//--> //--> //--> //-->
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
A Non-Parametric and Entropy B...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatility
345
Volatilität
317
Theorie
264
Theory
256
ARCH-Modell
226
ARCH model
222
Schätzung
193
Estimation
192
Welt
157
Zeitreihenanalyse
155
Time series analysis
152
World
145
Prognoseverfahren
132
Forecasting model
126
Risikomaß
123
Estimation theory
121
Schätztheorie
121
Börsenkurs
118
Risk measure
116
Share price
113
USA
111
Australia
106
United States
106
Australien
104
Stochastischer Prozess
101
Stochastic process
98
Portfolio-Management
93
Portfolio selection
91
Eigenfactor
90
Kapitaleinkommen
85
Capital income
81
Spillover-Effekt
80
Finanzkrise
77
Spillover effect
76
Research assessment measures
73
Financial crisis
71
Taiwan
71
Kapitalmarktrendite
70
Capital market returns
69
Basel Accord
68
more ...
less ...
Online availability
All
Free
1,492
Undetermined
264
Type of publication
All
Book / Working Paper
1,767
Article
786
Type of publication (narrower categories)
All
Working Paper
812
Arbeitspapier
672
Graue Literatur
633
Non-commercial literature
633
Article in journal
301
Aufsatz in Zeitschrift
301
Article
40
Aufsatz im Buch
25
Book section
25
Collection of articles of several authors
14
Sammelwerk
14
Systematic review
9
Übersichtsarbeit
9
research-article
5
Aufsatzsammlung
3
Bibliografie enthalten
3
Bibliography included
3
Festschrift
2
Konferenzschrift
2
Nachruf
2
Bibliografie
1
Conference proceedings
1
more ...
less ...
Language
All
English
1,632
Undetermined
919
German
1
French
1
Author
All
McAleer, Michael
2,234
Chang, Chia-Lin
659
Allen, David E.
392
Asai, Manabu
147
Oxley, Les
114
Caporin, Massimiliano
110
Franses, Philip Hans
80
Powell, Robert
77
Singh, Abhay Kumar
74
Wong, Wing Keung
67
Hammoudeh, Shawkat
66
Mcaleer, Michael
65
Medeiros, Marcelo C.
62
Tansuchat, Roengchai
60
Chan, Felix
59
Singh, Abhay K.
53
Wong, Wing-Keung
51
Ling, Shiqing
47
Hoti, Suhejla
46
Powell, Robert J.
43
Jiménez-Martín, Juan-Ángel
42
Peiris, Shelton
40
Khamkaew, Thanchanok
36
Pérez Amaral, Teodosio
35
Lim, Christine
34
Jimenez-Martin, Juan-Angel
33
McKenzie, Colin
32
Pérez-Amaral, Teodosio
32
Chen, Chi-Chung
29
Hsu, Hui-Kuang
29
Fisher, Gordon
28
Maasoumi, Esfandiar
27
Scharth, Marcel
22
Shareef, Riaz
22
Yuan, Yuan
22
Chen, Chi-chung
20
Hammoudeh, Shawkat M.
20
Bian, Guorui
19
Kobayashi, Masahito
18
Lean, Hooi Hooi
18
more ...
less ...
Institution
All
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
130
Department of Economics and Finance, College of Business and Economics
122
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
116
Institute of Economic Research, Kyoto University
92
Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics
77
Tinbergen Instituut
65
Center for Advanced Research in Finance, Faculty of Economics
33
University of Canterbury / Dept. of Economics and Finance
26
Economics Department, Queen's University
16
School of Finance and Business Economics <Perth, Western Australia>
15
School of Business, Edith Cowan University
13
Institute of Social and Economic Research (ISER), Osaka University
12
Shakai-Keizai-Kenkyūsho <Osaka>
12
University of Western Australia / Department of Economics
11
School of Accounting, Finance and Economics <Perth, Western Australia>
9
Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials
4
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
4
Edward Elgar
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro
3
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Fondazione ENI Enrico Mattei (FEEM)
2
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Australian National University / Faculty of Economics
1
C.E.P.R. Discussion Papers
1
Centre for Economic Policy Research
1
Department of Economics, Emory University
1
East Asian Bureau of Economic Research (EABER)
1
Edward Elgar Publishing
1
Impact Project, Industries Assistance Commission
1
International Economics Section, The Graduate Institute of International and Development Studies
1
Managing foreign exchange risk. Cambridge 1983
1
Managing international risk. Cambridge 1983
1
Society for Computational Economics - SCE
1
Tinbergen Institute
1
University of Canterbury / Dept. of Economics
1
World Scientific Publishing Co. Pte. Ltd.
1
more ...
less ...
Published in...
All
Econometric Institute research papers
239
Discussion paper / Tinbergen Institute
139
Tinbergen Institute Discussion Paper
132
Econometric Institute Research Papers
130
Working Papers in Economics
122
Working paper
122
Documentos de Trabajo del ICAE
116
KIER Working Papers
92
School of Accounting, Finance and Economics & FEMARC working paper series
78
CIRJE F-Series
77
Tinbergen Institute Discussion Papers
66
Journal of economic surveys
58
Mathematics and Computers in Simulation (MATCOM)
55
Journal of econometrics
41
Journal of Economic Surveys
38
Working papers in economics and econometrics
38
CARF F-Series
33
Econometric reviews
31
Journal of Risk and Financial Management
30
Working papers in quantitative economics and econometrics
30
Applied economics
26
Journal of risk and financial management : JRFM
24
Annals of financial economics
20
Journal of Econometrics
16
Working Papers / Economics Department, Queen's University
16
Applied financial economics
15
The North American journal of economics and finance : a journal of financial economics studies
14
Discussion paper / Institute of Social and Economic Research
13
ISER Discussion Paper
13
Working paper series / School of Economics and Finance, Curtin University of Technology
13
Working papers / School of Business, Edith Cowan University
13
Econometric Reviews
12
Energy economics
12
Tourism management : research, policies, practice
12
Econometric theory
11
International journal of forecasting
11
International review of economics & finance : IREF
11
Econometrics
10
Risks : open access journal
10
Economics letters
9
more ...
less ...
Source
All
ECONIS (ZBW)
1,257
RePEc
962
EconStor
183
OLC EcoSci
140
Other ZBW resources
6
USB Cologne (EcoSocSci)
5
Showing
61
-
70
of
2,553
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
61
Peas in a pod : Canadian and Australian banks before and during a Global Financial Crisis
Allen, David E.
;
Boffey, R. R.
;
Powell, Robert
-
2011
Persistent link: https://www.econbiz.de/10009410482
Saved in:
62
EVT and tail-risk modelling : evidence from market indices and volatility series
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 355-369
Persistent link: https://www.econbiz.de/10010367580
Saved in:
63
The contribution of foreign investors to price discovery in the Indonesian stock exchange
Sudiman, Josephine
;
Allen, David E.
;
Powell, Robert
- In:
Annals of financial economics
8
(
2013
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010250271
Saved in:
64
Aspects of volatility and correlations in European emerging economies
Golab, Anna
;
Allen, David E.
;
Powell, Robert
- In:
Emerging markets and sovereign risk
,
(pp. 59-80)
.
2015
Persistent link: https://www.econbiz.de/10010458449
Saved in:
65
Volatility and spillover effects of Central and Eastern Europe : impact of EU enlargement
Golab, A.
;
Allen, David E.
;
Powell, Robert
;
Yap, G.
- In:
Emerging markets and the global economy
,
(pp. 449-482)
.
2014
Persistent link: https://www.econbiz.de/10010434635
Saved in:
66
Credit risk and real capital : an examination of Swiss banking sector default risk using CVaR
Powell, Robert
;
Allen, David E.
-
2010
Persistent link: https://www.econbiz.de/10008760320
Saved in:
67
The fluctuating default risk of Australian banks
Allen, David E.
;
Powell, Robert
-
2010
Persistent link: https://www.econbiz.de/10008760323
Saved in:
68
Customers and markets : both are essential to credit-risk measurement in Australian banks
Allen, David E.
;
Powell, Robert
- In:
Australasian accounting business and finance journal : AABF
5
(
2011
)
1
,
pp. 57-75
Persistent link: https://www.econbiz.de/10009295410
Saved in:
69
A gourmet's delight : CAViaR and the Australian stock market
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
- In:
Applied economics letters
19
(
2012
)
13/15
,
pp. 1493-1498
Persistent link: https://www.econbiz.de/10009682474
Saved in:
70
Structural credit modeling and its relationship to market value at risk : an Australian sectoral perspective
Allen, David E.
;
Powell, Robert
- In:
The VaR implementation handbook
,
(pp. 403-414)
.
2009
Persistent link: https://www.econbiz.de/10003827094
Saved in:
First
Prev
3
4
5
6
7
8
9
10
11
12
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->