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
~subject:"ARCH model"
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
Global minimum variance portfo...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Theorie
38
Theory
38
Portfolio selection
24
Portfolio-Management
24
Risikomaß
17
Risk measure
17
Risk
13
Capital income
12
Kapitaleinkommen
12
VaR
12
CAPM
11
Financial crisis
11
Risiko
11
Measurement
10
Messung
10
CPPI
9
Finanzkrise
9
Investment Fund
8
Investmentfonds
8
Performance measurement
8
Performance-Messung
8
Backtesting
7
Forecasting model
7
Prognoseverfahren
7
Risikomanagement
7
Risk management
7
Time series analysis
7
Value-at-Risk
7
Volatility
7
Zeitreihenanalyse
7
Model risk
6
Expectile
5
Systemic risk
5
Systemrisiko
5
Volatilität
5
ARCH-Modell
4
Analysis of variance
4
Bank risk
4
Bankrisiko
4
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
2
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Arbeitspapier
1
Aufsatzsammlung
1
Collection of articles of several authors
1
Graue Literatur
1
Non-commercial literature
1
Sammelwerk
1
Working Paper
1
more ...
less ...
Language
All
English
3
French
1
Author
All
Tokpavi, Sessi
3
Boucher, Christophe
1
Candelon, Bertrand
1
Dumitrescu, Elena-Ivona
1
Hurlin, Christophe
1
Joëts, Marc
1
Jurczenko, Emmanuel
1
Maillet, Bertrand
1
Truchis, Gilles de
1
more ...
less ...
Published in...
All
Document de travail
1
Economic modelling
1
Revue économique : revue bimestrielle
1
Wiley finance series
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for Granger causality in distribution tails : an application to oil markets integration
Candelon, Bertrand
;
Joëts, Marc
;
Tokpavi, Sessi
- In:
Economic modelling
31
(
2013
),
pp. 276-285
Persistent link: https://www.econbiz.de/10009729103
Saved in:
2
Un test de validité de la Value at Risk
Hurlin, Christophe
;
Tokpavi, Sessi
- In:
Revue économique : revue bimestrielle
58
(
2007
)
3
,
pp. 599-608
Persistent link: https://www.econbiz.de/10003459676
Saved in:
3
Testing for extreme volatility transmission with realized volatility measures
Boucher, Christophe
;
Truchis, Gilles de
;
Dumitrescu, …
-
2017
Persistent link: https://www.econbiz.de/10011738966
Saved in:
4
Multi-moment asset allocation and pricing models
Jurczenko, Emmanuel
(
ed.
);
Maillet, Bertrand
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003330408
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
