//--> //--> //-->
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:"Volatilität"
~isPartOf:"Applied economics"
~person:"Ho, Han-Chiang"
~subject:"Forecasting model"
~subject:"USA"
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:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Forecasting model
USA
Estimation
2
Markov chain
2
Markov-Kette
2
Prognoseverfahren
2
Schätzung
2
ARCH model
1
ARCH-Modell
1
Beta-t-EGARCH
1
CAPM
1
Dynamic conditional score
1
Dynamic conditional score (DCS) models
1
Markov regime-switching
1
Markov-switching (MS) models
1
Risiko
1
Risikomanagement
1
Risikomaß
1
Risk
1
Risk management
1
Risk measure
1
Statistical distribution
1
Statistische Verteilung
1
Theorie
1
Theory
1
VAR model
1
VAR-Modell
1
density forecasts
1
expected shortfall (ES)
1
systematic risk analysis
1
value-at-risk (VaR)
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Ho, Han-Chiang
Moosa, Imad A.
7
Cassou, Steven Peter
4
Ma, Feng
4
Thornton, James
4
Zhu, Huiming
4
Bahmani-Oskooee, Mohsen
3
Blazsek, Szabolcs
3
Chowdhury, Abdur R.
3
Goutte, Stéphane
3
Gubareva, Mariya
3
Gupta, Rangan
3
Johnson, Paul A.
3
Paudel, Krishna P.
3
Uctum, Remzi
3
Umar, Zaghum
3
Wohar, Mark E.
3
Yoon, Seong-min
3
Zhang, Yaojie
3
Balcilar, Mehmet
2
Burns, Kelly
2
Chen, Hui-chuan
2
Erekson, O. Homer
2
French, Michael T.
2
Friesner, Dan
2
Gausden, Robert
2
Goel, Rajeev K.
2
Hasan, Mohammad S.
2
Hernandez, Jose Arreola
2
Hossain, Akhand Akhtar
2
Humphreys, Brad R.
2
Hung, Mao-Wei
2
Kim, Jong-Min
2
Koshal, Manjulika
2
Koshal, Rajindar K.
2
Kyei, Clement
2
Lee, Chien-chiang
2
Li, Bin
2
Liang, Chao
2
Lien, Da-hsiang Donald
2
more ...
less ...
Published in...
All
Applied economics
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Saved in:
2
Markov regime-switching Beta-t-EGARCH
Blazsek, Szabolcs
;
Ho, Han-Chiang
- In:
Applied economics
49
(
2017
)
47
,
pp. 4793-4805
Persistent link: https://www.econbiz.de/10011844797
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->