//--> //--> //--> //-->
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:"Capital income"
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
A generalised stochastic volat...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
Theorie
627,978
Theory
613,076
USA
45,507
United States
44,230
Volatility
41,070
Volatilität
40,801
Schätzung
38,371
Estimation
37,432
Welt
30,108
World
29,401
Geldpolitik
25,988
Monetary policy
25,183
Deutschland
23,530
Germany
22,077
Portfolio-Management
20,697
Portfolio selection
20,489
Risiko
19,904
Risk
19,752
Börsenkurs
18,923
Share price
18,630
Mathematische Optimierung
17,560
Mathematical programming
17,451
Prognoseverfahren
17,313
Stochastischer Prozess
17,281
Forecasting model
16,987
Stochastic process
16,835
Zeitreihenanalyse
15,886
Time series analysis
15,436
Wirtschaftswachstum
15,264
Economic growth
14,627
VAR-Modell
14,052
Kapitaleinkommen
13,977
VAR model
13,899
Spieltheorie
12,909
Game theory
12,181
Schätztheorie
12,171
Schock
11,819
Estimation theory
11,771
Experiment
11,607
more ...
less ...
Online availability
All
Free
5,158
Undetermined
3,812
Type of publication
All
Article
7,921
Book / Working Paper
6,001
Type of publication (narrower categories)
All
Article in journal
7,623
Aufsatz in Zeitschrift
7,623
Graue Literatur
2,232
Non-commercial literature
2,232
Arbeitspapier
2,131
Working Paper
2,131
Hochschulschrift
320
Thesis
276
Aufsatz im Buch
270
Book section
270
Collection of articles written by one author
116
Sammlung
116
Collection of articles of several authors
34
Sammelwerk
34
Bibliografie enthalten
31
Bibliography included
31
Conference paper
30
Konferenzbeitrag
30
Aufsatzsammlung
15
Lehrbuch
14
Konferenzschrift
11
Textbook
11
Systematic review
10
Übersichtsarbeit
10
Forschungsbericht
9
Conference proceedings
8
Bibliografie
5
Glossar enthalten
5
Glossary included
5
Case study
3
Fallstudie
3
Handbook
3
Handbuch
3
Mehrbändiges Werk
3
Multi-volume publication
3
Reprint
3
Rezension
3
Mikroform
2
Adressbuch
1
Company information
1
more ...
less ...
Language
All
English
13,730
German
131
French
22
Italian
18
Spanish
13
Dutch
2
Polish
2
Portuguese
2
Afrikaans
1
Czech
1
Danish
1
Hungarian
1
Russian
1
more ...
less ...
Author
All
Gupta, Rangan
119
Diebold, Francis X.
84
Bollerslev, Tim
74
Caporale, Guglielmo Maria
66
Bekaert, Geert
55
Harvey, Campbell R.
54
McAleer, Michael
53
Campbell, John Y.
51
Stambaugh, Robert F.
51
Bouri, Elie
46
Timmermann, Allan
45
Pierdzioch, Christian
40
McMillan, David G.
37
Bali, Turan G.
35
Ferson, Wayne E.
35
Gil-Alaña, Luis A.
34
Andersen, Torben
33
Engle, Robert F.
32
Lux, Thomas
32
Guidolin, Massimo
30
Ma, Feng
30
Zaremba, Adam
30
Wohar, Mark E.
29
Wang, Yudong
28
Zhou, Guofu
28
Chiang, Thomas C.
27
Pesaran, M. Hashem
27
Fabozzi, Frank J.
26
Spagnolo, Nicola
26
Todorov, Viktor
26
Cochrane, John H.
25
Chang, Chia-Lin
24
Engsted, Tom
24
Jagannathan, Ravi
24
Lettau, Martin
24
Asai, Manabu
23
Kogan, Leonid
23
Prokopczuk, Marcel
23
Van Nieuwerburgh, Stijn
23
Aït-Sahalia, Yacine
22
more ...
less ...
Institution
All
National Bureau of Economic Research
246
Rodney L. White Center for Financial Research
11
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
8
University of Chicago / Center for Research in Security Prices
7
The Wharton Financial Institutions Center
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Erasmus Research Institute of Management
5
Svenska Handelshögskolan <Helsinki>
5
University of Canterbury / Dept. of Economics and Finance
5
Chambre de commerce et d'industrie de Paris
4
Institute of Finance and Accounting <London>
4
Centre for Analytical Finance <Århus>
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Harvard Institute of Economic Research
3
International Center for Financial Asset Management and Engineering
3
Centre for Economic Policy Research
2
Centro de Estudios Macroeconómicos de Argentina / Universidad
2
Conference on Risk and the Rate of Return <1973, Vail, Colo.>
2
European University Institute / Department of Economics
2
Federal Reserve Bank of St. Louis
2
Federal Reserve System / Board of Governors
2
Frank J. Fabozzi Associates <New Hope, Pa.>
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Karlsruher Institut für Technologie
2
Massachusetts Institute of Technology / Department of Economics
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of British Columbia / Finance Division
2
University of Exeter / Department of Economics
2
Universität Mannheim
2
William Davidson Institute <Ann Arbor, Mich.>
2
Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
1
American Enterprise Institute for Public Policy Research
1
American Finance Association
1
American Management Association / Finance Division
1
more ...
less ...
Published in...
All
Finance research letters
255
NBER working paper series
241
Working paper / National Bureau of Economic Research, Inc.
224
Journal of banking & finance
211
Journal of empirical finance
190
Journal of financial economics
190
International review of financial analysis
185
NBER Working Paper
183
International review of economics & finance : IREF
156
The North American journal of economics and finance : a journal of financial economics studies
125
Applied economics
121
Applied financial economics
118
The journal of finance : the journal of the American Finance Association
109
Research in international business and finance
106
Energy economics
103
Journal of econometrics
102
The European journal of finance
99
Economic modelling
96
The review of financial studies
96
Economics letters
95
Applied economics letters
90
Journal of international financial markets, institutions & money
88
Pacific-Basin finance journal
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Journal of risk and financial management : JRFM
80
Discussion paper / Centre for Economic Policy Research
75
Management science : journal of the Institute for Operations Research and the Management Sciences
75
International journal of forecasting
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
Journal of forecasting
71
Journal of financial and quantitative analysis : JFQA
70
Review of quantitative finance and accounting
69
Working paper
66
Research paper series / Swiss Finance Institute
63
Journal of economic dynamics & control
62
Journal of international money and finance
59
CESifo working papers
56
Journal of financial markets
55
Quantitative finance
51
Discussion paper / Tinbergen Institute
50
more ...
less ...
Source
All
ECONIS (ZBW)
13,922
Showing
1
-
10
of
13,922
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting market risk of portfolios: copula-Markov switching multifractal approach
Segnon, Mawuli
;
Trede, Mark
- In:
The European journal of finance
24
(
2018
)
14
,
pp. 1123-1143
Persistent link: https://www.econbiz.de/10012258877
Saved in:
2
Forecasting value-at-risk using high-frequency information
Huang, Huiyu
;
Lee, Tae-hwy
- In:
Econometrics : open access journal
1
(
2013
)
1
,
pp. 127-140
forecasting the daily S&P 500 index return quantile (Value-at-Risk or
VaR
is simply the negative of it), using high …
Persistent link: https://www.econbiz.de/10009776365
Saved in:
3
Using Market BuVaR as countercyclical Value at Risk approach to account for the risks of stock market crashes
Riedle, Thorsten
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 308-321
Persistent link: https://www.econbiz.de/10012035022
Saved in:
4
How to choose the return model for market risk? : getting towards a right magnitude of stressed
VaR
Lichtner, Mark
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1391-1407
Persistent link: https://www.econbiz.de/10012194794
Saved in:
5
Forecasting
VaR
using realized EGARCH model with skewness and kurtosis
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Finance research letters
32
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430736
Saved in:
6
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
7
Stochastic
volatility
and leverage effect in energy markets : evidence from high frequency data with
VaR
and CVaR risk analysis
Baum, Christopher F.
;
Zerilli, Paola
;
Chen, Liyuan
-
2018
Persistent link: https://www.econbiz.de/10011891045
Saved in:
8
Asymmetrie stochastic
volatility
in Nordic stock markets
Hepsag, Aycan
-
2018
Persistent link: https://www.econbiz.de/10012166241
Saved in:
9
Causality between equity mutual fund flows, stock market return and
volatility
: Indian evidence
Kaur, Inderjit
;
Vagrecha, Kamal
- In:
International journal of business and globalisation : IJBG
35
(
2023
)
1/2
,
pp. 88-106
Persistent link: https://www.econbiz.de/10014388713
Saved in:
10
Rational speculators, contrarians, and excess
volatility
Lof, Matthijs
- In:
Management science : journal of the Institute for …
61
(
2015
)
8
,
pp. 1889-1901
Persistent link: https://www.econbiz.de/10011338806
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->