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
~isPartOf:"Econometric Institute research papers"
~subject:"ARCH-Modell"
~subject:"Portfolio-Management"
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
The ultimate trade-off
Similar by person
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Portfolio-Management
Time series analysis
7
Zeitreihenanalyse
7
Portfolio selection
4
Risikomaß
4
Risk measure
4
ARCH model
3
Capital market returns
3
Großbritannien
3
Kapitalmarktrendite
3
USA
3
United Kingdom
3
United States
3
Volatility
3
Volatilität
3
Basel Accord
2
Basler Akkord
2
Cointegration
2
Credit risk
2
Estimation
2
Exchange rate
2
Hedge fund
2
Hedgefonds
2
Kointegration
2
Kreditrisiko
2
Media coverage
2
Mediale Berichterstattung
2
Multi-criteria analysis
2
Multikriterielle Entscheidungsanalyse
2
Multivariate Analyse
2
Multivariate analysis
2
Schock
2
Schätzung
2
Shock
2
Spillover effect
2
Spillover-Effekt
2
Theorie
2
Theory
2
Wechselkurs
2
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
All
English
7
Author
All
Allen, David E.
7
McAleer, Michael
7
Singh, Abhay Kumar
5
Powell, Robert
3
Chang, Chia-Lin
1
Pérez Amaral, Teodosio
1
Published in...
All
Econometric Institute research papers
School of Accounting, Finance and Economics & FEMARC working paper series
11
Discussion paper / Tinbergen Institute
7
Journal of risk and financial management : JRFM
4
Financial analysts journal : FAJ
3
Applied economics
2
The North American journal of economics and finance : a journal of financial economics studies
2
Working paper
2
Working paper series / School of Economics and Finance, Curtin University of Technology
2
Annals of financial economics
1
Applied financial economics
1
Cambridge working papers in economics
1
Discussion paper / UTAS, School of Economics and Finance
1
Emerging markets and sovereign risk
1
IRIC discussion paper series
1
International review of economics & finance : IREF
1
Journal of empirical finance
1
Management accounting in inflation series
1
Pacific-Basin finance journal
1
Risks : open access journal
1
Selected papers from the Fifth Annual PACAP Finance Conference held in Malaysia
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
Working paper series / Curtin University of Technology, Curtin Business School, School of Economics and Finance and the Economic and Financial Research Unit / School of Economics and Finance, Curtin University of Technology
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
Saved in:
2
Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432732
Saved in:
3
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2016
Persistent link: https://www.econbiz.de/10011823323
Saved in:
4
A multi-criteria financial and energy portfolio analysis of hedge fund strategies
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2018
Persistent link: https://www.econbiz.de/10011868783
Saved in:
5
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009781946
Saved in:
6
Theoretical and empirical differences between diagonal and full BEKK for risk management
Allen, David E.
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011734887
Saved in:
7
A multi-criteria portfolio analysis of hedge fund strategies
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2016
Persistent link: https://www.econbiz.de/10011631787
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
