//--> //--> //-->
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:"ARCH-Modell"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of risk finance : the convergence of financial products and insurance"
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:"Beta-Faktor"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Beta risk
13
Betafaktor
13
CAPM
7
Börsenkurs
6
Capital income
6
Kapitaleinkommen
6
Share price
6
Volatility
5
Volatilität
5
ARCH model
3
Estimation
3
Schätzung
3
Aktienmarkt
2
Forecasting model
2
Index derivative
2
Indexderivat
2
Option pricing theory
2
Optionspreistheorie
2
Prognoseverfahren
2
Stock market
2
Theorie
2
Theory
2
Time series analysis
2
Zeitreihenanalyse
2
2004 - 2013
1
Aktiengesellschaft
1
Aktienoption
1
Anleihe
1
Asset Pricing
1
Asymmetric beta puzzle
1
Asymmetric betas
1
BEKK model
1
Bond
1
Bond market
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Cholesky decomposition
1
Commodity price
1
Derivatives market
1
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Book / Working Paper
2
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
3
Author
All
Bellalah, Makram
1
Ben Slimane, Ikrame
1
Grassi, Stefano
1
Hansen, Peter Reinhard
1
Lunde, Asger
1
Rjiba, Hatem
1
Violante, Francesco
1
Voev, Valeri
1
more ...
less ...
Published in...
All
CREATES research paper
Journal of risk finance : the convergence of financial products and insurance
Journal of international financial markets, institutions & money
4
International review of economics & finance : IREF
3
Journal of financial econometrics
3
The European journal of finance
3
Applied economics
2
Journal of forecasting
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Advances in risk management
1
Bulletin of economic research
1
Business research : an illustrative guide to practical methodological applications in selected case studies
1
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
1
CEIS Working Paper
1
Computational economics
1
Decision making and risk/return optimization in financial economics
1
Department of Economics discussion paper series / University of Oxford
1
Economic modelling
1
Emerging markets : identification, new developments and investments
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
European journal of operational research : EJOR
1
Global COE Hi-Stat discussion paper series
1
IES working paper
1
IIMB management review
1
International Journal of Financial Studies : open access journal
1
International journal of accounting and finance
1
International journal of applied business and economic research
1
International journal of economic policy in emerging economies
1
International journal of economics and finance
1
International journal of financial engineering
1
International journal of financial research
1
International journal of strategic property management
1
Japan and the world economy : international journal of theory and policy
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of finance and investment analysis
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
2
Time-varying beta during the 2008 financial crisis : evidence from North America and Western Europe
Ben Slimane, Ikrame
;
Bellalah, Makram
;
Rjiba, Hatem
- In:
Journal of risk finance : the convergence of financial …
18
(
2017
)
4
,
pp. 398-431
Persistent link: https://www.econbiz.de/10011782717
Saved in:
3
Realized beta GARCH : a multivariate GARCH model with realized measures of volatility and covolatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
-
2010
Persistent link: https://www.econbiz.de/10008746092
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->