//--> //--> //-->
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
isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Pelletier, Denis"
~subject:"Korrelation"
~subject:"Schätztheorie"
~subject:"Share price"
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:"Generalized autoregressive conditional heteroscedasticity"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Korrelation
Schätztheorie
Share price
ARCH model
1
ARCH-Modell
1
Dauer
1
Duration
1
Estimation theory
1
Risikomaß
1
Risk measure
1
more ...
less ...
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
Pelletier, Denis
Engle, Robert F.
3
Chen, Yi-ting
2
Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Ahoniemi, Katja
1
Audrino, Francesco
1
Caldeira, João F.
1
Caporin, Massimiliano
1
Cappiello, Lorenzo
1
Christoffersen, Peter F.
1
Conrad, Christian A.
1
Di, Jianing
1
Durham, Garland
1
Fuertes, Ana María
1
Gangopadhyay, Ashis
1
Geweke, John
1
Goeij, Peter de
1
Haag, Berthold R.
1
Haas, Markus
1
Halbleib, Roxana
1
Kasch-Haroutounian, Maria
1
Liu, Xiaochun
1
Marquering, Wessel A.
1
Mittnik, Stefan
1
Moura, Guilherme Valle
1
Nicolau, João
1
Nogales, Francisco J.
1
Olmo, Jose
1
Paolella, Marc S.
1
Politis, Dimitris N.
1
Santos, André A. P.
1
Sheppard, Kevin
1
Smetanina, Ekaterina
1
Sokalska, Magdalena E.
1
Suto, Nobuyuki
1
Taniai, Hiroyuki
1
Taniguchi, Masanobu
1
Trojani, Fabio
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of financial econometrics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Backtesting value-at-risk : a duration-based approach
Christoffersen, Peter F.
;
Pelletier, Denis
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
1
,
pp. 84-108
Persistent link: https://www.econbiz.de/10002214210
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->