//--> //--> //-->
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
person:"Pesaran, M. Hashem"
~isPartOf:"Journal of quantitative economics"
~person:"Kumar, Dilip"
~subject:"Volatilität"
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
Search: subject_exact:"Risk management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
ARCH model
1
ARCH-Modell
1
Asymmetry
1
Ausreißer
1
Capital income
1
Estimation
1
Extreme value volatility estimator
1
Kapitaleinkommen
1
Outliers
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Schätzung
1
Structural break
1
Structural breaks
1
Strukturbruch
1
Theorie
1
Theory
1
Value-at-risk
1
Volatility
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Pesaran, M. Hashem
Kumar, Dilip
Published in...
All
Journal of quantitative economics
CESifo Working Paper Series
1
CESifo working papers
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Global business review
1
Studies in economics and finance
1
The journal of prediction markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Value-at-risk in the presence of structural breaks using unbiased extreme value volatility estimator
Kumar, Dilip
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 587-610
Persistent link: https://www.econbiz.de/10012418856
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->