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subject:"ARCH-Modell"
~isPartOf:"Pacific-Basin finance journal"
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ARCH-Modell
Multivariate Verteilung
8
Multivariate distribution
8
Risikomaß
5
Risk measure
5
ARCH model
4
Capital income
4
Kapitaleinkommen
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Portfolio selection
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Aktienmarkt
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Estimation
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Asymmetric dependence
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Bitcoin
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Korsakul, Nattawadee
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Liu, Xi-Hua
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Qin, Xiao
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Wu, Chih-Chiang
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Pacific-Basin finance journal
Energy economics
12
International review of financial analysis
9
The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
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Applied economics
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Economic modelling
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Journal of risk
7
International review of economics & finance : IREF
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Journal of international financial markets, institutions & money
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Journal of international money and finance
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Risks : open access journal
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Computational economics
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International Journal of Financial Studies : open access journal
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Journal of banking & finance
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Journal of empirical finance
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Journal of risk and financial management : JRFM
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Research in international business and finance
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Applied economics letters
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Applied financial economics
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Discussion paper / Tinbergen Institute
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Emerging markets, finance and trade : EMFT
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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Journal of multinational financial management
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Review of quantitative finance and accounting
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The journal of asset management
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
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Cogent economics & finance
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Discussion papers / Adam Smith Business School, University of Glasgow
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Financial innovation : FIN
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Financial markets and portfolio management
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Insurance / Mathematics & economics
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International journal of Islamic and Middle Eastern finance and management
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ECONIS (ZBW)
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Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets
Hanif, Waqas
;
Areola Hernandez, Jose
;
Troster, Victor
; …
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013389474
Saved in:
2
Extreme linkages between foreign exchange and general financial markets
Wu, Chih-Chiang
;
Chen, Wei Peng
;
Korsakul, Nattawadee
- In:
Pacific-Basin finance journal
65
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013209544
Saved in:
3
Time-varying asymmetric tail dependence of international equities markets
Zhou, Chunyang
;
Qin, Xiao
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013332425
Saved in:
4
Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures
Gong, Xiao-Li
;
Liu, Xi-Hua
;
Xiong, Xiong
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 95-109
Persistent link: https://www.econbiz.de/10012169513
Saved in:
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