//--> //--> //--> //-->
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:"Rombouts, Jeroen V. K."
~person:"Karmakar, Madhusudan"
~subject:"2006"
~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:"GARCH model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
2006
Risikomaß
ARCH model
47
ARCH-Modell
47
Theorie
19
Theory
19
Bayes-Statistik
12
Bayesian inference
12
Time series analysis
12
Zeitreihenanalyse
12
Volatility
11
Volatilität
11
Multivariate Analyse
10
Multivariate analysis
10
Estimation
9
Forecasting model
9
Prognoseverfahren
9
Risk measure
9
Schätzung
9
Aktienmarkt
8
Stock market
8
Markov chain
7
Markov-Kette
7
Option pricing theory
7
Optionspreistheorie
7
Capital income
6
Kapitaleinkommen
6
Börsenkurs
5
Share price
5
Estimation theory
4
Risikomanagement
4
Risk management
4
Schätztheorie
4
Statistical distribution
4
Statistische Verteilung
4
USA
4
United States
4
Analysis of variance
3
Ausreißer
3
Forecasting
3
GARCH
3
more ...
less ...
Online availability
All
Free
5
Undetermined
3
Type of publication
All
Article
6
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Graue Literatur
5
Non-commercial literature
5
Arbeitspapier
4
Working Paper
4
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
11
Author
All
Rombouts, Jeroen V. K.
Karmakar, Madhusudan
McAleer, Michael
17
Paolella, Marc S.
17
Giot, Pierre
15
Chlebus, Marcin
12
Ardia, David
11
Francq, Christian
9
Lönnbark, Carl
9
Mittnik, Stefan
9
Zakoïan, Jean-Michel
9
Chang, Chia-Lin
8
Degiannakis, Stavros
8
Bauwens, Luc
7
Caporin, Massimiliano
7
Floros, Christos
7
Laurent, Sébastien
7
Su, Jung-bin
7
Billio, Monica
6
Chen, Cathy W. S.
6
Haas, Markus
6
Huang, Zhuo
6
Liu, Hung-Chun
6
McMillan, David G.
6
Olmo, Jose
6
Tian, Maoxi
6
Zarangas, Leonidas P.
6
Ñíguez, Trino-Manuel
6
Alexander, Carol
5
Allen, David E.
5
Barone-Adesi, Giovanni
5
Bee, Marco
5
Christoffersen, Peter F.
5
Degiannakis, Stavros Antonios
5
Fabozzi, Frank J.
5
Hoogerheide, Lennart
5
Hoogerheide, Lennart F.
5
Kang, Sang Hoon
5
Kim, Young Shin
5
Krause, Jochen
5
Mancini, Loriano
5
more ...
less ...
Published in...
All
CORE discussion paper : DP
2
Review of financial economics : RFE
2
CREATES research paper
1
ERIM report series research in management
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Multinational finance journal
1
Nouvelle série
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting liquidity-adjusted VaR : a conditional EVT-copula approach
Karmakar, Madhusudan
;
Khadotra, Ravi
- In:
Review of financial economics : RFE
41
(
2023
)
3
,
pp. 283-321
Persistent link: https://www.econbiz.de/10014336153
Saved in:
2
Relative efficiency of component GARCH-EVT approach in managing intraday market risk
Paul, Samit
;
Karmakar, Madhusudan
- In:
Multinational finance journal
21
(
2017
)
4
,
pp. 247-283
Persistent link: https://www.econbiz.de/10012547567
Saved in:
3
Dependence structure and portfolio risk in Indian foreign exchange market : a GARCH-EVT-Copula approach
Karmakar, Madhusudan
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 275-291
Persistent link: https://www.econbiz.de/10011792337
Saved in:
4
Intraday risk management in International stock markets : a conditional EVT approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International review of financial analysis
44
(
2016
),
pp. 34-55
Persistent link: https://www.econbiz.de/10011623805
Saved in:
5
Managing extreme risk in some major stock markets : an extreme value approach
Karmakar, Madhusudan
;
Shukla, Girja K.
- In:
International review of economics & finance : IREF
35
(
2015
),
pp. 1-25
Persistent link: https://www.econbiz.de/10011333727
Saved in:
6
Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2009
Persistent link: https://www.econbiz.de/10003850942
Saved in:
7
Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2009
Persistent link: https://www.econbiz.de/10003849502
Saved in:
8
Estimation of tail-related risk measures in the Indian stock market : an extreme value approach
Karmakar, Madhusudan
- In:
Review of financial economics : RFE
22
(
2013
)
3
,
pp. 79-85
Persistent link: https://www.econbiz.de/10010213379
Saved in:
9
Evaluating portfolio value-at-risk using semi-parametric GARCH models
Rombouts, Jeroen V. K.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002505827
Saved in:
10
Dynamic optimal portfolio selection in a VaR framework
Rengifo, Erick W.
;
Rombouts, Jeroen V. K.
-
2004
Persistent link: https://www.econbiz.de/10002347876
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->