//--> //--> //--> //-->
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
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
Extreme Value Estimation of Bo...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
40
Theory
40
Capital income
36
Kapitaleinkommen
36
Portfolio selection
28
Portfolio-Management
28
Hedging
27
Risk
25
Estimation
24
Schätzung
24
Risiko
22
Volatility
18
Forecasting model
17
Prognoseverfahren
17
CAPM
16
Volatilität
16
Welt
16
World
16
Börsenkurs
14
Derivat
14
Derivative
14
Share price
14
Aktienmarkt
13
Financial crisis
13
Risk management
13
Stock market
13
USA
13
United States
13
EU countries
12
EU-Staaten
12
Finanzkrise
12
Risikomaß
12
Risk aversion
12
Risk measure
12
ARCH model
10
ARCH-Modell
10
Diversification
10
Diversifikation
10
Risikoaversion
10
Risikomanagement
10
more ...
less ...
Online availability
All
Free
259
Undetermined
35
Type of publication
All
Book / Working Paper
248
Article
131
Type of publication (narrower categories)
All
Article in journal
53
Aufsatz in Zeitschrift
53
Working Paper
44
Arbeitspapier
43
Graue Literatur
43
Non-commercial literature
43
Congress Report
3
Aufsatz im Buch
2
Book section
2
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
238
Undetermined
141
Author
All
Cotter, John
371
Dowd, Kevin
72
Conlon, Thomas
63
Hanly, Jim
36
Roll, Richard
28
Stevenson, Simon
17
Gabriel, Stuart A.
16
Eyiah-Donkor, Emmanuel
10
Gabriel, Stuart
10
Salvador, Enrique
9
Avino, Davide
7
Blake, David
7
Sorwar, Ghulam
7
Bredin, Don
6
Hallam, Mark
6
Jin, Chenglu
6
Potì, Valerio
6
Woods, Margaret
6
Yılmaz, Kamil
6
cotter, john
6
Gençay, Ramazan
5
dowd, kevin
5
Anand, Abhinav
4
Gencay, Ramazan
4
Humphrey, Chris
4
Longin, Francois
4
McKillop, Donal G.
4
Molyneux, Philip
4
O'Sullivan, Niall
4
Ropotos, Ioannis
4
Rossi, Francesco
4
Avino, Davide E.
3
Case, Karl
3
Kynigakis, Iason
3
Loh, Lixia
3
Morgan, Wyn
3
Suurlaht, Anita
3
Blake, David P.
2
Carroll, Rachael
2
Case, Karl E.
2
more ...
less ...
Institution
All
Geary Institute, University College Dublin
46
arXiv.org
36
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
34
University College Dublin. School of Business
2
Money Macro and Finance Research Group
1
Science Foundation Ireland
1
Published in...
All
Working Papers / Geary Institute, University College Dublin
46
Papers / arXiv.org
36
MPRA Paper
34
UCD Geary Institute discussion paper series
20
UCD Geary Institute for Public Policy discussion paper series
17
The journal of futures markets
8
Energy economics
7
The European journal of finance
7
Journal of banking & finance
5
Michael J. Brennan Irish Finance Working Paper Series Research Paper
5
International review of financial analysis
4
Journal of Futures Markets
4
Journal of international money and finance
4
Energy Economics
3
Michael J. Brennan Irish finance working paper series research paper
3
Real estate economics : journal of the American Real Estate and Urban Economics Association
3
The European Journal of Finance
3
The journal of portfolio management : a publication of Institutional Investor
3
Applied economics
2
Applied financial economics
2
Discussion paper / The Pensions Institute, Cass Business School, City University
2
Economic inquiry : journal of the Western Economic Association International
2
Environment and the industrial society
2
European journal of operational research : EJOR
2
International Review of Financial Analysis
2
International review of economics & finance : IREF
2
Journal of Banking & Finance
2
Journal of Business Finance & Accounting
2
Journal of agricultural economics
2
Journal of empirical finance
2
Journal of financial services research : JFSR
2
Journal of financial stability
2
Journal of international financial markets, institutions & money
2
Macroeconomic dynamics
2
Risk : managing risk in the world's financial markets
2
The economic and social review
2
The journal of real estate finance and economics
2
AFA 2009 San Francisco Meetings
1
Applied Economics
1
Applied Economics Letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
185
RePEc
149
OLC EcoSci
29
BASE
12
USB Cologne (EcoSocSci)
2
EconStor
1
Other ZBW resources
1
more ...
less ...
Showing
1
-
10
of
379
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Downside risk for European equity markets
Cotter, John
- In:
Applied financial economics
14
(
2004
)
10
,
pp. 707-716
Persistent link: https://www.econbiz.de/10002111041
Saved in:
2
Scaling conditional tail probability and quantile estimators
Cotter, John
-
2010
Persistent link: https://www.econbiz.de/10008810115
Saved in:
3
Varying the VaR for unconditional and conditional environments
Cotter, John
- In:
Journal of international money and finance
26
(
2007
)
8
,
pp. 1338-1354
Persistent link: https://www.econbiz.de/10003612273
Saved in:
4
Extreme value estimation of boom and crash statistics
Cotter, John
- In:
The European journal of finance
12
(
2006
)
6/7
,
pp. 553-566
Persistent link: https://www.econbiz.de/10003382846
Saved in:
5
Modelling catastrophic risk in international equity markets : an extreme value approach
Cotter, John
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 13-17
Persistent link: https://www.econbiz.de/10003301507
Saved in:
6
Volatility and the euro : an Irish perspective
Cotter, John
(
contributor
)
- In:
Journal of the Statistical and Social Inquiry Society …
29
(
1999/2000
),
pp. 83-115
Persistent link: https://www.econbiz.de/10003266771
Saved in:
7
Extreme risk in futures contracts
Cotter, John
- In:
Applied economics letters
12
(
2005
)
8
,
pp. 489-492
Persistent link: https://www.econbiz.de/10002982907
Saved in:
8
International equity market integration in a small open economy : Ireland january 1990 - december 2000
Cotter, John
- In:
International review of financial analysis
13
(
2004
)
5
,
pp. 669-685
Persistent link: https://www.econbiz.de/10002487626
Saved in:
9
Viability of the Irish equity market
Cotter, John
- In:
The Irish banking review : a quarterly review
(
2004
)
2
,
pp. 41-53
Persistent link: https://www.econbiz.de/10002139085
Saved in:
10
Uncovering long memory in high frequency UK futures
Cotter, John
- In:
The European journal of finance
11
(
2005
)
4
,
pp. 325-337
Persistent link: https://www.econbiz.de/10003081484
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...
//-->