//--> //--> //-->
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:"Börsenkurs"
~subject:"Estimation"
~institution:"Uniwersytet Warszawski / Wydział Nauk Ekonomicznych"
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:"GARCH"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Estimation
ARCH model
3
ARCH-Modell
3
Risikomaß
3
Risk measure
3
Ausreißer
1
Estimation theory
1
Market risk
1
Marktrisiko
1
Methodologie
1
Methodology
1
Outliers
1
Poland
1
Polen
1
Prediction market
1
Prognosemarkt
1
Schätztheorie
1
Schätzung
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
1
Author
All
Buczyński, Mateusz
1
Chlebus, Marcin
1
Institution
All
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
National Bureau of Economic Research
8
University of Canterbury / Dept. of Economics and Finance
3
Centre for Analytical Finance <Århus>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Brown University / Department of Economics
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
Institut für Weltwirtschaft
1
Institute for Monetary and Economic Studies, Bank of Japan
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Nationalekonomiska Institutionen <Lund>
1
Queen Mary College / Department of Economics
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
School of Finance and Business Economics <Perth, Western Australia>
1
Springer Fachmedien Wiesbaden
1
Svenska Handelshögskolan <Helsinki>
1
University of Strathclyde / Department of Economics
1
Universität Bremen / Fachbereich Wirtschaftswissenschaft
1
William Davidson Institute <Ann Arbor, Mich.>
1
Zentrum für Europäische Wirtschaftsforschung
1
more ...
less ...
Published in...
All
Working papers
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Old-fashioned parametric models are still the best : a comparison of Value-at-Risk approaches in several volatility states
Buczyński, Mateusz
;
Chlebus, Marcin
-
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
-
2019
Persistent link: https://www.econbiz.de/10012041611
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->