//--> //--> //--> //-->
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:"Estimation"
~subject:"Quantile risk measures"
~subject:"conditional and unconditional moments"
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
Can Fundamental Factors Explai...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Quantile risk measures
conditional and unconditional moments
GARCH
2,435
ARCH-Modell
1,079
ARCH model
1,035
Volatility
845
Volatilität
770
Schätzung
448
Börsenkurs
398
Share price
387
Kapitaleinkommen
316
Theorie
312
Capital income
311
Theory
285
Zeitreihenanalyse
255
Aktienmarkt
248
Stock market
246
Time series analysis
246
Prognoseverfahren
223
Forecasting model
214
volatility
201
Risk measure
151
Risikomaß
150
Schätztheorie
150
Estimation theory
146
Exchange rate
131
Wechselkurs
128
EGARCH
121
Portfolio selection
103
Portfolio-Management
102
Correlation
100
Korrelation
100
Welt
98
Financial crisis
97
World
94
Finanzkrise
90
ARCH
87
Aktienindex
87
Stock index
84
Dynamic conditional correlations
79
Spillover effect
78
more ...
less ...
Online availability
All
Undetermined
200
Free
117
Type of publication
All
Article
355
Book / Working Paper
87
Type of publication (narrower categories)
All
Article in journal
348
Aufsatz in Zeitschrift
348
Graue Literatur
59
Non-commercial literature
59
Arbeitspapier
55
Working Paper
55
Hochschulschrift
24
Thesis
18
Aufsatz im Buch
5
Book section
5
Conference paper
3
Konferenzbeitrag
3
Bibliografie enthalten
2
Bibliography included
2
Collection of articles of several authors
1
Collection of articles written by one author
1
Sammelwerk
1
Sammlung
1
more ...
less ...
Language
All
English
428
German
13
Undetermined
3
Author
All
Malik, Farooq
10
Ardia, David
5
Gupta, Rangan
5
Lütkepohl, Helmut
5
Paolella, Marc S.
5
Choudhry, Taufiq
4
Klein, Tony
4
Walther, Thomas
4
Živkov, Dejan
4
Antonakakis, Nikolaos
3
Caporin, Massimiliano
3
Clark, Todd E.
3
Dedi, Lidija
3
Ewing, Bradley T.
3
Haas, Markus
3
Klotzle, Marcelo Cabus
3
Narayan, Paresh Kumar
3
Netšunajev, Aleksei
3
Panagiōtidēs, Theodōros
3
Pinto, Antônio Carlos Figueiredo
3
Ravazzolo, Francesco
3
Tiwari, Aviral Kumar
3
Tripathy, Nalini Prava
3
Westerlund, Joakim
3
Xu, Libo
3
Yavas, Burhan F.
3
Zhang, Yuanyuan
3
Alexander, Carol
2
Amilon, Henrik
2
Anjum, Hassan
2
Azar, Samih Antoine
2
Balli, Faruk
2
Balli, Hatice Ozer
2
Bampinas, Georgios
2
Baur, Dirk G.
2
Belke, Ansgar
2
Billio, Monica
2
Bos, Charles S.
2
Boughrara, Adel
2
Caporale, Guglielmo Maria
2
more ...
less ...
Institution
All
Henley Business School, University of Reading
2
Institute for Monetary and Economic Studies, Bank of Japan
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Nationalekonomiska Institutionen <Lund>
1
Published in...
All
Applied economics
11
International journal of economics and finance
7
Journal of econometrics
7
Review of quantitative finance and accounting
7
The North American journal of economics and finance : a journal of financial economics studies
7
Finance research letters
6
International review of economics & finance : IREF
6
Journal of banking & finance
6
Journal of economics and finance
6
Journal of international financial markets, institutions & money
6
Journal of risk and financial management : JRFM
6
Discussion paper / Tinbergen Institute
5
Energy economics
5
International review of financial analysis
5
Journal of empirical finance
5
Research in international business and finance
5
Applied economics letters
4
CBN journal of applied statistics
4
Cogent economics & finance
4
Economic modelling
4
Economics letters
4
International Journal of Financial Studies : open access journal
4
Risks : open access journal
4
Theoretical economics letters
4
Working paper
4
Working papers
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Financial innovation : FIN
3
Global business & economics review
3
International journal of economic perspectives : IJEP
3
International journal of economics and financial issues : IJEFI
3
International journal of financial research
3
Journal of Asian finance, economics and business : JAFEB
3
Journal of international money and finance
3
Journal of mathematical finance
3
Review of Pacific Basin financial markets and policies
3
Scientific Annals of Economics and Business
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
more ...
less ...
Source
All
ECONIS (ZBW)
438
RePEc
4
Showing
1
-
10
of
442
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the devolatised returns and dynamic conditional correlations
GARCH
modelling in selected European indices
Stavroyiannis, Stavros
;
Zarangas, Leonidas P.
- In:
Global business & economics review
17
(
2015
)
3
,
pp. 256-267
Persistent link: https://www.econbiz.de/10011498510
Saved in:
2
Africa stock markets cross-market linkages : a time-varying Dynamic Conditional Correlations (DCC-
GARCH
) approach
Marozva, Godfrey
- In:
The journal of applied business research
33
(
2017
)
2
,
pp. 321-328
Persistent link: https://www.econbiz.de/10011673887
Saved in:
3
What makes a safe haven? : equity and currency returns for six OECD countries during the financial crisis
Min, Hong-ghi
;
McDonald, Judith Ann
;
Shin, Sang-Ook
- In:
Annals of economics and finance
17
(
2016
)
2
,
pp. 365-402
Persistent link: https://www.econbiz.de/10011656925
Saved in:
4
Comovement, liquidity and asymmetries
Xiong, James X.
- In:
Journal of investment management : JOIM
19
(
2021
)
1
,
pp. 90-108
Persistent link: https://www.econbiz.de/10012814373
Saved in:
5
Three regime bivariate normal distribution : a new estimation method for co-value-at-risk, CoVaR
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
The European journal of finance
25
(
2019
)
18
,
pp. 1817-1833
Persistent link: https://www.econbiz.de/10012207151
Saved in:
6
Dynamic correlation analysis of financial contagion : evidence from the Central and Eastern European markets
Syllignakis, Manolis N.
;
Kouretas, Georgios P.
- In:
International review of economics & finance : IREF
20
(
2011
)
4
,
pp. 717-732
Persistent link: https://www.econbiz.de/10009303872
Saved in:
7
A study of volatility spillover across select foreign exchange rates in India using dynamic conditional correlations
Patnaik, Anuradha
- In:
Journal of quantitative economics : official journal of …
11
(
2013
)
1/2
,
pp. 28-47
Persistent link: https://www.econbiz.de/10010338354
Saved in:
8
How smooth is the stock market integration of CEE-3?
Baumöhl, Eduard
;
Lyócsa, Štefan
-
2014
Persistent link: https://www.econbiz.de/10010412920
Saved in:
9
Understanding dynamic conditional correlations between commodities futures markets
Behmiri, Niaz Bashiri
;
Manera, Matteo
;
Nicolini, Marcella
-
2016
markets over the period 1998-2014 with a DCC-
GARCH
model. We look at the factors influencing those correlations, adopting a …
Persistent link: https://www.econbiz.de/10011451631
Saved in:
10
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
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...
//-->