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:"Journal of empirical finance"
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 simple econometrics of tai...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
2
ARCH-Modell
2
Asset pricing
1
Ausreißer
1
Börsenkurs
1
CAPM
1
Capital income
1
Capital market returns
1
Dynamic risk management
1
Estimation theory
1
Extreme value theory
1
GARCH filtering
1
GARCH(1,1)
1
Hill estimator
1
Innovation
1
Jump–diffusion model
1
Kapitaleinkommen
1
Kapitalmarktrendite
1
Outliers
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Schätztheorie
1
Share price
1
Statistical distribution
1
Statistische Verteilung
1
Theorie
1
Theory
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
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
Chen Zhou
2
Sun, Pengfei
1
Xiao, Xiao
1
Published in...
All
Journal of empirical finance
De Nederlandsche Bank Working Paper
19
DNB working paper
18
DNB Working Papers
13
International journal of central banking : IJCB
10
Discussion paper / Center for Economic Research, Tilburg University
6
Discussion paper / Tinbergen Institute
6
MPRA Paper
4
Tinbergen Institute Discussion Papers
4
CentER Discussion Paper Series
3
DNB working papers
3
Economics letters
3
Insurance / Mathematics & economics
3
International journal of production research
3
Journal of Multivariate Analysis
3
Journal of banking & finance
3
Tinbergen Institute Discussion Paper
3
BIS quarterly review : international banking and financial market developments
2
CIE working paper series
2
Industrial marketing management : the international journal for industrial and high-tech firms
2
International Journal of Central Banking
2
Journal of economic theory
2
Journal of financial stability
2
Journal of marketing
2
Journal of marketing research
2
Working Papers CIE
2
Asia Pacific business review
1
BIS Quarterly Review
1
CentER Discussion Paper Nr. 2020-009
1
CentER Discussion Paper Nr. 2021-007
1
Computational Statistics & Data Analysis
1
Decision Sciences
1
ESI working papers
1
Econometric theory
1
Faculty & research / Insead : working paper series
1
Finance and stochastics
1
IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
1
INSEAD Working Paper
1
Insurance: Mathematics and Economics
1
International journal of forecasting
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Diagnosing the distribution of GARCH innovations
Sun, Pengfei
;
Chen Zhou
- In:
Journal of empirical finance
29
(
2014
),
pp. 287-303
Persistent link: https://www.econbiz.de/10011300465
Saved in:
2
The decomposition of jump risks in individual stock returns
Xiao, Xiao
;
Chen Zhou
- In:
Journal of empirical finance
47
(
2018
),
pp. 207-228
Persistent link: https://www.econbiz.de/10012103499
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
