//--> //--> //-->
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:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~person:"Hung, Jui-cheng"
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:"ARCH model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
2
ARCH-Modell
2
Risikomaß
2
Risk measure
2
Capital income
1
Estimation
1
Estimation theory
1
Kapitaleinkommen
1
Schätztheorie
1
Schätzung
1
Skewed generalized t distribution
1
Statistical distribution
1
Statistische Verteilung
1
VAR model
1
VAR-Modell
1
Value-at-Risk
1
Volatility
1
Volatilität
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Hung, Jui-cheng
Huang, Zhuo
4
Karanasos, Menelaos
4
Ma, Feng
4
Wang, Tianyi
4
Wang, Yudong
4
Zhang, Yaojie
4
Arouri, Mohamed
3
Iglesias, Emma M.
3
Kumar, Dilip
3
Lahiani, Amine
3
Shi, Yanlin
3
Todorova, Neda
3
Wu, Chongfeng
3
Ahmed, Abdullahi Dahir
2
Bauwens, Luc
2
Belkhouja, Mustapha
2
BenSaïda, Ahmed
2
Chang, Kuang-liang
2
Charfeddine, Lanouar
2
Cheffou, Abdoulkarim Idi
2
Chen Zhou
2
Christensen, Bent Jesper
2
Conrad, Christian
2
Dark, Jonathan
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Fountas, Stilianos
2
Gallo, Giampiero M.
2
Gupta, Rangan
2
Ho, Kin-Yip
2
Huo, Rui
2
Jawadi, Fredj
2
Jayawardena, Nirodha I.
2
Joëts, Marc
2
Li, Bin
2
Liang, Fang
2
Lin, Xiaoqiang
2
Liu, Jing
2
Maheswaran, S.
2
more ...
less ...
Published in...
All
Economic modelling
Journal of empirical finance
Applied economics
1
Applied financial economics
1
Energy economics
1
Managerial finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
Cheng, Wan-hsiu
;
Hung, Jui-cheng
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10009301140
Saved in:
2
Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation
Su, Jung-bin
;
Hung, Jui-cheng
- In:
Economic modelling
28
(
2011
)
3
,
pp. 1117-1130
Persistent link: https://www.econbiz.de/10009271254
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->