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:"International journal of forecasting"
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
Hedging and value at risk
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
1
ARCH-Modell
1
Forecasting model
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Theorie
1
Theory
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Harris, Richard D. F.
3
Guermat, Cherif
1
Nguyen, Anh
1
Yilmaz, Fatih
1
Published in...
All
International journal of forecasting
Discussion papers in economics
10
Journal of banking & finance
7
The journal of futures markets
7
Bank of England Working Paper
5
Staff working papers / Bank of England
5
Journal of Futures Markets
4
Applied financial economics
3
International review of financial analysis
3
Journal of Business Finance & Accounting
3
Journal of orthopaedic research : official publ. of the Orthopaedic Research Society and the Bioelectric Repair and Growth Society
3
University of Exeter Business School Working Paper
3
Contemporary economic policy : a journal of Western Economic Association International
2
European journal of operational research : EJOR
2
Journal of business finance & accounting : JBFA
2
Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of trading
2
XFi Working Paper
2
Bristol Economics Discussion Papers
1
Bulletin of Economic Research
1
Bulletin of economic research
1
Climatic Change
1
Contemporary Economic Policy
1
Discussion paper / University of Bristol, Department of Economics
1
Econometric reviews
1
Economics letters
1
Energy economics
1
European Economic Review
1
European Journal of Operational Research
1
European economic review : EER
1
Frontiers of business research in China : selected publications from Chinese universities
1
IMF Working Paper
1
IMF working papers
1
International Journal of Forecasting
1
International Review of Financial Analysis
1
International finance
1
Journal of Econometrics
1
Journal of Forecasting
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting value at risk allowing for time variation in the variance and kurtosis of portfolio returns
Guermat, Cherif
;
Harris, Richard D. F.
- In:
International journal of forecasting
18
(
2002
)
3
,
pp. 409-419
Persistent link: https://www.econbiz.de/10001690084
Saved in:
2
Estimation of the conditional variancecovariance matrix of returns using the intraday range
Harris, Richard D. F.
;
Yilmaz, Fatih
- In:
International journal of forecasting
26
(
2010
)
1
,
pp. 180-194
Persistent link: https://www.econbiz.de/10003952376
Saved in:
3
Long memory conditional volatility and asset allocation
Harris, Richard D. F.
;
Nguyen, Anh
- In:
International journal of forecasting
29
(
2013
)
2
,
pp. 258-273
Persistent link: https://www.econbiz.de/10009743418
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
