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subject:"ARCH-Modell"
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ARCH-Modell
Risk measure
4,814
Risikomaß
4,790
Theorie
2,246
Theory
2,246
Portfolio selection
1,834
Portfolio-Management
1,834
Risk management
1,453
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1,450
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1,430
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1,419
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787
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787
ARCH model
744
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730
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730
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678
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676
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668
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667
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544
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544
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529
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529
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354
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342
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324
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323
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306
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306
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295
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295
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292
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Degiannakis, Stavros
8
Francq, Christian
7
Giot, Pierre
7
Paolella, Marc S.
7
Su, Jung-bin
7
Zakoïan, Jean-Michel
7
Ardia, David
6
Karmakar, Madhusudan
6
Liu, Hung-Chun
6
Zarangas, Leonidas P.
6
Chen, Cathy W. S.
5
Kang, Sang Hoon
5
McMillan, David G.
5
Mensi, Walid
5
Tiwari, Aviral Kumar
5
Walther, Thomas
5
Weiß, Gregor
5
Aloui, Chaker
4
Barone-Adesi, Giovanni
4
Bee, Marco
4
Blazsek, Szabolcs
4
Chlebus, Marcin
4
Floros, Christos
4
Gerlach, Richard
4
Hammoudeh, Shawkat
4
Huang, Zhuo
4
Kim, Young Shin
4
Kok Haur Ng
4
Kumar, Dilip
4
Lönnbark, Carl
4
Mabrouk, Samir
4
Mora-Valencia, Andrés
4
Naimoli, Antonio
4
Olmo, Jose
4
Paul, Samit
4
Perote, Javier
4
Račev, Svetlozar T.
4
So, Mike Ka-pui
4
Stavroyiannis, Stavros
4
Storti, Giuseppe
4
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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
Research in international business and finance
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
4
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ECONIS (ZBW)
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91
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
92
Portfolio optimization under distribution uncertainty with a feature fusion of conditional skewness GARCH model
Khan, Yousaf Ali
;
Ahmad, Muneeb
;
Ahmad, Muhammad Munir
- In:
International journal of financial engineering
10
(
2023
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014304236
Saved in:
93
Tail risk forecasting of realized volatility CAViaR models
Chen, Cathy W. S.
;
Hsu, Hsiao-Yun
;
Watanabe, Toshiaki
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014304842
Saved in:
94
Market risks that change US-European equity correlations
Sarwar, Ghulam
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014306348
Saved in:
95
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
96
Improving value-at-risk prediction under model uncertainty
Peng, Shige
;
Yang, Shuzhen
;
Yao, Jianfeng
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 228-259
Persistent link: https://www.econbiz.de/10013542865
Saved in:
97
Backtesting the evaluation of Value-at-Risk methods for exchange rates
Mrkvička, Tomáš
;
Krásnická, Martina
;
Friebel, Ludvík
- In:
Studies in economics and finance
40
(
2023
)
1
,
pp. 175-191
Persistent link: https://www.econbiz.de/10013503890
Saved in:
98
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
99
Value-at-risk and the global financial crisis
Ha Tran Manh
;
Mai Ngoc Tran
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 41-83
Persistent link: https://www.econbiz.de/10014485605
Saved in:
100
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk : JOR
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014487093
Saved in:
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