//--> //--> //-->
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 financial econometrics"
~person:"Liu, Jinjing"
~subject:"Theorie"
~subject:"Welt"
~type:"article"
~type_genre:"Article in journal"
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:"ARCH-Modell"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Welt
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Capital income
1
Correlation
1
International financial market
1
Internationaler Finanzmarkt
1
Kapitaleinkommen
1
Korrelation
1
Measurement
1
Messung
1
Portfolio selection
1
Portfolio-Management
1
Risikomaß
1
Risk measure
1
Statistical distribution
1
Statistische Verteilung
1
Stock market
1
Theory
1
World
1
correlation asymmetries
1
expected shortfall
1
tail dependence
1
value at risk
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Liu, Jinjing
Ledoit, Olivier
2
Wolf, Michael
2
Catania, Leopoldo
1
Cavicchioli, Maddalena
1
Cenesizoglu, Tolga
1
Christensen, Kim
1
De Nard, Gianluca
1
Fabozzi, Francesco A.
1
Francq, Christian
1
Gorgi, P.
1
Hansen, Anne Lundgaard
1
Hansen, Peter Reinhard
1
Ibrushi, Denada
1
Janus, Paweł
1
Koopman, Siem Jan
1
Maheu, John M.
1
Peng, Shige
1
Qiu, Yue
1
Sheppard, Kevin
1
Shi, Yanlin
1
Siggaard, Mathias Voldum
1
Stoyanov, Stoyan V.
1
Veliyev, Bezirgen
1
Wong, Woon K.
1
Xie, Tian
1
Xu, Wen
1
Yang, Shuzhen
1
Yao, Jianfeng
1
Yu, Jun
1
Zakoïan, Jean-Michel
1
Zamenjani, Azam Shamsi
1
Zhao, Zhao
1
Zhou, Qiankun
1
more ...
less ...
Published in...
All
Journal of financial econometrics
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new tail-based correlation measure and its application in global equity markets
Liu, Jinjing
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 959-987
Persistent link: https://www.econbiz.de/10014314844
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->