//--> //--> //-->
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:"Welt"
~person:"Giot, Pierre"
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_exact:"ARCH-Modell"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Welt
ARCH model
21
ARCH-Modell
21
Risikomaß
15
Risk measure
15
USA
13
United States
13
Volatility
11
Volatilität
11
Börsenkurs
7
Share price
7
Theorie
7
Theory
7
Securities trading
5
Wertpapierhandel
5
Aktienindex
4
Commodity market
4
Deutschland
4
Germany
4
Rohstoffmarkt
4
Stock index
4
1984-2000
3
1997
3
Derivat
3
Derivative
3
Estimation
3
France
3
Frankreich
3
Information value
3
Informationswert
3
Japan
3
Option pricing theory
3
Optionspreistheorie
3
Schweiz
3
Schätzung
3
Statistical distribution
3
Statistische Verteilung
3
Switzerland
3
1987-2002
2
1994-1995
2
Agrarmarkt
2
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Giot, Pierre
McAleer, Michael
28
Gupta, Rangan
22
Ma, Feng
19
Bouri, Elie
18
Chang, Chia-Lin
16
Chen, Chi-chung
12
Ji, Qiang
12
Liang, Chao
10
Wang, Yudong
10
Wei, Yu
10
Salisu, Afees A.
9
Hammoudeh, Shawkat
7
Lumsdaine, Robin L.
7
Thorp, Susan
7
Zhang, Yaojie
7
Dungey, Mardi H.
6
Hesse, Heiko
6
Nonejad, Nima
6
Prasad, Eswar S.
6
Salman, Ferhan
6
Schmieder, Christian
6
Adrangi, Bahram
5
Brooks, Robert
5
Chatziantoniou, Ioannis
5
Chen, Ping-yu
5
Gabauer, David
5
Kang, Sang Hoon
5
Lan Fen Chu
5
Mancini, Loriano
5
Tansuchat, Roengchai
5
Trojani, Fabio
5
Zhang, Yue-jun
5
Baur, Dirk G.
4
Buncic, Daniel
4
Cuñado Eizaguirre, Juncal
4
Dutta, Anupam
4
Dyhrberg, Anne Haubo
4
Fan, Ying
4
Filis, George
4
Hamori, Shigeyuki
4
more ...
less ...
Published in...
All
CORE discussion paper : DP
1
Energy economics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Market risk in commodity markets : a VaR approach
Giot, Pierre
;
Laurent, Sébastien
-
2003
Persistent link: https://www.econbiz.de/10001791292
Saved in:
2
Market risk in commodity markets : a VaR approach
Giot, Pierre
;
Laurent, Sébastien
- In:
Energy economics
25
(
2003
)
5
,
pp. 435-457
Persistent link: https://www.econbiz.de/10001790694
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->