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~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"ARCH model"
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Theorie
ARCH model
42
ARCH-Modell
42
Risikomaß
23
Risk measure
23
Volatility
22
Volatilität
22
Estimation
18
Schätzung
18
Estimation theory
12
Schätztheorie
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Forecasting model
11
Portfolio selection
11
Portfolio-Management
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Time series analysis
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Zeitreihenanalyse
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Theory
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value-at-risk (VaR)
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Multivariate Verteilung
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Risiko
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Risikomanagement
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Risk
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Aufsatz in Zeitschrift
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Amendola, Alessandra
1
Bouri, Elie
1
Braun, Valentin
1
Cameron, James
1
Candila, Vincenzo
1
Cong, Jianfa
1
Gillas, Konstantinos Gkillas
1
Gulati, Chandra M.
1
Gupta, Rangan
1
Hackethal, Andreas
1
Han, Yang
1
Kyei, Clement Kewku
1
Li, Jinzhi
1
Lin, Yan-xia
1
Ma, Chaoqun
1
Nossman, Marcus
1
Schäfer, Rudi
1
Shayya, Reem
1
Sorrosal Forradellas, Maria Teresa
1
Tan, Ken Seng
1
Terceño, Antonio
1
Vilhelmsson, Anders
1
Wang, Chengguo
1
Wollschläger, Marcel
1
Wu, Xinyu
1
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Journal of risk
Journal of econometrics
55
Journal of empirical finance
52
International journal of forecasting
44
Finance research letters
41
Journal of forecasting
39
Applied economics
38
Econometric theory
37
Economics letters
32
Journal of banking & finance
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
The European journal of finance
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
International review of financial analysis
27
Econometric reviews
25
Economic modelling
25
International review of economics & finance : IREF
23
Journal of applied econometrics
23
Energy economics
22
The North American journal of economics and finance : a journal of financial economics studies
20
The econometrics journal
20
Journal of international financial markets, institutions & money
19
Applied economics letters
18
Computational economics
18
Quantitative finance
18
Journal of financial econometrics
17
Journal of risk and financial management : JRFM
17
Journal of economic dynamics & control
16
Research in international business and finance
16
Risks : open access journal
16
Applied financial economics
15
Journal of international money and finance
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
International journal of finance & economics : IJFE
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Econometrics : open access journal
10
International Journal of Energy Economics and Policy : IJEEP
9
Journal of time series econometrics
9
Review of quantitative finance and accounting
9
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1
Value-at-risk models : a systematic review of the literature
Shayya, Reem
;
Sorrosal Forradellas, Maria Teresa
; …
- In:
Journal of risk
25
(
2023
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014314618
Saved in:
2
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:
3
Monetary policy uncertainty and jumps in advanced equity markets
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 101-112
Persistent link: https://www.econbiz.de/10012500112
Saved in:
4
Optimal hedge ratios based on Markov-switching dynamic copula models
Li, Jinzhi
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 55-74
Persistent link: https://www.econbiz.de/10011962417
Saved in:
5
Comparing multivariate volatility forecasts by direct and indirect approaches
Amendola, Alessandra
;
Candila, Vincenzo
- In:
Journal of risk
19
(
2017
)
6
,
pp. 33-57
Persistent link: https://www.econbiz.de/10011799128
Saved in:
6
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:
7
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:
8
Conditional value-at-risk-based optimal partial hedging
Cong, Jianfa
;
Tan, Ken Seng
;
Wang, Chengguo
- In:
Journal of risk
16
(
2013/2014
)
3
,
pp. 49-83
Persistent link: https://www.econbiz.de/10013262926
Saved in:
9
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:
10
Portfolio risk forecasting
Braun, Valentin
;
Hackethal, Andreas
- In:
Journal of risk
16
(
2013/2014
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10013262566
Saved in:
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