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  • Search: subject:"dynamic conditional covariances"
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Correlation 2 Korrelation 2 dynamic conditional covariances 2 ARCH model 1 ARCH-Modell 1 Bayes-Statistik 1 Bayesian inference 1 Estimation theory 1 Islamic banks 1 Islamic finance 1 Islamisches Finanzsystem 1 Markov chain 1 Markov chain Monte Carlo 1 Markov-Kette 1 Measurement 1 Messung 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Risikomaß 1 Risk measure 1 Schätztheorie 1 Systemic risk 1 Systemrisiko 1 Theorie 1 Theory 1 correlation networks 1 graphical Gaussian models 1 partial correlations 1 systemic risk measures 1
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Undetermined 2
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Article 2
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Article in journal 2 Aufsatz in Zeitschrift 2
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English 2
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Burda, Martin 1 Giudici, Paolo 1 Hashem, Shatha Qamhieh 1
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Journal of time series econometrics 1 The journal of network theory in finance 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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NetMES : a network based marginal expected shortfall measure
Hashem, Shatha Qamhieh; Giudici, Paolo - In: The journal of network theory in finance 2 (2016) 3, pp. 1-36
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011668564
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Constrained Hamiltonian Monte Carlo in BEKK GARCH with targeting
Burda, Martin - In: Journal of time series econometrics 7 (2015) 1, pp. 95-113
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010510040
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