//--> //--> //-->
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:"Wechselkurs"
type:"article"
~isPartOf:"International journal of monetary economics and finance"
~subject:"Risikomaß"
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 theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Wechselkurs
Risikomaß
Estimation theory
8
Schätztheorie
8
Risk measure
4
ARCH model
3
ARCH-Modell
3
Exchange rate
3
Time series analysis
3
Volatility
3
Volatilität
3
Zeitreihenanalyse
3
Aktienmarkt
2
Capital income
2
Kapitaleinkommen
2
Stock market
2
Structural break
2
Strukturbruch
2
long memory
2
ARCH effect
1
ARFIMA
1
ARMA model
1
ARMA-Modell
1
Börsenkurs
1
Capital market returns
1
Comparison
1
Developing countries
1
EGARCH
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Emerging economies
1
Entwicklungsländer
1
Estimation
1
FIEGARCH
1
FIGARCH
1
Financial market
1
Finanzmarkt
1
Forecasting model
1
Forex rate volatility in Peru
1
GARCH
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Aloui, Chaker
1
Amiri, Esmail
1
Dockery, Everton
1
Efentakis, Miltos
1
Escanciano, Juan Carlos
1
Herrera Aramburú, Andrés
1
Mabrouk, Samir
1
Mayoral, Silvia
1
Osei-Assibey, Kwame
1
Rodriguez, Gabriel
1
more ...
less ...
Published in...
All
International journal of monetary economics and finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Insurance / Mathematics & economics
24
Journal of risk
21
Journal of econometrics
18
Journal of banking & finance
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
International journal of economics and financial issues : IJEFI
9
The journal of risk model validation
9
Economics letters
8
Finance research letters
8
Economic modelling
7
European journal of operational research : EJOR
7
International journal of forecasting
7
Journal of financial econometrics
7
Journal of forecasting
7
Journal of international money and finance
7
Risks : open access journal
7
Computational economics
6
International economic journal
6
International journal of theoretical and applied finance
6
Journal of applied econometrics
6
Journal of empirical finance
6
Quantitative finance
6
Applied economics
5
Journal of foreign exchange and international finance : JFEIF
5
Journal of mathematical finance
5
Journal of risk and financial management : JRFM
5
Research in international business and finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of operational risk
5
Econometric reviews
4
International journal of economics and finance
4
International journal of finance & economics : IJFE
4
Journal of economic integration
4
The European journal of finance
4
Theoretical economics letters
4
Afro-Asian Journal of Finance and Accounting : AAJFA
3
CBN journal of applied statistics
3
Econometrics : open access journal
3
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Modelling and forecasting long memory time series with exponential and switching GARCH models
Amiri, Esmail
- In:
International journal of monetary economics and finance
12
(
2019
)
5
,
pp. 407-425
Persistent link: https://www.econbiz.de/10012155069
Saved in:
2
Volatility of stock market and exchange rate returns in Peru : long memory or short memory with level shifts?
Herrera Aramburú, Andrés
;
Rodriguez, Gabriel
- In:
International journal of monetary economics and finance
9
(
2016
)
1
,
pp. 45-66
Persistent link: https://www.econbiz.de/10011548319
Saved in:
3
Sign asymmetry and exchange rate market volatility : empirical evidence from two developing countries
Osei-Assibey, Kwame
- In:
International journal of monetary economics and finance
7
(
2014
)
2
,
pp. 107-121
Persistent link: https://www.econbiz.de/10010531307
Saved in:
4
GARCH-class models estimations and value-at-risk analysis for exchange rate
Mabrouk, Samir
;
Aloui, Chaker
- In:
International journal of monetary economics and finance
4
(
2011
)
3
,
pp. 254-278
Persistent link: https://www.econbiz.de/10009376253
Saved in:
5
Semiparametric estimation of dynamic conditional expected shortfall models
Escanciano, Juan Carlos
;
Mayoral, Silvia
- In:
International journal of monetary economics and finance
1
(
2008
)
2
,
pp. 106-120
Persistent link: https://www.econbiz.de/10003822450
Saved in:
6
An empirical comparison of alternative models in estimating value-at-risk : evidence and application from the LSE
Dockery, Everton
;
Efentakis, Miltos
- In:
International journal of monetary economics and finance
1
(
2008
)
2
,
pp. 201-218
Persistent link: https://www.econbiz.de/10003822457
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->