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subject:"ARCH-Modell"
~isPartOf:"Research in international business and finance"
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ARCH-Modell
Risikomaß
35
Risk measure
35
Portfolio selection
16
Portfolio-Management
16
Capital income
12
Kapitaleinkommen
12
ARCH model
11
Estimation
10
Schätzung
10
Risk management
9
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Systemrisiko
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Bank risk
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11
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Gozgor, Giray
2
Trabelsi, Nader
2
Aboura, Sofiane
1
Al Rababa'a, Abdel Razzaq
1
Alomari, Mohammad
1
Chevallier, Julien
1
Degiannakis, Stavros
1
Floros, Christos
1
Hammoudeh, Shawkat
1
Huang, Yilong
1
Jacobs, Michael <Jr.>
1
Jiang, Kunliang
1
Karagozoglu, Ahmet K.
1
Klein, Tony
1
Kurita, Takamitsu
1
Lau, Chi Keung
1
Liu, Wei
1
Liu, Yimeng
1
McMillan, David G.
1
Naifar, Nader
1
Piontek, Krzysztof
1
Semeyutin, Artur
1
Song, Jiashan
1
Tan, Zhengxun
1
Thu, Hien Pham
1
Tiwari, Aviral Kumar
1
Walther, Thomas
1
Xiao, Binuo
1
Zeng, Linhui
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Research in international business and finance
Energy economics
28
Journal of empirical finance
25
The North American journal of economics and finance : a journal of financial economics studies
25
Journal of banking & finance
23
Finance research letters
22
International journal of forecasting
22
Journal of risk
22
Economic modelling
21
Applied economics
20
Journal of risk and financial management : JRFM
16
International review of financial analysis
15
The journal of risk model validation
15
Journal of forecasting
14
International review of economics & finance : IREF
11
Journal of econometrics
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Journal of international financial markets, institutions & money
9
Journal of financial econometrics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Risks : open access journal
8
The European journal of finance
8
Applied economics letters
7
Computational economics
7
Insurance / Mathematics & economics
7
International journal of economics and financial issues : IJEFI
7
Journal of mathematical finance
7
Pacific-Basin finance journal
7
Quantitative finance
7
Risk management : a journal of risk, crisis and disaster
7
Review of quantitative finance and accounting
6
Annals of financial economics
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Emerging markets review
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Financial markets and portfolio management
4
International Journal of Financial Studies : open access journal
4
International journal of economics and finance
4
International journal of finance & economics : IJFE
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
11
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1
Forecasting Value-at-Risk of cryptocurrencies using the time-varying mixture-accelerating generalized autoregressive score model
Jiang, Kunliang
;
Zeng, Linhui
;
Song, Jiashan
;
Liu, Yimeng
- In:
Research in international business and finance
61
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014240057
Saved in:
2
Value at risk and returns of cryptocurrencies before and after the crash : long-run relations and fractional cointegration
Tan, Zhengxun
;
Huang, Yilong
;
Xiao, Binuo
- In:
Research in international business and finance
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013266119
Saved in:
3
Effects of price of gold on Bombay stock exchange sectoral indices : new evidence for portfolio risk management
Trabelsi, Nader
;
Gozgor, Giray
;
Tiwari, Aviral Kumar
; …
- In:
Research in international business and finance
55
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013264668
Saved in:
4
Multiscale stock-bond correlation : implications for risk management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
McMillan, …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013286286
Saved in:
5
Forecasting value-at-risk of cryptocurrencies with riskmetrics type models
Liu, Wei
;
Semeyutin, Artur
;
Lau, Chi Keung
;
Gozgor, Giray
- In:
Research in international business and finance
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012581358
Saved in:
6
Tail risk and the return-volatility relation
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
46
(
2018
),
pp. 16-29
Persistent link: https://www.econbiz.de/10011983542
Saved in:
7
Are Islamic stock indexes exposed to systemic risk? : multivariate GARCH estimation of CoVaR
Trabelsi, Nader
;
Naifar, Nader
- In:
Research in international business and finance
42
(
2017
),
pp. 727-744
Persistent link: https://www.econbiz.de/10011750545
Saved in:
8
True or spurious long memory in European non-EMU currencies
Walther, Thomas
;
Klein, Tony
;
Thu, Hien Pham
;
Piontek, …
- In:
Research in international business and finance
40
(
2017
),
pp. 217-230
Persistent link: https://www.econbiz.de/10011912762
Saved in:
9
Dynamic characteristics of the daily yen-dollar exchange rate
Kurita, Takamitsu
- In:
Research in international business and finance
30
(
2014
),
pp. 72-82
Persistent link: https://www.econbiz.de/10010390291
Saved in:
10
On the characteristics of dynamic correlations between asset pairs
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
- In:
Research in international business and finance
32
(
2014
),
pp. 60-82
Persistent link: https://www.econbiz.de/10010434475
Saved in:
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