//--> //--> //--> //-->
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-Modell"
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
Modeling Asymmetric Volatility...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH-Modell
Theorie
51
Theory
51
Volatility
33
Volatilität
33
Estimation
25
Schätzung
25
Capital income
22
Kapitaleinkommen
22
Canada
21
Kanada
20
Stochastic process
18
Stochastischer Prozess
18
ARCH model
17
Einkommenshypothese
14
Income hypothesis
14
Multivariate Verteilung
14
Multivariate distribution
14
Aktienmarkt
13
Stock market
13
Time series analysis
12
Zeitreihenanalyse
12
Börsenkurs
11
Estimation theory
11
Schätztheorie
11
Share price
11
Dauer
10
Duration
10
Financial market
10
Finanzmarkt
10
Risikomaß
10
Risk measure
10
Statistical distribution
10
Statistische Verteilung
10
USA
10
United States
10
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Welt
9
World
9
more ...
less ...
Online availability
All
Free
6
Undetermined
4
Type of publication
All
Book / Working Paper
9
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
7
Working Paper
7
Graue Literatur
6
Non-commercial literature
6
Language
All
English
17
Author
All
Xu, Dinghai
12
Wirjanto, Tony S.
8
Li, Yuying
2
Rice, Gregory
2
Zhao, Yuqian
2
Chu, Guoqing
1
Ding, Jin
1
Ning, Cathy
1
Ning, Cathy Q.
1
Wang, Donghua
1
more ...
less ...
Institution
All
University of Waterloo / Department of Economics
1
Published in...
All
Waterloo economic series : working paper
7
Applied economics
1
Frontiers of economics in China : selected publications from Chinese universities
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of commodity markets
1
Journal of international money and finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An empirical characteristic function approach to VaR under a mixture of normal distribution with time-varying volatility
Xu, Dinghai
;
Wirjanto, Tony S.
-
2008
Persistent link: https://www.econbiz.de/10003975377
Saved in:
2
The applications of mixtures of normal distributions in empirical finance : a selected survey
Wirjanto, Tony S.
;
Xu, Dinghai
-
2009
Persistent link: https://www.econbiz.de/10003975425
Saved in:
3
An empirical characteristic function approach to VaR under a mixture-of-normal distribution with time-varying volatility
Xu, Dinghai
;
Wirjanto, Tony S.
- In:
The journal of derivatives : the official publication …
18
(
2010
)
1
,
pp. 39-58
Persistent link: https://www.econbiz.de/10008655519
Saved in:
4
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
5
Examining realized volatility regimes under a threshold stochastic volatility model
Xu, Dinghai
- In:
International journal of finance & economics : IJFE
17
(
2012
)
4
,
pp. 373-389
Persistent link: https://www.econbiz.de/10009689475
Saved in:
6
Continuous empirical characteristic function estimation of GARCH models
Xu, Dinghai
-
2012
Persistent link: https://www.econbiz.de/10009612399
Saved in:
7
A study on volatility spurious almost integration effect : a threshold realized GARCH approach
Xu, Dinghai
-
2019
Persistent link: https://www.econbiz.de/10012137575
Saved in:
8
Canadian stock market volatility under COVID-19
Xu, Dinghai
-
2020
Persistent link: https://www.econbiz.de/10012211693
Saved in:
9
Canadian stock market volatility under COVID-19
Xu, Dinghai
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 159-169
Persistent link: https://www.econbiz.de/10013330750
Saved in:
10
Dependence structure between the equity market and the foreign exchange market : a copula approach
Ning, Cathy Q.
- In:
Journal of international money and finance
29
(
2010
)
5
,
pp. 743-759
Persistent link: https://www.econbiz.de/10003989912
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->