//--> //--> //-->
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:"Energy economics"
~person:"Segnon, Mawuli"
~subject:"GARCH"
~subject:"Welt"
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:"Expected tail loss"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
GARCH
Welt
ARCH model
1
ARCH-Modell
1
Crude oil prices
1
Encompassing test
1
Forecasting model
1
Multifractal processes
1
Oil price
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Statistical test
1
Statistischer Test
1
Superior predictive ability test
1
VaR
1
Volatility
1
Volatilität
1
World
1
Ölpreis
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Segnon, Mawuli
Fan, Ying
3
Ji, Qiang
3
Liu, Bing-Yue
2
Ahmed, Rizwan
1
Aloui, Riadh
1
Asem, Ebenezer
1
Ben Aïssa, Mohamed Safouane
1
Bu, Ruijun
1
Chamaiporn Kumpamool
1
Chaudhry, Sajid M.
1
Chen, Xiuyun
1
Chonlakan Benjasak
1
Costello, Alexandra
1
Du, Limin
1
Duan, Xin-Lei
1
Enilov, Martin
1
Gardner, Eldon
1
Giot, Pierre
1
Guo, Yawei
1
Gupta, Rangan
1
Hammoudeh, Shawkat
1
He, Yanan
1
Hung, Jui-cheng
1
Hussain, Nazim
1
Jawadi, Fredj
1
Ke, Rui
1
Laporta, Alessandro G.
1
Laurent, Sébastien
1
Lee, Ming-chih
1
Li, Jian
1
Li, Ming-Fang
1
Li, Yiying
1
Liu, Hung-Chun
1
Liu, Kun
1
Lux, Thomas
1
Lyu, Yongjian
1
Merlo, Luca
1
Mishra, Tapas
1
Morelli, Giacomo
1
Nguyen, Duc Khuong
1
more ...
less ...
Published in...
All
Energy economics
The European journal of finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas
;
Segnon, Mawuli
;
Gupta, Rangan
- In:
Energy economics
56
(
2016
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->