//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
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
Estimation risk for the VaR of...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
1,627
Schätzung
1,627
Theorie
650
Theory
650
Volatility
418
Volatilität
418
USA
358
United States
356
Time series analysis
354
Zeitreihenanalyse
354
Welt
264
World
264
Portfolio selection
249
Portfolio-Management
249
VAR model
225
VAR-Modell
225
Estimation theory
194
Schätztheorie
194
Börsenkurs
190
Capital income
190
Kapitaleinkommen
190
Share price
190
Forecasting model
173
Prognoseverfahren
173
Cointegration
171
Kointegration
171
ARCH model
164
ARCH-Modell
164
Aktienmarkt
154
Stock market
154
Großbritannien
151
United Kingdom
150
Economic growth
148
Wirtschaftswachstum
148
Risiko
137
Risk
136
Schock
133
Shock
133
Exchange rate
130
Wechselkurs
130
more ...
less ...
Online availability
All
Undetermined
1,014
Free
35
Type of publication
All
Article
2,650
Type of publication (narrower categories)
All
Article in journal
2,639
Aufsatz in Zeitschrift
2,639
Conference paper
4
Konferenzbeitrag
4
Case study
1
Fallstudie
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
2,650
Author
All
Bahmani-Oskooee, Mohsen
26
Gil-Alaña, Luis A.
24
Moosa, Imad A.
24
Gupta, Rangan
19
Tiwari, Aviral Kumar
13
Blazsek, Szabolcs
12
Chang, Tsangyao
11
McAleer, Michael
11
Yoon, Seong-min
11
Umar, Zaghum
10
Fabozzi, Frank J.
9
Jawadi, Fredj
9
Apergēs, Nikolaos
8
Hammoudeh, Shawkat
8
Kim, Jong-Min
8
Sosvilla-Rivero, Simón
8
Zhu, Huiming
8
Clements, Kenneth W.
7
Hernandez, Jose Arreola
7
Ma, Feng
7
Narayan, Paresh Kumar
7
Roca, Eduardo
7
Zaremba, Adam
7
Balcilar, Mehmet
6
Balli, Faruk
6
Balli, Hatice Ozer
6
Bhaskara Rao, Buddhavarapu
6
Gubareva, Mariya
6
Hamori, Shigeyuki
6
Lee, Chien-Chiang
6
Ramiah, Vikash
6
Salim, Ruhul A.
6
Shahzad, Syed Jawad Hussain
6
Wohar, Mark E.
6
Zhang, Yaojie
6
Allen, David E.
5
Caporale, Guglielmo Maria
5
Grobys, Klaus
5
Kandil, Magda
5
Li, Bin
5
more ...
less ...
Published in...
All
Applied economics
NBER working paper series
4,067
Working paper / National Bureau of Economic Research, Inc.
3,826
NBER Working Paper
3,685
Discussion paper series / IZA
3,015
Journal of econometrics
2,777
Economics letters
2,349
Discussion paper / Centre for Economic Policy Research
2,088
CESifo working papers
1,815
Applied economics letters
1,807
IZA Discussion Papers
1,679
Working paper
1,650
Finance research letters
1,626
Economic modelling
1,622
IZA Discussion Paper
1,587
Journal of banking & finance
1,462
Energy economics
1,443
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1,252
European journal of operational research : EJOR
1,193
Discussion paper / Tinbergen Institute
1,177
Discussion paper
1,132
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1,130
International review of economics & finance : IREF
1,024
Econometric theory
1,009
International review of financial analysis
1,008
International journal of forecasting
945
Journal of economic dynamics & control
891
Journal of international money and finance
888
CESifo Working Paper
870
Applied financial economics
844
Journal of applied econometrics
799
Econometric reviews
791
Insurance / Mathematics & economics
790
CESifo Working Paper Series
750
Journal of forecasting
724
Journal of empirical finance
722
The North American journal of economics and finance : a journal of financial economics studies
722
IMF working papers
714
Discussion papers / CEPR
692
Journal of financial economics
685
more ...
less ...
Source
All
ECONIS (ZBW)
2,650
Showing
1
-
10
of
2,650
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing and hedging options with GARCH-stable proxy volatilities
Mozumder, Sharif
;
Kabir, Humayun
;
Dempsey, Michael
- In:
Applied economics
50
(
2018
)
56
,
pp. 6034-6046
Persistent link: https://www.econbiz.de/10012063384
Saved in:
2
Predicting instability
Razzak, Weshah A.
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3305-3315
Persistent link: https://www.econbiz.de/10010345431
Saved in:
3
Long range dependence in an emerging stock market's sectors :
volatility
modelling and VaR forecasting
Abuzayed, Bana
;
Al-Fayoumi, Nedal
;
Charfeddine, Lanouar
- In:
Applied economics
50
(
2018
)
23
,
pp. 2569-2599
Persistent link: https://www.econbiz.de/10011850296
Saved in:
4
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Saved in:
5
Rationality of inflation-output forecasts of MMS survey : international evidence
Ulu, Yasemin
- In:
Applied economics
47
(
2015
)
10/12
,
pp. 1187-1198
Persistent link: https://www.econbiz.de/10010486260
Saved in:
6
Volatility
in productivity and the impact on unemployment
Crowder, William J.
;
Smallwood, Aaron D.
- In:
Applied economics
51
(
2019
)
56
,
pp. 6034-6039
Persistent link: https://www.econbiz.de/10012197315
Saved in:
7
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
8
Portfolio optimization through Kriging methods
Barrosa, Marcelo Rosário da
;
Salles, Arthur Valle
; …
- In:
Applied economics
48
(
2016
)
49/51
,
pp. 4894-4905
Persistent link: https://www.econbiz.de/10011641047
Saved in:
9
The derivation of the NPV variance of a risky capital investment project with first-order autoregressive cash flows and autoregressive conditional heteroscedastic variances
Paquin, Jean-Paul
;
Charbonneau, Alain
;
Tessier, David
- In:
Applied economics
47
(
2015
)
10/12
,
pp. 1170-1186
Persistent link: https://www.econbiz.de/10010486263
Saved in:
10
Volatility
spillover and multivariate
volatility
impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->