//--> //--> //-->
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:"International review of financial analysis"
~person:"Degiannakis, Stavros"
~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
Distributed Generation Investm...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
ARCH model
4
ARCH-Modell
4
Volatility
4
Volatilität
4
Estimation
3
Schätzung
3
Aktienmarkt
2
Börsenkurs
2
Correlation
2
Expected shortfall
2
Forecasting model
2
Korrelation
2
Oil price
2
Prognoseverfahren
2
Risikomaß
2
Risk measure
2
Share price
2
Stock market
2
Value-at-risk
2
Volatility forecasting
2
Ölpreis
2
Aktienindex
1
Basel Accord
1
Basel II
1
Basel III
1
Basler Akkord
1
Capital income
1
Cointegration
1
Conditional volatility
1
DCC-GARCH
1
Diag-BEKK
1
Dynamic correlation
1
Exchange rate
1
Forecasting accuracy
1
GARCH
1
Intra-day data
1
Kapitaleinkommen
1
Kointegration
1
Long memory
1
Multi-period forecasting
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Degiannakis, Stavros
Aboura, Sofiane
1
Bams, Dennis
1
Boubaker, Adel
1
Brooks, Chris
1
Brunner, Bernhard
1
Cagliesi, Gabriella
1
Cao, Jiahui
1
Cheang, Chi Wan
1
Chevallier, Julien
1
Daly, Kevin James
1
González-Urteaga, Ana
1
Guidi, Francesco
1
Hamori, Shigeyuki
1
Harris, Richard D. F.
1
Hau, Liya
1
He, Xie
1
Hitaj, Asmerilda
1
Hitz, Lukas
1
Honarvar, Iman
1
Hutchinson, Mark
1
Klein, Tony
1
Kong, Gaowen
1
Krapl, Alain A.
1
Krayzler, Mikhail
1
Li, Baibing
1
Li, Xiafei
1
Liu, Lu
1
Liu, Shasha
1
Liu, Zhen
1
Liu, Zhenya
1
Lu, Shanglin
1
Ma, Tianyi
1
Ma, Tiejun
1
Makram, Beljid
1
Mandal, Anandadeep
1
Mazibas, Murat
1
McGroarty, Frank
1
Miffre, Joëlle
1
Muga, Luis
1
more ...
less ...
Published in...
All
International review of financial analysis
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->