
3
Caporale, Guglielmo Maria
3
Cheffou, Abdoulkarim Idi
3
Chen, Shyh-Wei
3
Chevallier, Julien
3
Cross, Jamie
3
Czudaj, Robert
3
Dixon, Peter B.
3
Dufrénot, Gilles
3
Fousekis, Panajiotis
3
Hammoudeh, Shawkat
3
Hatemi-J, Abdulnasser
3
Huang, Ho-chuan
3
Huang, Zhuo
3
Jawadi, Fredj
3
Kim, Hyeongwoo
3
more ...
less ...
Published in...
All
Economic modelling
Working paper / National Bureau of Economic Research, Inc.
11,962
NBER working paper series
4,412
The American economic review
2,459
Discussion paper / Centre for Economic Policy Research
2,175
NBER Working Paper
2,123
Discussion paper series / IZA
1,870
Applied economics
1,855
Journal of banking & finance
1,790
The journal of finance : the journal of the American Finance Association
1,762
American journal of agricultural economics
1,589
The review of financial studies
1,514
The review of economics and statistics
1,477
Working paper
1,424
Journal of financial economics
1,315
Economics letters
1,301
Finance research letters
1,275
Energy economics
1,197
The journal of futures markets
1,123
International review of financial analysis
1,084
Journal of financial and quantitative analysis : JFQA
1,055
Applied economics letters
1,023
CESifo working papers
1,006
Finance and economics discussion series
954
Economic review
944
IZA Discussion Papers
941
Southern economic journal
904
Economic inquiry : journal of the Western Economic Association International
880
International review of economics & finance : IREF
875
Monthly labor review : MLR
860
National tax journal
853
Applied financial economics
839
Journal of money, credit and banking : JMCB
818
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
788
Journal of human resources : JHR
765
European journal of operational research : EJOR
730
Journal of political economy
711
The journal of economic perspectives : EP ; a journal of the American Economic Association
710
The North American journal of economics and finance : a journal of financial economics studies
698
Journal of econometrics
657
more ...
less ...
Source
All
ECONIS (ZBW)
824
Showing
1
-
10
of
824
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Translating financial integration into correlation risk : a weekly reporting's viewpoint for the
volatility
behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
2
Returns, correlations, and volatilities in equity markets : evidence from six OECD countries during the US financial crisis
Kim, Hyun Seok
;
Min, Hong-ghi
;
McDonald, Judith Ann
- In:
Economic modelling
59
(
2016
),
pp. 9-22
Persistent link: https://www.econbiz.de/10011647590
Saved in:
3
Information transmission between U.S. and China index futures markets : an asymmetric DCC GARCH approach
Hou, Yang
;
Li, Steven
- In:
Economic modelling
52
(
2016
),
pp. 884-897
Persistent link: https://www.econbiz.de/10011643072
Saved in:
4
Volatility
in asset prices and long-run wealth effect estimates
Alexandre, Fernando
;
Baç~ao, Pedro
;
Gabriel, Vasco J.
- In:
Economic modelling
24
(
2007
)
6
,
pp. 1048-1064
Persistent link: https://www.econbiz.de/10003569086
Saved in:
5
Volatility
transmission between oil prices and banks' stock prices as a new source of instability : lessons from the United States experience
Ehouman, Yao Axel
- In:
Economic modelling
91
(
2020
),
pp. 198-217
Persistent link: https://www.econbiz.de/10012429033
Saved in:
6
Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market
Su, Jung-bin
- In:
Economic modelling
46
(
2015
),
pp. 204-224
Persistent link: https://www.econbiz.de/10011436595
Saved in:
7
Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets
Changqing, Luo
;
Chi, Xie
;
Cong, Yu
;
Yan, Xu
- In:
Economic modelling
51
(
2015
),
pp. 657-671
Persistent link: https://www.econbiz.de/10011476241
Saved in:
8
Energy price transmissions during extreme movements
Joëts, Marc
- In:
Economic modelling
40
(
2014
),
pp. 392-399
Persistent link: https://www.econbiz.de/10010425586
Saved in:
9
Realized
volatility
models and alternative Value-at-Risk prediction strategies
Louzis, Dimitrios P.
;
Xanthopoulos-Sisinis, Spyros
; …
- In:
Economic modelling
40
(
2014
),
pp. 101-116
Persistent link: https://www.econbiz.de/10010425716
Saved in:
10
Testing for Granger causality in distribution tails : an application to oil markets integration
Candelon, Bertrand
;
Joëts, Marc
;
Tokpavi, Sessi
- In:
Economic modelling
31
(
2013
),
pp. 276-285
Persistent link: https://www.econbiz.de/10009729103
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->