//--> //--> //--> //-->
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
~type_genre:"Book section"
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
Resurrecting the Conditional C...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
5
Theory
5
Time series analysis
3
Zeitreihenanalyse
3
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Credit risk
2
Derivat
2
Derivative
2
Estimation theory
2
Kreditrisiko
2
Modellierung
2
Schätztheorie
2
Scientific modelling
2
Stock market
2
Systemic risk
2
Systemrisiko
2
Volatility
2
Volatilität
2
1988-2000
1
1996-2012
1
2007-2009
1
Asset-Backed Securities
1
Asset-backed securities
1
Bank
1
Beta risk
1
Betafaktor
1
Business cycle
1
Börsenkurs
1
Capital income
1
Clearing
1
Commodity price
1
Consumer Protection Act
1
Data quality
1
Datenqualität
1
Deutschland
1
Disaster
1
Dodd-Frank Wall Street Reform
1
Econometric model
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Book section
Article in journal
177
Aufsatz in Zeitschrift
177
Working Paper
125
Arbeitspapier
104
Graue Literatur
93
Non-commercial literature
93
Aufsatz im Buch
17
Aufsatzsammlung
6
Collection of articles of several authors
5
Sammelwerk
5
Conference paper
2
Festschrift
2
Konferenzbeitrag
2
Rezension
2
Amtsdruckschrift
1
Article
1
Government document
1
Handbook
1
Handbuch
1
Reprint
1
more ...
less ...
Language
All
English
17
Author
All
Engle, Robert F.
14
Acharya, Viral V.
3
Bali, Turan G.
3
Demirtas, K. Ozgur
2
Lynch, Anthony W.
2
Richardson, Matthew
2
Allen, Linda
1
Atilgan, Yigit
1
Berd, Arthur
1
Bollerslev, Tim
1
Brenner, Menachem
1
Brownlees, Christian
1
Colacito, Riccardo
1
Fabozzi, Frank J.
1
Farazmand, Farhang
1
Figlewski, Stephen
1
Focardi, Sergio
1
Granger, C. W. J.
1
Nelson, Daniel B.
1
Patton, Andrew J.
1
Robins, Russell P.
1
Russell, Jeffrey R.
1
Subrahmanyam, Marti G.
1
Tang, Yi
1
Voronov, Artem
1
more ...
less ...
Published in...
All
Restoring financial stability : how to repair a failed system
2
Current directions in financial regulation : [papers presented at the Conference Current Directions in Financial Regulation, held in Toronto, Ont., May 13 - 14, 2004]
1
Essays in nonlinear time series econometrics
1
Forecasting volatility in the financial markets
1
Handbook of econometrics ; Vol. 2
1
Handbook of econometrics ; Vol. 4
1
Handbook of financial stress testing
1
International finance : a survey
1
Managing and measuring risk : emerging global standards and regulation after the financial crisis
1
Model reliability
1
Stock market volatility
1
The definitive guide to CDOs : market, application, valuation and hedging
1
The known, the unknown, and the unknowable in financial risk management : measurement and theory advancing practice
1
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
1
Tools and techniques
1
Valuation, financial modeling, and quantitative tools
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Wald, Likelihood Ratio, and Lagrange Multiplier tests in econometrics
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10001327472
Saved in:
2
High dimension dynamic correlations
Engle, Robert F.
- In:
The methodology and practice of econometrics : a …
,
(pp. 122-148)
.
2009
Persistent link: https://www.econbiz.de/10003857837
Saved in:
3
Predictability of risk measures in international stock markets
Bali, Turan G.
;
Demirtas, K. Ozgur
- In:
Stock market volatility
,
(pp. 313-322)
.
2009
Persistent link: https://www.econbiz.de/10003830482
Saved in:
4
International equity markets : risk and return
Atilgan, Yigit
;
Bali, Turan G.
;
Demirtas, K. Ozgur
- In:
International finance : a survey
,
(pp. 184-209)
.
2013
Persistent link: https://www.econbiz.de/10009708971
Saved in:
5
Cyclicality in the catastrophic risk of financial institutions
Allen, Linda
;
Bali, Turan G.
;
Tang, Yi
- In:
Current directions in financial regulation : [papers …
,
(pp. 71-112)
.
2005
Persistent link: https://www.econbiz.de/10003202869
Saved in:
6
Wholesale and retail prices : bivariate time-series modeling with forecastable error variances
Granger, C. W. J.
- In:
Model reliability
,
(pp. 1-17)
.
1986
Persistent link: https://www.econbiz.de/10001274970
Saved in:
7
ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10001327597
Saved in:
8
Derivatives : the ultimate financial innovation
Acharya, Viral V.
;
Brenner, Menachem
;
Engle, Robert F.
; …
- In:
Restoring financial stability : how to repair a failed …
,
(pp. 233-249)
.
2009
Persistent link: https://www.econbiz.de/10003827516
Saved in:
9
Centralized clearing for credit derivatives
Acharya, Viral V.
;
Engle, Robert F.
;
Figlewski, Stephen
; …
- In:
Restoring financial stability : how to repair a failed …
,
(pp. 251-268)
.
2009
Persistent link: https://www.econbiz.de/10003827517
Saved in:
10
Analysis of high-frequency data
Russell, Jeffrey R.
;
Engle, Robert F.
-
2010
Persistent link: https://www.econbiz.de/10003900661
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->