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~subject:"Risikomaß"
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Risikomaß
GARCH
2,473
ARCH-Modell
1,073
ARCH model
1,032
Volatility
853
Volatilität
775
Schätzung
413
Estimation
403
Zeitreihenanalyse
379
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377
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370
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348
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342
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331
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231
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229
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228
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224
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220
Schätztheorie
210
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volatility
203
unit root tests
165
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144
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143
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122
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122
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118
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114
World
114
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112
Aktienindex
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102
Finanzmarkt
96
Financial market
95
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93
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92
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English
142
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Ardia, David
9
Chlebus, Marcin
6
Paolella, Marc S.
5
Bluteau, Keven
4
Drenovak, Mikica
4
Jelic, Ranko
4
Ranković, Vladimir
4
Hasim, Haslifah Mohamad
3
Hoogerheide, Lennart F.
3
Krause, Jochen
3
Walther, Thomas
3
Bedoui, Rihab
2
Buczyński, Mateusz
2
Fortin, Ines
2
Francq, Christian
2
Hoogerheide, Lennart
2
Jiang, Cuixia
2
Klein, Tony
2
Kuzmics, Christoph
2
Lilla, Francesca
2
Lönnbark, Carl
2
Sampid, Marius Galabe
2
Segnon, Mawuli
2
Serrano Bautista, Ramona
2
So, Leh-Chyan
2
Stavroyiannis, Stavros
2
Tiwari, Aviral Kumar
2
Trucíos, Carlos
2
Urosevic, Branko
2
Urošević, Branko
2
Xu, Qifa
2
Zakoïan, Jean-Michel
2
Zarangas, Leonidas P.
2
Aaløkken, Maurits M.
1
Adam, Anokye M.
1
Adenomon, Monday Osagie
1
Agnihotri, Shalini
1
Ahmad, Muhammad Munir
1
Ahmad, Muneeb
1
Akhter, Selim
1
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Finance research letters
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working papers
5
Energy economics
4
International journal of forecasting
4
Journal of econometrics
4
Journal of risk and financial management : JRFM
4
Applied economics
3
Discussion paper / Tinbergen Institute
3
Risk management : a journal of risk, crisis and disaster
3
Annals of financial economics
2
CESifo working papers
2
Computational economics
2
Economic modelling
2
Economics letters
2
Financial markets and portfolio management
2
Global business & economics review
2
International journal of finance & economics : IJFE
2
International journal of financial engineering
2
International review of economics & finance : IREF
2
Journal of forecasting
2
Journal of mathematical finance
2
Quaderni - working paper DSE / Alma Mater Studiorum - Università di Bologna, Department of Economics
2
Review of quantitative finance and accounting
2
Risks : open access journal
2
The journal of risk model validation
2
Accounting and finance
1
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Agricultural economics : the journal of the International Association of Agricultural Economists
1
Annals of economics and statistics
1
Applied economics letters
1
Asia-Pacific journal of risk and insurance : APJRI
1
Bank i kredyt
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Cahiers du Département d'Econométrie
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Contemporary economics
1
Corporate ownership & control : international scientific journal
1
DNB working papers
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ECONIS (ZBW)
142
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1
The effectiveness of Value-at-Risk models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
2
GARCHNet - Value-at-Risk forecasting with novel approach to
GARCH
models based on neural networks
Buczyński, Mateusz
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795155
Saved in:
3
HCR & HCR-
GARCH
- novel statistical learning models for value at risk estimation
Woźniak, Michał
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795164
Saved in:
4
Measuring risk spillovers from multiple developed stock markets to China : a vine-copula-
GARCH
-MIDAS model
Jiang, Cuixia
;
Li, Yuqian
;
Xu, Qifa
;
Liu, Yezheng
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 386-398
Persistent link: https://www.econbiz.de/10012692552
Saved in:
5
Forecasting and backtesting of market risks in emerging markets
Fantazzini, Dean
- In:
Risk assessment and financial regulation in emerging …
,
(pp. 199-223)
.
2021
-by-step analysis with R and Russian market data is provided. Four classes of models are considered (
GARCH
, HAR, ARFIMA, and realized-
GARCH
…
Persistent link: https://www.econbiz.de/10012591721
Saved in:
6
A TVM-Copula-MIDAS-
GARCH
model with applications to VaR-based portfolio selection
Jiang, Cuixia
;
Ding, Xiaoyi
;
Xu, Qifa
;
Tong, Yongbo
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012659611
Saved in:
7
Performance of value-at-risk averaging in the Nordic power futures market
Sveinsson, Jørgen Andersen
;
Frydenberg, Stein
; …
- In:
The journal of energy markets
13
(
2020
)
3
,
pp. 25-55
Persistent link: https://www.econbiz.de/10012662208
Saved in:
8
How informative are variance risk premium and implied volatility for Value-at-Risk prediction? : international evidence
Slim, Skander
;
Dahmene, Meriam
;
Boughrara, Adel
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 22-37
Persistent link: https://www.econbiz.de/10012417081
Saved in:
9
Regime changes in Bitcoin
GARCH
volatility dynamics
Ardia, David
;
Bluteau, Keven
;
Rüede, Maxime
- In:
Finance research letters
29
(
2019
),
pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
Saved in:
10
Bitcoin returns and risk : a general
GARCH
and GAS analysis
Troster, Victor
;
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
; …
- In:
Finance research letters
30
(
2019
),
pp. 187-193
Persistent link: https://www.econbiz.de/10012420417
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