//--> //--> //-->
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:"Journal of empirical finance"
~person:"Caporin, Massimiliano"
~person:"Härdle, Wolfgang"
~person:"Karanasos, Menelaos"
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
Informationsmanagement im glob...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
6
Theory
6
Estimation
4
Schätzung
4
Aktienmarkt
2
Capital income
2
Forecasting model
2
Kapitaleinkommen
2
Prognoseverfahren
2
Risiko
2
Risk
2
Statistical distribution
2
Statistische Verteilung
2
Stock market
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Asymmetric power ARCH
1
Australia
1
Australien
1
Börsenkurs
1
CDO
1
Convergence
1
Convergence criteria
1
Copulae
1
Correlation
1
Correlation smile
1
Credit risk
1
Derivat
1
Derivative
1
EU countries
1
EU-Staaten
1
Einheitswurzeltest
1
Euro area
1
European Monetary Union
1
Eurozone
1
Exchange rate risk
1
Factor analysis
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Caporin, Massimiliano
Härdle, Wolfgang
Karanasos, Menelaos
Gouriéroux, Christian
5
Baillie, Richard
4
Dionne, Georges
3
Harvey, Campbell R.
3
Harvey, David I.
3
Kim, Dongcheol
3
Koedijk, Kees
3
Koop, Gary
3
Leybourne, Stephen James
3
Li, Kai
3
Nijman, Theodore E.
3
Scaillet, Olivier
3
Tzavalis, Elias
3
Wang, Yudong
3
Zhou, Guofu
3
Bekaert, Geert
2
Bernardi, Mauro
2
Bollerslev, Tim
2
Brown, Sarah
2
Cerrato, Mario
2
Chang, Sanders S.
2
Cho, Dooyeon
2
Conlon, Thomas
2
Conrad, Christian
2
Cotter, John
2
Dacorogna, Michel M.
2
Dufour, Jean-Marie
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Galbraith, John W.
2
Gospodinov, Nikolaj
2
Gradojevic, Nikola
2
Gribisch, Bastian
2
Herrera, Rodrigo
2
Horst, Jenke R. ter
2
Ibikunle, Gbenga
2
Kapetanios, George
2
more ...
less ...
Published in...
All
Journal of empirical finance
SFB 649 discussion paper
103
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
CORE discussion paper : DP
20
Discussion papers of interdisciplinary research project 373
18
Discussion paper / A
8
Econometric theory
7
Journal of econometrics
7
Universitext
7
Discussion papers in economics
6
Working papers
6
Discussion paper / Center for Economic Research, Tilburg University
5
Working paper
5
Applied quantitative finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
The North American journal of economics and finance : a journal of financial economics studies
4
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
4
Econometric Institute research papers
3
Econometric reviews
3
Essays on financial time series models
3
IRTG 1792 discussion paper
3
Journal of forecasting
3
Journal of the American Statistical Association : JASA
3
Statistical tools for finance and insurance
3
Working papers on finance
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Applied quantitative finance : theory and computational tools
2
CREATES research paper
2
Computational economics
2
Digital finance : smart data analytics, investment innovation, and financial technology
2
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
2
Discussion paper / Tinbergen Institute
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
2
International review of financial analysis
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of financial econometrics
2
Publikationen / Center for Applied Statistics and Economics
2
Quantitative finance
2
SAFE working paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
2
Risk spillovers in international equity portfolios
Bonato, Matteo
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
Journal of empirical finance
24
(
2013
),
pp. 121-137
Persistent link: https://www.econbiz.de/10010371985
Saved in:
3
Valuation of collateralized debt obligations with hierarchical Archimedean copulae
Choroś-Tomczyk, Barbara
;
Härdle, Wolfgang
;
Okhrin, Ostap
- In:
Journal of empirical finance
24
(
2013
),
pp. 42-62
Persistent link: https://www.econbiz.de/10010371991
Saved in:
4
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
Saved in:
5
Inflation convergence in the EMU
Karanasos, Menelaos
;
Koutroumpis, P.
;
Karavias, Y.
; …
- In:
Journal of empirical finance
39
(
2016
),
pp. 241-253
Persistent link: https://www.econbiz.de/10011664324
Saved in:
6
"On the (Ab)use of Omega?"
Caporin, Massimiliano
;
Costola, Michele
;
Jannin, Gregory
; …
- In:
Journal of empirical finance
46
(
2018
),
pp. 11-33
Persistent link: https://www.econbiz.de/10012103452
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->