//--> //--> //-->
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 theory"
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 VAR Be Predictive for Regu...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
Volatilität
13
Volatility
12
Taiwan
10
ARCH model
9
ARCH-Modell
9
Börsenkurs
8
Share price
8
Aktienmarkt
7
Risikomaß
7
Risk measure
7
Stock market
6
USA
6
Anlageverhalten
5
Behavioural finance
5
Capital income
5
Forecasting model
5
Kapitaleinkommen
5
Prognoseverfahren
5
United States
5
Aktienindex
4
Estimation
4
SPA test
4
Schätzung
4
Stock index
4
Theorie
4
Theory
4
Asymmetric information
3
Asymmetrische Information
3
Derivat
3
Derivative
3
Hedging
3
Option trading
3
Optionsgeschäft
3
Portfolio selection
3
Portfolio-Management
3
Securities trading
3
Wertpapierhandel
3
Efficient market hypothesis
2
Effizienzmarkthypothese
2
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Hung, Jui-cheng
2
Cheng, Wan-hsiu
1
Lee, Jun-de
1
Lou, Tien-wei
1
Wang, Yi-hsien
1
Published in...
All
Applied economics
1
Journal of empirical finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
Cheng, Wan-hsiu
;
Hung, Jui-cheng
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10009301140
Saved in:
2
Evaluating and improving GARCH-based volatility forecasts with range-based estimators
Hung, Jui-cheng
;
Lou, Tien-wei
;
Wang, Yi-hsien
;
Lee, Jun-de
- In:
Applied economics
45
(
2013
)
28/30
,
pp. 4041-4049
Persistent link: https://www.econbiz.de/10010345765
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->