//--> //--> //-->
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:"International review of financial analysis"
~person:"Dent, Pamela"
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:"LPM (Lower Partial Moments)"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
1
ARCH-Modell
1
Capital income
1
Estimation
1
Expected shortfall
1
Forecasting model
1
Kapitaleinkommen
1
Long memory
1
Multi-period forecasting
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Schätzung
1
Time series analysis
1
Value-at-risk
1
Volatility
1
Volatility forecasting
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
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
Dent, Pamela
Degiannakis, Stavros
2
Fernández, Viviana
2
Lazar, Emese
2
Righi, Marcelo Brutti
2
Troster, Victor
2
Uddin, Mohammed Gazi Salah
2
Zarangas, Leonidas P.
2
Ahelegbey, Daniel Felix
1
Al-Titi, Omar
1
Alexander, Carol
1
Alzahrani, Mohammed
1
Argyropoulos, Christos
1
Assaf, Ata
1
Battaglia, Francesca
1
Bee, Marco
1
Berger, Theo
1
Bhattacharyya, Malay
1
Bollen, Bernard
1
Borer, Daniel
1
Bredin, Donal
1
Brio, Esther B. del
1
Brooks, Robert
1
Butt, Hilal Anwar
1
Byström, Hans N. E.
1
Cassese, Gianluca
1
Ceretta, Paulo Sergio
1
Chau Trinh Nguyen
1
Chen, Xiang
1
Chen, Zhihua
1
Chou, Pin-huang
1
Chrétien, Stéphane
1
Chávez-Bedoya, Luis
1
Cincinelli, Peter
1
Coggins, Frank
1
Conlon, Thomas
1
Dai, Zhifeng
1
DeBoyrie, Maria Eugenia
1
Di, Zengru
1
Diamandis, Panayotis F.
1
more ...
less ...
Published in...
All
International review of financial analysis
The Manchester School
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->