//--> //--> //-->
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:"Fałdziński, Marcin"
~person:"Härdle, Wolfgang"
~subject:"Value-at-risk"
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
Value-at-risk
Theorie
4
Theory
4
Forecasting model
3
Prognoseverfahren
3
ARCH model
2
ARCH-Modell
2
Correlation
2
Covariance forecasting
2
Dynamic conditional correlation
2
High-low range
2
Korrelation
2
Risikomaß
2
Risk measure
2
Volatility
2
Volatilität
2
Aktienmarkt
1
Australia
1
Australien
1
Börsenkurs
1
CDO
1
Copulae
1
Correlation smile
1
Credit risk
1
Derivat
1
Derivative
1
Estimation
1
Factor analysis
1
Factor structure
1
Faktorenanalyse
1
Financial analysis
1
Finanzanalyse
1
Kreditrisiko
1
Limit order book
1
Liquidity risk
1
Loss given default
1
Market liquidity
1
Marktliquidität
1
Multivariate GARCH
1
Multivariate Verteilung
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Fałdziński, Marcin
Härdle, Wolfgang
Fiszeder, Piotr
2
Molnár, Peter
2
Chen, Yi-Hsuan
1
James, Robert
1
Leung, Henry
1
Leung, Jessica Wai Yin
1
Prokhorov, Artem
1
Stindl, Tom
1
Tu, Anthony H.
1
more ...
less ...
Published in...
All
Journal of empirical finance
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Range-based DCC models for covariance and value-at-risk forecasting
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
54
(
2019
),
pp. 58-76
Persistent link: https://www.econbiz.de/10012174846
Saved in:
2
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->