//--> //--> //-->
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"
~person:"Floros, Christos"
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:"long-memory"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Long memory
4
ARCH-Modell
2
Capital income
2
Estimation
2
Expected shortfall
2
Forecasting model
2
Intra-day data
2
Kapitaleinkommen
2
Multi-period forecasting
2
Predictability
2
Prognoseverfahren
2
Realized volatility
2
Risikomaß
2
Risk measure
2
Schätzung
2
Time series analysis
2
Ultra-high frequency modeling
2
Value-at-Risk
2
Value-at-risk
2
Volatility
2
Volatility forecasting
2
Volatilität
2
Zeitreihenanalyse
2
Theorie
1
Theory
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Floros, Christos
Asai, Manabu
8
Ajmi, Ahdi Noomen
6
McAleer, Michael
6
Caporale, Guglielmo Maria
5
Gupta, Rangan
5
Han, Young Wook
5
Klein, Tony
5
Lux, Thomas
5
Nasr, Adnen Ben
5
Nguyen, Duc Binh Benno
5
Prokopczuk, Marcel
5
Sibbertsen, Philipp
5
Walther, Thomas
5
Aloui, Chaker
4
Chkili, Walid
4
Gil-Alaña, Luis A.
4
Nguyen, Duc Khuong
4
Rodriguez, Gabriel
4
Dark, Jonathan
3
Feng, Yuanhua
3
Hammoudeh, Shawkat
3
Jiang, Yong
3
Koopman, Siem Jan
3
Lin, Ling
3
Mensi, Walid
3
Peiris, Shelton
3
Shi, Yanlin
3
Shin, Dong-wan
3
Tripathy, Trilochan
3
Balibey, Mesut
2
Boubaker, Heni
2
Carnero, M. Angeles
2
Chang, Chia-Lin
2
Charfeddine, Lanouar
2
Christensen, Bent Jesper
2
Degiannakis, Stavros
2
Demiralay, Sercan
2
Dijk, Dick van
2
Gatheral, Jim
2
more ...
less ...
Published in...
All
International review of financial analysis
1
Research in international business and finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
Saved in:
2
Modeling CAC40 volatility using ultra-high frequency data
Degiannakis, Stavros
;
Floros, Christos
- In:
Research in international business and finance
28
(
2013
),
pp. 68-81
Persistent link: https://www.econbiz.de/10009725156
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->