//--> //--> //--> //-->
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:"Risk measure"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of financial econometrics"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risk measure
ARCH model
127
ARCH-Modell
127
Forecasting model
88
Prognoseverfahren
88
Volatility
86
Volatilität
86
Theorie
59
Theory
59
Capital income
52
Kapitaleinkommen
52
Time series analysis
41
Zeitreihenanalyse
41
Estimation
39
Schätzung
39
Risikomaß
30
Börsenkurs
27
Share price
27
Estimation theory
21
Schätztheorie
21
Statistical distribution
20
Statistische Verteilung
20
Portfolio selection
15
Portfolio-Management
15
Aktienmarkt
14
Correlation
14
Korrelation
14
Realized volatility
14
Stock market
14
Volatility forecasting
14
Markov chain
13
Markov-Kette
13
GARCH
11
Multivariate Analyse
10
Multivariate analysis
10
GARCH models
9
Stochastic process
8
Stochastischer Prozess
8
Welt
8
World
8
more ...
less ...
Online availability
All
Undetermined
23
Free
1
Type of publication
All
Article
30
Type of publication (narrower categories)
All
Article in journal
30
Aufsatz in Zeitschrift
30
Language
All
English
30
Author
All
Ardia, David
1
Bams, Dennis
1
Bee, Marco
1
Bianchi, Michele Leonardo
1
Blanchard, Gildas
1
Bluteau, Keven
1
Boffelli, Simona
1
Boudt, Kris
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Cardós, Manuel
1
Catania, Leopoldo
1
Chen, Qian
1
De Luca, Giovanni
1
Dionne, Georges
1
Dupuis, Debbie J.
1
Fortin, Alain-Philippe
1
Francq, Christian
1
Fu, Jin-Yu
1
Fuertes, Ana María
1
Gerlach, Richard H.
1
González, Nicolás
1
González-Rivera, Gloria
1
Gray, Philip K.
1
Greenwood, David
1
Grønneberg, Steffen
1
Hao, Hong-Xia
1
Herrera, Rodrigo
1
Hoga, Yannick
1
Inoue, Atsushi
1
Kam Fong Chan
1
Kang, Kyu Ho
1
Kim, Dongwhan
1
Kim, Minjoo
1
Kourentzes, Nikolaos
1
Lazar, Emese
1
Leccadito, Arturo
1
Lee, Tae-hwy
1
Lehnert, Thorsten
1
Lin, Jin-Guan
1
more ...
less ...
Published in...
All
International journal of forecasting
Journal of financial econometrics
Energy economics
28
Journal of empirical finance
26
The North American journal of economics and finance : a journal of financial economics studies
25
Journal of banking & finance
23
Finance research letters
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
Working papers
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
Discussion paper / Tinbergen Institute
8
Econometric Institute research papers
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
CORE discussion paper : DP
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
Research paper series / Swiss Finance Institute
7
Risk management : a journal of risk, crisis and disaster
7
CFS working paper series
6
Review of quantitative finance and accounting
6
Annals of financial economics
5
Swiss Finance Institute Research Paper
5
CORE discussion papers : DP
4
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
3
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
4
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
5
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
6
A new tail-based correlation measure and its application in global equity markets
Liu, Jinjing
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 959-987
Persistent link: https://www.econbiz.de/10014314844
Saved in:
7
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:
8
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
9
The uncertainty in extreme risk forecasts from covariate-augmented volatility models
Hoga, Yannick
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 675-686
Persistent link: https://www.econbiz.de/10012792861
Saved in:
10
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->