//--> //--> //-->
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 letters"
~isPartOf:"Economics letters"
~isPartOf:"Public choice"
~language:"eng"
~person:"Bali, Turan G."
~person:"Hoogerheide, Lennart F."
~subject:"Share price"
~type_genre:"Article in journal"
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:
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Share price
Börsenkurs
5
Capital income
4
Kapitaleinkommen
4
ARCH model
3
ARCH-Modell
3
Forecasting model
3
Prognoseverfahren
3
Volatility
3
Volatilität
3
Estimation
2
GARCH
2
Risikomaß
2
Risk measure
2
Schätzung
2
Statistical distribution
2
Statistische Verteilung
2
USA
2
United States
2
Aktie
1
Aktienindex
1
Bayes-Statistik
1
Bayesian inference
1
Emissionsgeschäft
1
Equity
1
Estimation theory
1
Exchange rate
1
Expected Shortfall
1
False discovery rate
1
Forecast
1
Frequency
1
Interest rate
1
Portfolio selection
1
Portfolio-Management
1
Prognose
1
Schätztheorie
1
Share
1
Stock index
1
Time series analysis
1
Underwriting business
1
more ...
less ...
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
5
Language
All
English
Author
All
Bali, Turan G.
Hoogerheide, Lennart F.
Ryu, Doojin
8
Schaub, Mark
6
Gupta, Rangan
4
Kim, Hyeyoen
4
Quayes, Shakil
4
Ardia, David
3
Blomkvist, Magnus
3
Burdekin, Richard C. K.
3
Caporale, Guglielmo Maria
3
Dajcman, Silvo
3
Ferris, Stephen P.
3
Grobys, Klaus
3
Jung, Hojin
3
Kurz-Kim, Jeong-Ryeol
3
Li, Meng
3
Pierdzioch, Christian
3
Pruitt, Stephen W.
3
Siliverstovs, Boriss
3
Spagnolo, Nicola
3
Thorbecke, Willem
3
Yang, Heejin
3
Allen, David E.
2
Alsaifi, Khaled
2
Balduzzi, Pierluigi
2
Bali, Rakesh
2
Bonilla, Claudio A.
2
Boucher, Christophe
2
Boungou, Whelsy
2
Cao, Kang Hua
2
Chan, Hing-lin
2
Cheah, Eng-Tuck
2
Chen, Jian
2
Chen, Yi-Chang
2
Chevallier, Julien
2
Chevapatrakul, Thanaset
2
Chong, Terence Tai-Leung
2
Chung, Chune Young
2
Ciner, Cetin
2
more ...
less ...
Published in...
All
Applied economics letters
Economics letters
Public choice
Journal of financial and quantitative analysis : JFQA
5
Journal of financial economics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
China finance review international
1
Journal of banking & finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Review of financial economics : RFE
1
The journal of finance : the journal of the American Finance Association
1
The journal of portfolio management : a publication of Institutional Investor
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
GARCH models for daily stock returns : impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Economics letters
123
(
2014
)
2
,
pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
Saved in:
2
The new issues puzzle : evidence from non-US firms
Bali, Turan G.
;
Cakici, Nusret
;
Fabozzi, Frank J.
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1586-1591
Persistent link: https://www.econbiz.de/10010222105
Saved in:
3
Worldwide equity risk prediction
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1333-1339
Persistent link: https://www.econbiz.de/10010202894
Saved in:
4
Density prediction of stock index returns using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.
;
Ardia, David
;
Corré, Nienke
- In:
Economics letters
116
(
2012
)
3
,
pp. 322-325
Persistent link: https://www.econbiz.de/10009674398
Saved in:
5
The generalized extreme value distribution
Bali, Turan G.
- In:
Economics letters
79
(
2003
)
3
,
pp. 423-427
Persistent link: https://www.econbiz.de/10001755303
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->