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:"The European journal of 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
Quasi Maximum Likelihood Estim...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
2
ARCH-Modell
2
Estimation
2
Forecasting model
2
Prognoseverfahren
2
Schätzung
2
Börsenkurs
1
Capital income
1
Conditional volatility
1
Kapitaleinkommen
1
Risikomanagement
1
Risikomaß
1
Risk management
1
Risk measure
1
Share price
1
Statistical distribution
1
Statistische Verteilung
1
Time series analysis
1
Value-at-Risk forecast combination
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
asymmetric GARCH models
1
density forecasts
1
extreme loss
1
high-frequency data
1
leverage effect
1
model confidence set
1
sentiment analysis
1
wCRPS
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
Conference paper
1
Konferenzbeitrag
1
Language
All
English
2
Author
All
Catania, Leopoldo
2
Bernardi, Mauro
1
Nonejad, Nima
1
Petrella, Lea
1
Published in...
All
The European journal of finance
CEIS Working Paper
10
Quaderni di Dipartimento
8
MPRA Paper
6
Econometric reviews
5
CEIS Research Paper
4
International journal of forecasting
4
CREATES research paper
3
Journal of econometrics
3
Papers / arXiv.org
3
Studies in Nonlinear Dynamics & Econometrics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
CAMP working paper series
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of the American Statistical Association
2
Annals of the Institute of Statistical Mathematics
1
Annals of the Institute of Statistical Mathematics : AISM
1
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
1
CREATES Research Papers
1
Cambridge working papers in economics
1
Computational Management Science
1
Econometric Reviews
1
Econometric Theory
1
Econometric theory
1
Energy economics
1
Handbook of Research Methods and Applications in Empirical Macroeconomics
1
Handbook of research methods and applications in empirical macroeconomics
1
International journal of computational economics and econometrics
1
Journal of Applied Econometrics
1
Journal of Econometrics
1
Journal of Risk and Financial Management
1
Journal of Time Series Analysis
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of risk and financial management : JRFM
1
Journal of the American Statistical Association : JASA
1
Measurement in economics : a handbook
1
SERIEs - Journal of the Spanish Economic Association
1
SERIEs : Journal of the Spanish Economic Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Are news important to predict the Value-at-Risk?
Bernardi, Mauro
;
Catania, Leopoldo
;
Petrella, Lea
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 535-572
Persistent link: https://www.econbiz.de/10011736300
Saved in:
2
Density forecasts and the leverage effect : evidence from observation and parameter-driven volatility models
Catania, Leopoldo
;
Nonejad, Nima
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 100-118
Persistent link: https://www.econbiz.de/10012207189
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
