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ARCH model
Copula
594
derivatives
473
Multivariate Verteilung
451
Multivariate distribution
451
Derivat
426
copula
425
Derivative
424
Derivatives
414
Theorie
305
Theory
288
Hedging
172
Risk management
169
Portfolio-Management
150
Portfolio selection
147
Risikomanagement
145
Volatility
145
Volatilität
139
Risikomaß
111
Kapitaleinkommen
107
Risk measure
107
Capital income
106
Welt
99
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95
World
95
Option pricing theory
92
Optionspreistheorie
92
Schätzung
91
Statistical distribution
89
Estimation
87
Financial crisis
86
Credit risk
83
ARCH-Modell
82
Finanzkrise
82
risk management
81
Kreditrisiko
79
Zeitreihenanalyse
79
Time series analysis
72
hedging
72
Börsenkurs
71
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13
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75
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Non-commercial literature
4
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3
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3
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2
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2
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81
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Kim, Jong-Min
5
Hussain, Saiful Izzuan
3
Jung, Hojin
3
Li, Steven
3
Liu, Jinan
3
Serletis, Apostolos
3
Hwang, Sun Young
2
Karmakar, Madhusudan
2
Okimoto, Tatsuyoshi
2
So, Leh-Chyan
2
Trede, Mark
2
Xuan Vinh Vo
2
Afzal, Fahim
1
Anderson, David P.
1
Areola Hernandez, Jose
1
Argento, Pedro
1
Arsova, Antonia
1
Bai, Xiwen
1
Balamurugan, G.
1
Bartram, Söhnke M.
1
Benlagha, Noureddine
1
Berrisch, Jonathan
1
Bucio-Pacheco, Christian
1
Chang, Kuang-liang
1
Chen, Sihong
1
Chen, Yi-Hsuan
1
Chen, Yi-ting
1
Choudhury, Tonmoy
1
Cipollini, Fabrizio
1
Creal, Drew
1
Doman, Małgorzata
1
Doman, Ryszard
1
Duangthip Sirikanchanarak
1
Engle, Robert F.
1
Ennabli, Asma
1
Feng, Xiaoping
1
Ftiti, Zied
1
Gallo, Giampiero M.
1
Garmann, Sebastian
1
Giannopoulos, Kostas
1
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Applied economics
5
Economic modelling
3
International review of economics & finance : IREF
3
Risks : open access journal
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Finance research letters
2
Journal of banking & finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The European journal of finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Asia-Pacific journal of risk and insurance : APJRI
1
Asian journal of economics and banking : AJEB
1
CAMA working paper series
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Cambridge working papers in economics
1
Cogent economics & finance
1
Discussion paper / Tinbergen Institute
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
European journal of operational research : EJOR
1
Finance India : the quarterly journal of Indian Institute of Finance
1
Financial innovation : FIN
1
Financial markets and portfolio management
1
Global business & economics review
1
Insurance / Mathematics & economics
1
International journal of Islamic and Middle Eastern finance and management
1
International journal of bonds and derivatives
1
International journal of economics and finance
1
International journal of energy sector management
1
International journal of financial markets and derivatives
1
International review of financial analysis
1
Investment management and financial innovations
1
Journal of economics and finance : JEF
1
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ECONIS (ZBW)
81
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1
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1
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
2
Nonparametric estimation of the leverage effect : a trade-off between robustness and efficiency
Kalnina, Ilze
;
Xiu, Dacheng
-
2015
Persistent link: https://www.econbiz.de/10011419309
Saved in:
3
Pricing a bivariate option with copulas
Bucio-Pacheco, Christian
;
López Herrera, Francisco
; …
- In:
International journal of bonds and derivatives
4
(
2018
)
1
,
pp. 74-87
Persistent link: https://www.econbiz.de/10012253407
Saved in:
4
Correlation asymmetry and implication on hedging
Trabelsi, Abdelwahed
;
Ennabli, Asma
- In:
International journal of financial markets and derivatives
6
(
2017
)
1
,
pp. 30-56
Persistent link: https://www.econbiz.de/10011862371
Saved in:
5
A risk model to compute the volatility and the need for collateral margins in energy futures contracts in Brazil
Argento, Pedro
;
Klotzle, Marcelo Cabus
;
Pinto, Antônio …
- In:
International journal of energy sector management
16
(
2022
)
3
,
pp. 448-468
Persistent link: https://www.econbiz.de/10013345666
Saved in:
6
Category specific volatility check on
derivatives
introduction : Indian context
Kaṇṇan̲, Ki.
;
Balamurugan, G.
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
1
,
pp. 117-144
Persistent link: https://www.econbiz.de/10013349000
Saved in:
7
Dependent frequency-severity modeling of insurance claims
Shi, Peng
;
Feng, Xiaoping
;
Ivantsova, Anastasia
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 417-428
Persistent link: https://www.econbiz.de/10011398126
Saved in:
8
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
-
2010
representation as a time-varying heavy-tailed
copula
which is particularly useful if the interest focuses on dependence structures …
Persistent link: https://www.econbiz.de/10011380135
Saved in:
9
Estimating dynamic
copula
dependence using intraday data
Grossmass, Lidan
;
Poon, Ser-Huang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 501-529
Persistent link: https://www.econbiz.de/10011339412
Saved in:
10
Asymmetric increasing trends in dependence in international equity markets
Okimoto, Tatsuyoshi
-
2014
Persistent link: https://www.econbiz.de/10011341996
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