//--> //--> //-->
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
~subject:"ARCH model"
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
Interval linear systems: the s...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
ARCH-Modell
1
Asian option
1
Black-Scholes model
1
Black-Scholes-Modell
1
CAViaR model
1
Estimation theory
1
Experiment
1
Finance
1
Forecasting model
1
Human Mortality Database
1
Lee-Carter model
1
Mortality
1
Multi-population mortality modelling
1
Multivariate Verteilung
1
Multivariate distribution
1
Multivariate time series
1
Neural networks
1
Neuronale Netze
1
Option pricing
1
Parallel computing
1
Prognoseverfahren
1
Regression analysis
1
Regressionsanalyse
1
Risikomaß
1
Risk measure
1
Schätztheorie
1
Sterblichkeit
1
Stochastic volatility
1
Theorie
1
Theory
1
Time series analysis
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Conference paper
1
Konferenzbeitrag
1
Language
All
English
1
Author
All
Corsaro, Stefania
1
De Luca, Giovanni
1
Rivieccio, Giorgia
1
Published in...
All
The European journal of finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Value-at-Risk dynamics : a copula-VAR approach
De Luca, Giovanni
;
Rivieccio, Giorgia
;
Corsaro, Stefania
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 223-237
Persistent link: https://www.econbiz.de/10012207202
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->