//--> //--> //--> //-->
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:"Theorie"
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
Heavy tails and asymmetry of r...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
Russland
57,266
Russia
47,236
Kapitaleinkommen
39,444
Capital income
39,344
Aktienmarkt
30,035
Stock market
29,927
Schwellenländer
27,308
Emerging economies
26,902
Börsenkurs
23,553
Share price
23,414
Theory
16,994
Schätzung
13,383
Estimation
13,185
Volatilität
12,241
Volatility
12,181
Welt
10,649
World
10,534
USA
9,558
United States
9,274
Portfolio-Management
9,227
Portfolio selection
9,203
Statistische Verteilung
8,527
Statistical distribution
8,318
Prognoseverfahren
6,855
Forecasting model
6,805
China
6,366
Anlageverhalten
6,297
CAPM
6,282
Behavioural finance
6,259
Finanzkrise
5,877
Financial crisis
5,858
Systemtransformation
4,960
Economic transition
4,867
Finanzmarkt
4,486
Risk
4,482
Financial market
4,442
Risiko
4,395
Wirtschaftswachstum
4,107
Economic growth
4,057
more ...
less ...
Online availability
All
Free
6,608
Undetermined
3,502
Type of publication
All
Book / Working Paper
9,001
Article
8,212
Journal
22
Type of publication (narrower categories)
All
Article in journal
7,599
Aufsatz in Zeitschrift
7,599
Graue Literatur
3,675
Non-commercial literature
3,675
Working Paper
3,558
Arbeitspapier
3,336
Hochschulschrift
667
Thesis
586
Aufsatz im Buch
558
Book section
558
Collection of articles of several authors
197
Sammelwerk
197
Collection of articles written by one author
183
Sammlung
183
Bibliografie enthalten
102
Bibliography included
102
Konferenzschrift
76
Conference proceedings
61
Lehrbuch
53
Aufsatzsammlung
52
Textbook
49
Conference paper
48
Konferenzbeitrag
48
Mehrbändiges Werk
27
Multi-volume publication
27
Systematic review
21
Übersichtsarbeit
21
Mikroform
17
Case study
16
Fallstudie
16
Bibliografie
14
Forschungsbericht
13
Handbook
10
Handbuch
10
Reprint
10
Amtsdruckschrift
8
Government document
8
No longer published / No longer aquired
8
Rezension
8
Festschrift
7
more ...
less ...
Language
All
English
16,189
Russian
477
German
460
French
52
Italian
32
Spanish
23
Polish
10
Portuguese
3
Ukrainian
2
Afrikaans
1
Bulgarian
1
Czech
1
Danish
1
Hungarian
1
Dutch
1
Undetermined
1
more ...
less ...
Author
All
Diebold, Francis X.
67
Caballero, Ricardo J.
65
Bollerslev, Tim
52
Stambaugh, Robert F.
44
Campbell, John Y.
43
Harvey, Campbell R.
42
Timmermann, Allan
41
Fabozzi, Frank J.
40
Härdle, Wolfgang
40
Krishnamurthy, Arvind
38
Lux, Thomas
36
Bekaert, Geert
35
Dijk, Herman K. van
35
Ferson, Wayne E.
35
Gupta, Rangan
34
Hautsch, Nikolaus
33
Lucas, André
32
Opschoor, Anne
30
Sentana, Enrique
28
Caporale, Guglielmo Maria
27
Pesaran, M. Hashem
27
Račev, Svetlozar T.
27
Satchell, Stephen
27
Aizenman, Joshua
26
Cochrane, John H.
26
Guidolin, Massimo
26
Hoogerheide, Lennart
26
Ravazzolo, Francesco
26
Zhou, Guofu
26
Sornette, Didier
25
Engle, Robert F.
24
Gil-Alaña, Luis A.
24
Jagannathan, Ravi
24
Paolella, Marc S.
24
Abel, Andrew B.
23
Veldkamp, Laura
23
Westerhoff, Frank H.
23
Subrahmanyam, Avanidhar
22
Swanson, Norman R.
22
Alfarano, Simone
21
more ...
less ...
Institution
All
National Bureau of Economic Research
326
Rodney L. White Center for Financial Research
11
Center for Economic Research <Tilburg>
10
Institut ėkonomiki <Moskau>
10
Institut Ėkonomiki i Organizacii Promyšlennogo Proizvodstva <Nowosibirsk>
9
European University Institute / Department of Economics
8
Massachusetts Institute of Technology / Department of Economics
8
University of Chicago / Center for Research in Security Prices
8
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
The Wharton Financial Institutions Center
7
Birkbeck College / Department of Economics
6
Erasmus Research Institute of Management
6
Moskovskij gosudarstvennyj universitet im. M.V. Lomonosova / Ėkonomičeskij fakulʹtet
6
Centralʹnyj Ėkonomiko-Matematičeskij Institut <Moskau>
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Finansovaja Akademija
5
Internationaler Währungsfonds / Research Department
5
Rutgers University / Department of Economics
5
Centre for Analytical Finance <Århus>
4
Federal Reserve Bank of San Francisco
4
Institut Mirovoj Ėkonomiki i Meždunarodnych Otnošenij
4
Institut Problem Rynka
4
Institute of Finance and Accounting <London>
4
International Center for Financial Asset Management and Engineering
4
London School of Economics and Political Science
4
Svenska Handelshögskolan <Helsinki>
4
Universitat Pompeu Fabra / Departament d'Economia i Empresa
4
Verlag Dr. Kovač
4
Brown University / Department of Economics
3
Centr obščestvennych nauk <Moskau>
3
Centre for Economic Policy Research
3
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
3
Edward Elgar Publishing
3
Federal Reserve System / Board of Governors
3
Federal Reserve System / Division of Research and Statistics
3
Harvard Institute of Economic Research
3
IGI Global
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Institut für Weltwirtschaft
3
more ...
less ...
Published in...
All
NBER working paper series
315
Working paper / National Bureau of Economic Research, Inc.
311
NBER Working Paper
259
Journal of banking & finance
169
Finance research letters
161
Insurance / Mathematics & economics
155
Journal of empirical finance
146
Journal of financial economics
143
Journal of econometrics
142
International review of financial analysis
122
Discussion paper / Centre for Economic Policy Research
121
Economics letters
107
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
105
Journal of economic dynamics & control
103
Discussion paper / Tinbergen Institute
99
International journal of forecasting
99
International review of economics & finance : IREF
98
The journal of finance : the journal of the American Finance Association
98
The European journal of finance
94
The review of financial studies
94
Applied economics
93
Economic modelling
85
Risks : open access journal
79
Applied economics letters
75
Journal of forecasting
75
Journal of international money and finance
74
European journal of operational research : EJOR
70
The North American journal of economics and finance : a journal of financial economics studies
69
Working paper
69
IMF working papers
66
Management science : journal of the Institute for Operations Research and the Management Sciences
66
Journal of risk and financial management : JRFM
63
Research paper series / Swiss Finance Institute
62
CESifo working papers
61
Journal of financial and quantitative analysis : JFQA
60
Quantitative finance
57
Applied financial economics
56
Econometric reviews
56
Computational economics
55
International journal of theoretical and applied finance
52
more ...
less ...
Source
All
ECONIS (ZBW)
16,999
EconStor
230
USB Cologne (EcoSocSci)
3
ArchiDok
2
OLC EcoSci
1
Showing
1
-
10
of
17,235
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Extreme value theory in emerging markets : evidence from the Montenegrin stock exchange
Cerovic Smolovic, Julija
;
Karadžić, Vesna
- In:
Economic annals
60
(
2015
)
206
,
pp. 87-116
Persistent link: https://www.econbiz.de/10011421685
Saved in:
2
Volatility modeling and Value-at-Risk (VaR) forecasting of emerging stock markets in the presence of long memory, asymmetry, and skewed heavy tails
Gencer, Hatice Gaye
;
Demiralay, Sercan
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 639-657
Persistent link: https://www.econbiz.de/10011562539
Saved in:
3
Time-varying asymmetric tail dependence of international equities markets
Zhou, Chunyang
;
Qin, Xiao
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013332425
Saved in:
4
Value at Risk and expected shortfall of firms in the main European Union stock market indexes : a detailed analysis by economic sectors and geographical situation
Iglesias, Emma M.
- In:
Economic modelling
50
(
2015
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011439601
Saved in:
5
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
6
Value-at-risk for long and short trading positions : evidence from developed and emerging equity markets
Diamandis, Panayotis F.
;
Drakos, Anastassios A.
; …
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 165-176
Persistent link: https://www.econbiz.de/10009295738
Saved in:
7
Long-term asset tail risks in developed and emerging markets
Straetmans, Stefan
;
Candelon, Bertrand
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 1832-1844
Persistent link: https://www.econbiz.de/10009741911
Saved in:
8
Forecasting value at risk (VaR) for emerging and developed markets
Naimy, Viviane
;
Bou Zeidan, Melissa
- In:
Estudios de economía aplicada : revista promovida por …
37
(
2019
)
3
,
pp. 153-174
Persistent link: https://www.econbiz.de/10012173924
Saved in:
9
Estimating the Turkish sectoral market returns via arbitrage pricing model under neural network approach
Gökgöz, Fazıl
;
Alp, Ozge Sezgin
- In:
International journal of economics and finance
7
(
2015
)
1
,
pp. 154-166
Persistent link: https://www.econbiz.de/10010471686
Saved in:
10
Effects of asset frequency components on value-at-risk in emerging and developed markets : analyses with MODWT and CWT wavelets
Biage, Milton
;
Nelcide, Pierre Joseph
- In:
Brazilian review of econometrics : BRE ; the review of …
40
(
2020
)
1
,
pp. 145-207
Persistent link: https://www.econbiz.de/10012271374
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...
//-->