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~subject:"Börsenkurs"
~subject:"Stock index"
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Börsenkurs
Stock index
ARCH model
40
ARCH-Modell
40
Risikomaß
22
Risk measure
22
Volatility
20
Volatilität
20
Estimation
18
Schätzung
18
Estimation theory
12
Schätztheorie
12
Portfolio selection
11
Portfolio-Management
11
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11
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11
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11
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value-at-risk (VaR)
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Finanzkrise
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12
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12
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Wu, Xinyu
2
Brownlees, Christian
1
Cameron, James
1
Ceylan, Özcan
1
Chen, Jiusheng
1
Deering, T. Ryan
1
Engle, Robert F.
1
Farhat, Ahmad
1
Feng, Yiyun
1
Gulati, Chandra M.
1
Guo, Chuan
1
Han, Yang
1
Kelly, Bryan T.
1
Lin, Yan-xia
1
Luger, Richard
1
Ma, Chaoqun
1
Nossman, Marcus
1
Qiao, Xiao
1
Richardson, Christopher
1
Schäfer, Rudi
1
Vilhelmsson, Anders
1
Wang, Yongning
1
Wells, Christopher M.
1
Wollschläger, Marcel
1
Xia, Michelle
1
Zhang, Huanming
1
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Journal of risk
Finance research letters
63
Applied economics
55
Energy economics
54
International review of financial analysis
54
The North American journal of economics and finance : a journal of financial economics studies
53
International review of economics & finance : IREF
52
Research in international business and finance
52
Journal of risk and financial management : JRFM
45
Journal of empirical finance
40
Journal of international financial markets, institutions & money
40
Economic modelling
39
Applied economics letters
32
Journal of econometrics
28
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
International Journal of Energy Economics and Policy : IJEEP
26
Journal of forecasting
23
Journal of banking & finance
22
Applied financial economics
21
International journal of economics and financial issues : IJEFI
21
International journal of forecasting
20
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
19
International journal of economics and finance
19
Cogent economics & finance
18
Economics letters
17
International Journal of Financial Studies : open access journal
17
International journal of finance & economics : IJFE
17
Review of quantitative finance and accounting
17
The empirical economics letters : a monthly international journal of economics
17
Investment management and financial innovations
15
The European journal of finance
15
Global business review
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Pacific-Basin finance journal
14
The journal of futures markets
13
Emerging markets, finance and trade : EMFT
12
Finance India : the quarterly journal of Indian Institute of Finance
12
Global finance journal
12
Review of Pacific Basin financial markets and policies
12
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ECONIS (ZBW)
12
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1
A two-component realized exponential generalized autoregressive conditional heteroscedasticity model
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Journal of risk
24
(
2022
)
6
,
pp. 61-92
Persistent link: https://www.econbiz.de/10013549674
Saved in:
2
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
3
Correlated idiosyncratic volatility shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
4
Forecasting the realized volatility of stock markets with financial stress
Guo, Chuan
;
Feng, Yiyun
- In:
Journal of risk
25
(
2022
)
1
,
pp. 23-48
Persistent link: https://www.econbiz.de/10013549680
Saved in:
5
Forecasting stock market volatility : an asymmetric conditional autoregressive range mixed data sampling (ACARR-MIDAS) model
Wu, Xinyu
;
Han, Yang
;
Ma, Chaoqun
- In:
Journal of risk
23
(
2021
)
6
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013473133
Saved in:
6
A vine copula :
GARCH
approach to corporate exposure management
Wells, Christopher M.
;
Farhat, Ahmad
;
Richardson, …
- In:
Journal of risk
20
(
2017/2018
)
2
,
pp. 27-51
Persistent link: https://www.econbiz.de/10013262948
Saved in:
7
Testing for
GARCH
effects with quasilikelihood ratios
Luger, Richard
- In:
Journal of risk
16
(
2013/2014
)
4
,
pp. 23-59
Persistent link: https://www.econbiz.de/10013262927
Saved in:
8
Nonparametric forward-looking value-at-risk
Nossman, Marcus
;
Vilhelmsson, Anders
- In:
Journal of risk
16
(
2013/2014
)
4
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013262928
Saved in:
9
Impact of nonstationarity on estimating and modeling empirical copulas of daily stock returns
Wollschläger, Marcel
;
Schäfer, Rudi
- In:
Journal of risk
19
(
2016
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011579750
Saved in:
10
Scaling by the square-root-of-time rule : an empirical investigation using five market indexes
Cameron, James
;
Gulati, Chandra M.
;
Lin, Yan-xia
- In:
Journal of risk
19
(
2016
)
2
,
pp. 61-80
Persistent link: https://www.econbiz.de/10013177083
Saved in:
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