//--> //--> //--> //-->
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
~isPartOf:"Applied economics"
~subject:"Correlation"
~subject:"Risk measure"
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:"conditional heteroscedasticity"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Correlation
Risk measure
ARCH model
160
ARCH-Modell
160
Volatility
104
Volatilität
104
Estimation
58
Schätzung
58
Börsenkurs
44
Share price
44
Theorie
38
Theory
38
Forecasting model
37
Prognoseverfahren
37
Aktienmarkt
36
Stock market
36
Capital income
31
Kapitaleinkommen
31
Time series analysis
27
Zeitreihenanalyse
27
GARCH
22
Risikomaß
20
Welt
19
World
19
USA
16
United States
16
Korrelation
15
Oil price
15
Ölpreis
15
Portfolio selection
13
Portfolio-Management
13
Spillover effect
13
Spillover-Effekt
13
China
12
Financial crisis
12
Financial market
12
Finanzkrise
12
Finanzmarkt
12
Hedging
12
Commodity derivative
11
more ...
less ...
Online availability
All
Undetermined
26
Type of publication
All
Article
34
Type of publication (narrower categories)
All
Article in journal
34
Aufsatz in Zeitschrift
34
Language
All
English
34
Author
All
Blazsek, Szabolcs
3
Hamori, Shigeyuki
2
Kim, Jong-Min
2
Monteros, Luis Antonio
2
Wang, Yi-Hsien
2
Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Alhothuali, Mohammad S.
1
Allen, David E.
1
Alqahtani, Faisal
1
Alsulami, Hamed Hamdan
1
Bollen, Bernard
1
Cai, Xiao Jing
1
Chang, Kuang-liang
1
Chang, Matthew C.
1
Charfeddine, Lanouar
1
Chevallier, Julien
1
Chiu, Yen-Chen
1
Chu, Guoqing
1
Chuang, Chung-Chu
1
Chuang, I-Yuan
1
Chuang, Shuo-Li
1
Dar, Arif Billah
1
Dempsey, Michael
1
Diao, Xundi
1
Ding, Jin
1
Dong, Xiyong
1
Fan, Hai
1
Goodwin, Barry K.
1
He, Chaohua
1
He, Yingchen
1
Ho, Han-Chiang
1
Huang, Alex
1
Hui, Eddie Chi Man
1
Hung, Jui-Cheng
1
Hwang, Sun Young
1
Iglesias, Emma M.
1
Jang, Hyun Jin
1
Jung, Hojin
1
Kabir, Humayun
1
more ...
less ...
Published in...
All
Applied economics
Energy economics
45
Finance research letters
45
Journal of empirical finance
43
Economic modelling
39
Journal of banking & finance
35
The North American journal of economics and finance : a journal of financial economics studies
33
Research in international business and finance
31
International review of financial analysis
30
International journal of forecasting
27
International review of economics & finance : IREF
25
Journal of international financial markets, institutions & money
24
Journal of risk
22
Journal of risk and financial management : JRFM
21
Journal of econometrics
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Journal of forecasting
19
Working papers
19
Discussion paper / Tinbergen Institute
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Applied economics letters
15
Journal of financial econometrics
15
The journal of risk model validation
15
Economics letters
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
The European journal of finance
14
International journal of economics and financial issues : IJEFI
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
CORE discussion papers : DP
11
Computational economics
11
Econometric Institute research papers
11
Journal of international money and finance
11
Review of quantitative finance and accounting
11
Risks : open access journal
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of mathematical finance
9
Pacific-Basin finance journal
9
Quantitative finance
9
The journal of futures markets
9
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Do gulf stock markets share time varying connectedness
Saeed, Tareq
;
Nautiyal, Neeraj
;
Ur Rehman, Mobeen
; …
- In:
Applied economics
55
(
2023
)
48
,
pp. 5700-5718
Persistent link: https://www.econbiz.de/10014335664
Saved in:
2
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
3
Unconditional density vs conditional density functions in estimating value-at-risk
Chiu, Yen-Chen
;
Chuang, I-Yuan
- In:
Applied economics
53
(
2021
)
4
,
pp. 482-494
Persistent link: https://www.econbiz.de/10012416070
Saved in:
4
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
5
Measuring systemic risk with a dynamic copula-based approach
Jang, Hyun Jin
;
Pan, Xiao
;
Park, Sumin
- In:
Applied economics
53
(
2021
)
50
,
pp. 5843-5863
Persistent link: https://www.econbiz.de/10012627102
Saved in:
6
The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights
Siu, Tak Kuen
- In:
Applied economics
53
(
2021
)
17
,
pp. 1991-2014
Persistent link: https://www.econbiz.de/10012500918
Saved in:
7
Correlation between Shanghai crude oil futures, stock, foreign exchange, and gold markets : a GARCH-vine-copula method
He, Chaohua
;
Li, Guangchen
;
Fan, Hai
;
Wei, Weixian
- In:
Applied economics
53
(
2021
)
11
,
pp. 1249-1263
Persistent link: https://www.econbiz.de/10012485170
Saved in:
8
Weathering financial crisis in China : the role of global market integration
Vikkram Singh
;
Roca, Eduardo
- In:
Applied economics
53
(
2021
)
15
,
pp. 1756-1776
Persistent link: https://www.econbiz.de/10012485291
Saved in:
9
The impact of liquidity on portfolio value-at-risk forecasts
Hung, Jui-Cheng
;
Su, Jung-bin
;
Chang, Matthew C.
;
Wang, …
- In:
Applied economics
52
(
2020
)
3
,
pp. 242-259
Persistent link: https://www.econbiz.de/10012197387
Saved in:
10
Value-at-risk and expected shortfall in cryptocurrencies' portfolio : a vine copula–based approach
Trucíos, Carlos
;
Tiwari, Aviral Kumar
;
Alqahtani, Faisal
- In:
Applied economics
52
(
2020
)
24
,
pp. 2580-2593
Persistent link: https://www.econbiz.de/10012210957
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->