//--> //--> //-->
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
~subject:"ARCH model"
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: "Ziggel, Daniel"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Risikomaß
10
Risk measure
10
Portfolio selection
9
Portfolio-Management
9
Forecasting model
8
Prognoseverfahren
8
Statistical test
8
Statistischer Test
8
Estimation
7
Risikomanagement
7
Risk management
7
Schätzung
7
Theorie
7
Theory
7
Börsenkurs
4
Estimation theory
4
Portfolio optimization
4
Schätztheorie
4
Share price
4
Structural break
4
Value-at-Risk
4
ARCH-Modell
3
Central Limit Theorem
3
Correlation
3
EU countries
3
EU-Staaten
3
High-Frequency Data
3
Korrelation
3
Markowitz
3
Monte Carlo simulation
3
Semimartingale Theory
3
1999-2009
2
Aktienindex
2
Backtesting
2
Basel Accord
2
Basler Akkord
2
Bias Correction
2
Bipower Variation
2
Diffusion Models
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Ziggel, Daniel
3
Berens, Tobias
1
Bissantz, Kathrin
1
Bissantz, Nicolai
1
Weiß, Gregor
1
Weiß, Gregory N. F.
1
Wied, Dominik
1
more ...
less ...
Published in...
All
Acta Universitatis Danubius / Oeconomica
1
Journal of banking & finance
1
Journal of risk
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Estimation window strategies for value-at-risk and expected shortfall forecasting
Berens, Tobias
;
Weiß, Gregory N. F.
;
Ziggel, Daniel
- In:
Journal of risk
20
(
2017/2018
)
5
,
pp. 33-82
Persistent link: https://www.econbiz.de/10011914663
Saved in:
2
Evaluating Value-at-Risk forecasts : a new set of multivariate backtests
Wied, Dominik
;
Weiß, Gregor
;
Ziggel, Daniel
- In:
Journal of banking & finance
72
(
2016
),
pp. 121-132
Persistent link: https://www.econbiz.de/10011635501
Saved in:
3
An empirical study of correlation and volatility changes of stock indices and their impact on risk figures
Bissantz, Nicolai
;
Ziggel, Daniel
;
Bissantz, Kathrin
- In:
Acta Universitatis Danubius / Oeconomica
7
(
2011
)
4
,
pp. 127-141
Persistent link: https://www.econbiz.de/10009706575
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->