//--> //--> //--> //-->
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:"Economics letters"
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
VaR and persistence of risk sh...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
246
Volatilität
246
Theorie
233
Theory
233
Schock
227
Shock
227
VAR model
165
VAR-Modell
165
Estimation
135
Schätzung
135
ARCH model
109
ARCH-Modell
109
Geldpolitik
95
Monetary policy
95
Business cycle
84
Konjunktur
84
Time series analysis
81
Zeitreihenanalyse
81
USA
73
United States
73
Virtual currency
65
Virtuelle Währung
65
Estimation theory
63
Schätztheorie
63
Börsenkurs
62
Risk
62
Share price
62
Risiko
61
Capital income
54
Kapitaleinkommen
54
Welt
50
World
50
Bitcoin
45
Forecasting model
41
Prognoseverfahren
41
Impact assessment
40
Inflation
40
Wirkungsanalyse
40
Exchange rate
34
Wechselkurs
34
more ...
less ...
Online availability
All
Undetermined
363
Type of publication
All
Article
659
Type of publication (narrower categories)
All
Article in journal
657
Aufsatz in Zeitschrift
657
Language
All
English
659
Author
All
Urquhart, Andrew
9
Gupta, Rangan
7
Shin, Dong-wan
7
Corbet, Shaen
5
Lütkepohl, Helmut
5
Castelnuovo, Efrem
4
Demirer, Rıza
4
Fève, Patrick
4
Grobys, Klaus
4
Hwang, Y.
4
Kapetanios, George
4
Karanasos, Menelaos
4
Krämer, Walter
4
Spagnolo, Nicola
4
Österholm, Pär
4
Adra, Samer
3
Caggiano, Giovanni
3
Conrad, Christian
3
Cubadda, Gianluca
3
Dimitrakopoulos, Stefanos
3
Hecq, Alain W. J.
3
Herwartz, Helmut
3
Hwang, Eunju
3
James, Jonathan G.
3
Katsiampa, Paraskevi
3
Kim, So-yŏng
3
Koutmos, Dimitrios
3
Lawler, Phillip
3
Lucey, Brian M.
3
Suardi, Sandy
3
Taylor, Mark P.
3
Weber, Enzo
3
Wohltmann, Hans-Werner
3
Yin, Libo
3
Alfarano, Simone
2
Ardia, David
2
Balaban, Ercan
2
Bariviera, Aurelio Fernández
2
Bewley, Ronald A.
2
Blackburn, Keith
2
more ...
less ...
Published in...
All
Economics letters
NBER working paper series
1,235
Working paper / National Bureau of Economic Research, Inc.
1,120
NBER Working Paper
1,051
Finance research letters
935
Energy economics
864
Applied economics
776
Economic modelling
763
Discussion paper / Centre for Economic Policy Research
741
Journal of banking & finance
675
Working paper
655
International review of financial analysis
612
CESifo working papers
565
Journal of econometrics
550
International review of economics & finance : IREF
546
IMF working papers
536
Journal of international money and finance
499
Applied economics letters
465
The North American journal of economics and finance : a journal of financial economics studies
459
Working paper series / European Central Bank
444
Research in international business and finance
425
Journal of economic dynamics & control
419
The journal of futures markets
416
ECB Working Paper
403
Discussion papers / CEPR
397
Journal of international financial markets, institutions & money
387
Applied financial economics
355
Discussion paper / Tinbergen Institute
353
Journal of empirical finance
351
Journal of risk and financial management : JRFM
328
International journal of theoretical and applied finance
304
International journal of forecasting
291
Journal of monetary economics
284
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
282
Insurance / Mathematics & economics
281
Discussion paper series / IZA
280
Discussion paper
277
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
271
International Journal of Energy Economics and Policy : IJEEP
260
CESifo Working Paper
258
more ...
less ...
Source
All
ECONIS (ZBW)
659
Showing
1
-
10
of
659
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Oil price shocks and stock return
volatility
: new evidence based on
volatility
impulse response analysis
Eraslan, Sercan
;
Ali, Faek Menla
- In:
Economics letters
172
(
2018
),
pp. 59-62
Persistent link: https://www.econbiz.de/10012022066
Saved in:
2
Asymmetric
volatility
in
cryptocurrencies
Baur, Dirk G.
;
Dimpfl, Thomas
- In:
Economics letters
173
(
2018
),
pp. 148-151
Persistent link: https://www.econbiz.de/10012022970
Saved in:
3
Return and
volatility
spillovers among
cryptocurrencies
Koutmos, Dimitrios
- In:
Economics letters
173
(
2018
),
pp. 122-127
Persistent link: https://www.econbiz.de/10012022954
Saved in:
4
GARCH models for daily stock returns : impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Economics letters
123
(
2014
)
2
,
pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
Saved in:
5
Cryptocurrencies
and stock market fluctuations
Musholombo, Bashige
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506904
Saved in:
6
Bitcoin risk modeling with blockchain graphs
Akcora, Cuneyt Gurcan
;
Dixon, Matthew F.
;
Gel, Yulia R.
; …
- In:
Economics letters
173
(
2018
),
pp. 138-142
Persistent link: https://www.econbiz.de/10012022965
Saved in:
7
Portfolio management with
cryptocurrencies
: the role of estimation risk
Platanakis, Emmanouil
;
Urquhart, Andrew
- In:
Economics letters
177
(
2019
),
pp. 76-80
Persistent link: https://www.econbiz.de/10012121498
Saved in:
8
Liquidity uncertainty and Bitcoin's market microstructure
Koutmos, Dimitrios
- In:
Economics letters
172
(
2018
),
pp. 97-101
Persistent link: https://www.econbiz.de/10012022065
Saved in:
9
Volatility
estimation for Bitcoin : a comparison of GARCH models
Katsiampa, Paraskevi
- In:
Economics letters
158
(
2017
),
pp. 3-6
Persistent link: https://www.econbiz.de/10011849728
Saved in:
10
The destabilising effects of cryptocurrency cybercriminality
Corbet, Shaen
;
Cumming, Douglas J.
;
Lucey, Brian M.
; …
- In:
Economics letters
191
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012507992
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...
//-->