//--> //--> //-->
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:"Journal of banking & finance"
~person:"Alexander, Carol"
~subject:"ARCH-Modell"
~subject:"Stochastischer Prozess"
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
Child care subsidies, quality,...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Stochastischer Prozess
Theorie
3
Theory
3
Volatility
2
Volatilität
2
ARCH model
1
Estimation theory
1
Exchange rate risk
1
Hedging
1
Market risk
1
Markov chain
1
Markov-Kette
1
Marktrisiko
1
Option pricing theory
1
Optionspreistheorie
1
Risikomaß
1
Risk measure
1
Schätztheorie
1
Stochastic process
1
USA
1
United States
1
Währungsrisiko
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Alexander, Carol
Branger, Nicole
3
Christiansen, Charlotte
2
Duan, Jin-Chuan
2
Kaeck, Andreas
2
Weiß, Gregor
2
Alexandros, Gabrielsen
1
Alizadeh-Masoodian, Amir H.
1
Anand, Abhinav
1
Aramonte, Sirio
1
Asgharian, Hossein
1
Backwell, Alex
1
Baldeaux, Jan
1
Bali, Turan G.
1
Bartram, Söhnke M.
1
Berger, Tino
1
Blanchet-Scalliet, Christophette
1
Boucher, Christophe
1
Brooks, Chris
1
Caporale, Guglielmo Maria
1
Casassus, Jaime
1
Cerrato, Mario
1
Chavez-Demoulin, Valerie
1
Chen, An-sing
1
Chevapatrakul, Thanaset
1
Chrétien, Stéphane
1
Clare, Andrew D.
1
Collin-Dufresne, Pierre
1
Cordis, Adriana S.
1
D'Ecclesia, Rita L.
1
Daníelsson, Jón
1
Dark, Jonathan
1
De Nard, Gianluca
1
De Peretti, Philippe
1
Denuit, Michel
1
Diop, Awa
1
Dorn, Jochen
1
Engle, Robert F.
1
Erdemlioglu, Deniz
1
Escobar, Marcos
1
more ...
less ...
Published in...
All
Journal of banking & finance
Discussion paper / ICMA Centre, Henley Business School, University of Reading
3
International journal of forecasting
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
ICMA Centre Discussion Papers in Finance
1
ICMA Centre Discussion Papers in Finance DP
1
ICMA Centre Discussion Papers in Finance DP 2011-08
1
Quantitative finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
Saved in:
2
Developing a stress testing framework based on market risk models
Alexander, Carol
;
Sheedy, Elizabeth A.
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2220-2236
Persistent link: https://www.econbiz.de/10003778713
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->