//--> //--> //-->
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
language:"deu"
~person:"Borkovec, Milan"
~person:"Neumann, Kristin"
~person:"Schindler, Felix"
~subject:"Bankenaufsicht"
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:"GARCH-Modell"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Bankenaufsicht
ARCH model
3
ARCH-Modell
3
Börsenkurs
2
Share price
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
ARCH-Prozess
1
Aktienanlage
1
Aktienkurs
1
Analysis of variance
1
Autoregressiver Prozess
1
Bank risk
1
Banking supervision
1
Bankrisiko
1
Bodenpreis
1
CAPM
1
Comparison
1
Deutschland
1
Diffusionsprozess
1
Financial market
1
Finanzmarkt
1
Forecasting model
1
Homeownership
1
Immobilienmarkt
1
Immobilienpreis
1
Kapitalmarkttheorie
1
Kursrisiko
1
Messung
1
Parameterschätzung
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Real estate market
1
Real estate price
1
Rendite
1
Risiko
1
Risikomaß
1
more ...
less ...
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Hochschulschrift
1
Thesis
1
Language
All
German
Author
All
Borkovec, Milan
Neumann, Kristin
Schindler, Felix
Published in...
All
Reihe Quantitative Ökonomie : Ökon
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Zeitreihenmodelle zur Schätzung des Value at Risk von Aktien : Beurteilung im Hinblick auf die bankenaufsichtsrechtlichen Bestimmungen
Neumann, Kristin
-
2000
Persistent link: https://www.econbiz.de/10001441505
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->