//--> //--> //--> //-->
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:"Quantitative finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH model"
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: ("Einkommensverteilung" OR "Soziale Marktwirtschaft" OR "Ungleichheit" OR "Verteilung") AND NOT isPartOf:Wirtschaftsdienst
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Einkommensverteilung
146
Income distribution
146
Theorie
145
Theory
145
Statistical distribution
113
Statistische Verteilung
113
Estimation
75
Schätzung
75
Multivariate Verteilung
59
Multivariate distribution
59
Volatility
47
Volatilität
47
Risikomaß
44
Risk measure
44
Economic growth
43
Wirtschaftswachstum
43
Capital income
41
Kapitaleinkommen
41
Income inequality
37
Portfolio selection
37
Portfolio-Management
37
Räumliche Verteilung
35
Spatial distribution
35
China
33
ARCH-Modell
31
Welt
31
World
31
Time series analysis
29
Zeitreihenanalyse
29
Inequality
26
Börsenkurs
25
Forecasting model
25
Prognoseverfahren
25
Share price
25
Economic convergence
20
Wirtschaftliche Konvergenz
20
EU countries
19
EU-Staaten
19
Stochastic process
19
more ...
less ...
Online availability
All
Undetermined
23
Free
1
Type of publication
All
Article
31
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Language
All
English
31
Author
All
BenSaïda, Ahmed
1
Bouaddi, Mohammed
1
Boubaker, Sabri
1
Cai, Xiao Jing
1
Candelon, Bertrand
1
Carnero, M. Angeles
1
Chan, Jennifer So Kuen
1
Chang, Kuang-liang
1
Changqing, Luo
1
Chen, Rongda
1
Chi, Xie
1
Chuang, Chung-Chu
1
Chuang, Shuo-Li
1
Cong, Yu
1
Dong, Yizhe
1
Feng, Lingbing
1
Garcia-Jorcano, Laura
1
Gerlach, Richard
1
Ghorbel, Ahmed
1
Grossmass, Lidan
1
Hamori, Shigeyuki
1
Hasim, Haslifah Mohamad
1
Huang, Zhuo
1
Huptas, Roman
1
Iglesias, Emma M.
1
Ji, Hao
1
Jiang, Zhi-qiang
1
Joëts, Marc
1
Jung, Hojin
1
Kiliç, Rehim
1
Kim, Jong-Min
1
Kok Haur Ng
1
Liang, Fang
1
Liu, Jinan
1
Mazur, Błażej
1
Mengling Li
1
Naifar, Nader
1
Naimoli, Antonio
1
Nguyen, Duc Khuong
1
Novales, Alfonso
1
more ...
less ...
Published in...
All
Economic modelling
Quantitative finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
19
The European journal of finance
18
Finance research letters
17
International review of financial analysis
17
Journal of econometrics
17
Applied economics
16
Journal of empirical finance
16
Discussion paper / Tinbergen Institute
15
International journal of forecasting
15
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of banking & finance
12
International review of economics & finance : IREF
11
Journal of risk
11
Journal of risk and financial management : JRFM
11
Journal of forecasting
10
Research paper series / Swiss Finance Institute
10
Swiss Finance Institute Research Paper
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of international financial markets, institutions & money
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Applied economics letters
7
Econometrics : open access journal
7
Economics letters
7
Review of quantitative finance and accounting
7
Risks : open access journal
7
Annals of financial economics
6
Computational economics
6
Global business & economics review
6
International Journal of Financial Studies : open access journal
6
Journal of economic dynamics & control
6
Journal of financial econometrics
6
Applied financial economics
5
Cambridge working papers in economics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of international money and finance
5
Pacific-Basin finance journal
5
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
2
Dynamic dependence of futures basis between the Chinese and international grains markets
Wang, Hao
;
Dong, Yizhe
;
Sun, Mingli
;
Shi, Baofeng
;
Ji, Hao
- In:
Economic modelling
130
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014451147
Saved in:
3
Volatility and dependence in cryptocurrency and financial markets : a copula approach
Liu, Jinan
;
Serletis, Apostolos
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10014506890
Saved in:
4
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
Naimoli, Antonio
;
Gerlach, Richard
;
Storti, Giuseppe
- In:
Economic modelling
107
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367470
Saved in:
5
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
6
Forecasting robust value-at-risk estimates : evidence from UK banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1955-1975
Persistent link: https://www.econbiz.de/10012696799
Saved in:
7
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
8
Can asymmetric conditional volatility imply asymmetric tail dependence?
Kim, Jong-Min
;
Jung, Hojin
- In:
Economic modelling
64
(
2017
),
pp. 409-418
Persistent link: https://www.econbiz.de/10011761287
Saved in:
9
Hedge fund return higher moments over the business cycle
Racicot, François-Éric
;
Théoret, Raymond
- In:
Economic modelling
78
(
2019
),
pp. 73-97
Persistent link: https://www.econbiz.de/10012198849
Saved in:
10
Backtesting extreme value theory models of expected shortfall
Novales, Alfonso
;
Garcia-Jorcano, Laura
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 799-825
Persistent link: https://www.econbiz.de/10012194717
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->