//--> //--> //-->
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"
~person:"Chi, Xie"
~person:"Gatfaoui, Hayette"
~subject:"Ansteckungseffekt"
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:"Distribution"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Ansteckungseffekt
Estimation
3
Risikomaß
3
Risk measure
3
Schätzung
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Börsenkurs
2
Capital income
2
Contagion effect
2
Correlation
2
Financial crisis
2
Financial market
2
Finanzkrise
2
Finanzmarkt
2
Kapitaleinkommen
2
Korrelation
2
Portfolio selection
2
Portfolio-Management
2
Share price
2
Stock market
2
CDS
1
China
1
Cointegration
1
Conditional correlation
1
Contagion risk
1
Credit derivative
1
Credit risk
1
Dynamic Markov Regime Switching Copula
1
Dynamic correlation
1
Fat tail
1
Implied volatility
1
International financial market
1
Internationaler Finanzmarkt
1
Kointegration
1
Kreditderivat
1
Kreditrisiko
1
more ...
less ...
Online availability
All
Undetermined
1
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
Chi, Xie
Gatfaoui, Hayette
Abdallah, Oussama
1
Anderson, Randy I.
1
BenSaïda, Ahmed
1
Changqing, Luo
1
Chen, Yi-Chi
1
Cong, Yu
1
Davidson, Sharada Nia
1
Dong, Yinghui
1
Dua, Pami
1
Litimi, Houda
1
Niţoi, Mihai
1
Pochea, Maria Miruna
1
Tuteja, Divya
1
Wang, Guojing
1
Wang, Li-Min
1
Yan, Xu
1
more ...
less ...
Published in...
All
Economic modelling
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets
Changqing, Luo
;
Chi, Xie
;
Cong, Yu
;
Yan, Xu
- In:
Economic modelling
51
(
2015
),
pp. 657-671
Persistent link: https://www.econbiz.de/10011476241
Saved in:
2
Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->