//--> //--> //--> //-->
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:"Journal of empirical finance"
~subject:"Germany"
~subject:"Risikomaß"
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:"GARCH model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Germany
Risikomaß
ARCH model
134
ARCH-Modell
134
Volatility
93
Volatilität
93
Theorie
52
Theory
52
Capital income
50
Kapitaleinkommen
50
Estimation
43
Schätzung
43
Time series analysis
37
Zeitreihenanalyse
37
Börsenkurs
34
Share price
34
Forecasting model
33
Prognoseverfahren
33
Risk measure
26
Correlation
20
Korrelation
20
USA
19
United States
19
Aktienmarkt
18
Stock market
18
Statistical distribution
14
Statistische Verteilung
14
Estimation theory
13
Portfolio selection
13
Portfolio-Management
13
Schätztheorie
13
Welt
13
World
13
Markov chain
12
Markov-Kette
12
GARCH
11
Stochastic process
10
Stochastischer Prozess
10
Exchange rate
9
Realized volatility
9
Wechselkurs
9
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
29
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
30
Aufsatz in Zeitschrift
30
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
30
Author
All
Fałdziński, Marcin
2
Fiszeder, Piotr
2
McCurdy, Thomas H.
2
Molnár, Peter
2
Baillie, Richard
1
Bali, Turan G.
1
Bee, Marco
1
Beltratti, Andrea
1
Berens, Tobias
1
Bernardi, Mauro
1
Billio, Monica
1
Brooks, Chris
1
Byun, Suk Joon
1
Changchien, Chang-Cheng
1
Chen Zhou
1
Cheng, Wan-hsiu
1
Choi, Pilsun
1
Chow, William W.
1
Clare, Andrew D.
1
Constantinou, Nick
1
Dacorogna, Michel M.
1
Dalle Molle, John W.
1
De Lira Salvatierra, Irving Arturo
1
Dupuis, Debbie J.
1
Díaz-Hernández, Adán
1
Frey, Rüdiger
1
Fung, Michael Ka-yiu
1
Gagnon, Louis
1
Giot, Pierre
1
Hafner, Christian M.
1
Herrera, Rodrigo
1
Herwartz, Helmut
1
Hung, Jui-cheng
1
Jalal, Amine
1
James, Robert
1
Kao, Tzu-Chuan
1
Kao, Wei-Shun
1
Kim, Jun Sik
1
Laurent, Sébastien
1
Leung, Henry
1
more ...
less ...
Institution
All
HFDF <2, 1998, Zürich>
1
Published in...
All
Journal of empirical finance
Energy economics
33
Finance research letters
29
The North American journal of economics and finance : a journal of financial economics studies
25
Economic modelling
24
Journal of banking & finance
24
Applied economics
23
International journal of forecasting
23
Journal of risk
23
Journal of risk and financial management : JRFM
20
The journal of risk model validation
18
International review of financial analysis
17
The European journal of finance
16
Journal of forecasting
15
Working papers
15
Journal of international financial markets, institutions & money
14
International review of economics & finance : IREF
13
Journal of econometrics
13
Research in international business and finance
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Applied economics letters
9
Quantitative finance
9
CFS working paper series
8
CORE discussion paper : DP
8
Computational economics
8
Discussion paper / Tinbergen Institute
8
Econometric Institute research papers
8
Journal of financial econometrics
8
Research paper series / Swiss Finance Institute
8
Risks : open access journal
8
Insurance / Mathematics & economics
7
International journal of economics and financial issues : IJEFI
7
Journal of international money and finance
7
Journal of mathematical finance
7
Pacific-Basin finance journal
7
Risk management : a journal of risk, crisis and disaster
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Review of quantitative finance and accounting
6
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
2
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
3
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
4
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
5
Range-based DCC models for covariance and value-at-risk forecasting
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
54
(
2019
),
pp. 58-76
Persistent link: https://www.econbiz.de/10012174846
Saved in:
6
A multiple regime extension to the Heston–Nandi GARCH(1,1) model
Díaz-Hernández, Adán
;
Constantinou, Nick
- In:
Journal of empirical finance
53
(
2019
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012171628
Saved in:
7
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
8
Realizing the extremes : estimation of tail-risk measures from a high-frequency perspective
Bee, Marco
;
Dupuis, Debbie J.
;
Trapin, Luca
- In:
Journal of empirical finance
36
(
2016
),
pp. 86-99
Persistent link: https://www.econbiz.de/10011662757
Saved in:
9
Dynamic copula models and high frequency data
De Lira Salvatierra, Irving Arturo
;
Patton, Andrew J.
- In:
Journal of empirical finance
30
(
2015
),
pp. 120-135
Persistent link: https://www.econbiz.de/10011489292
Saved in:
10
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->