//--> //--> //-->
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:"International review of financial analysis"
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
Trade transparency and trading...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
4
ARCH-Modell
4
Volatility
4
Volatilität
4
Estimation
3
Schätzung
3
Aktienmarkt
2
Börsenkurs
2
Correlation
2
Expected shortfall
2
Forecasting model
2
Korrelation
2
Oil price
2
Prognoseverfahren
2
Risikomaß
2
Risk measure
2
Share price
2
Stock market
2
Value-at-risk
2
Volatility forecasting
2
Ölpreis
2
Aktienindex
1
Basel Accord
1
Basel II
1
Basel III
1
Basler Akkord
1
Capital income
1
Cointegration
1
Conditional volatility
1
DCC-GARCH
1
Diag-BEKK
1
Dynamic correlation
1
Exchange rate
1
Forecasting accuracy
1
GARCH
1
Intra-day data
1
Kapitaleinkommen
1
Kointegration
1
Long memory
1
Multi-period forecasting
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Undetermined
2
Author
All
Degiannakis, Stavros
6
Floros, Christos
4
Filis, George
3
Dent, Pamela
2
Boldanov, Rustam
1
Potamia, Artemis
1
Published in...
All
International review of financial analysis
Working Paper / Bank of Greece
9
Applied economics
5
Applied financial economics
5
Bank of Greece Working Paper
5
Economic modelling
4
Energy economics
4
Journal of international financial markets, institutions & money
4
Research in international business and finance
4
The energy journal
4
Edinburgh School of Law Research Paper
3
Global finance journal
3
International journal of computational economics and econometrics
3
Managerial finance
3
Working Papers / Bank of Greece
3
Applied Financial Economics
2
Applied Financial Economics Letters
2
Applied financial economics letters
2
CESifo DICE Report
2
Global Policy
2
International Review of Financial Analysis
2
Journal of Forecasting
2
Journal of International Financial Markets, Institutions and Money
2
Journal of forecasting
2
Managerial Finance
2
Review of quantitative finance and accounting
2
Scottish Journal of Political Economy
2
University of Hong Kong Faculty of Law Research Paper
2
ADB Economics Working Paper Series
1
ADB economics working paper series
1
Analyzing the cumulative impact of regulatory reform : the new international financial system
1
Applied Economics
1
Applied economics letters
1
Asian Development Bank Economics Working Paper Series
1
BWPI working paper
1
Brooks World Poverty Institute Working Paper Series
1
CEPR Discussion Papers
1
CEPS policy insights
1
CESifo DICE report : journal for institutional comparisons
1
CESifo DICE report : journal for institutional comparisons ; the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
OLC EcoSci
2
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam
;
Degiannakis, Stavros
;
Filis, George
- In:
International review of financial analysis
48
(
2016
),
pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
Saved in:
2
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
3
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
Saved in:
4
Dynamic correlation between stock market and oil prices : the case of oil-importing and oil-exporting countries
Filis, George
;
Degiannakis, Stavros
;
Floros, Christos
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 152-164
Persistent link: https://www.econbiz.de/10009295790
Saved in:
5
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10010092464
Saved in:
6
Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries
Filis, George
;
Degiannakis, Stavros
;
Floros, Christos
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 152-165
Persistent link: https://www.econbiz.de/10009015574
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->