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Prediction of Financial Downsi...
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ARCH model
Theorie
104
Theory
100
ARCH-Modell
57
Schätzung
52
Estimation
49
Statistische Verteilung
44
Statistical distribution
43
GARCH
39
Zeitreihenanalyse
37
Volatilität
36
Time series analysis
35
Prognoseverfahren
34
Volatility
34
Forecasting model
33
Risikomaß
32
Risk measure
32
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28
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28
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28
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28
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Kapitaleinkommen
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19
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16
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16
VAR-Modell
14
Stochastic process
13
Stochastischer Prozess
13
VAR model
12
Density Forecasting
11
Index futures
11
Index-Futures
11
Multivariate GARCH
11
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11
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Free
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English
53
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Paolella, Marc S.
40
Mittnik, Stefan
28
Haas, Markus
14
Polak, Pawel
9
Broda, Simon A.
6
Krause, Jochen
6
Račev, Svetlozar T.
4
Steude, Sven Christian
4
Claessen, Holger
3
Mizrach, Bruce Marshall
3
Walker, Patrick S.
3
Corsi, Fulvio
2
Hartz, Christoph
2
Pigorsch, Christian
2
Fuest, Andreas
1
Kim, Young Shin
1
Kretschmer, Uta
1
Peng, Cheng
1
Pirgorsch, Uta
1
Rachev, Svetlozar T.
1
Robinzonov, Nikolay
1
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CFS working paper series
12
Research paper series / Swiss Finance Institute
8
Swiss Finance Institute Research Paper
7
Journal of econometrics
4
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Annals of financial economics
2
Econometrics : open access journal
2
Journal of banking & finance
2
The European journal of finance
2
Econometric reviews
1
Handbook of heavy tailed distributions in finance
1
International review of economics & finance : IREF
1
Journal of empirical finance
1
Journal of financial stability
1
Journal of forecasting
1
Journal of risk and financial management : JRFM
1
Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie
1
Series in financial economics and quantitative analysis
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
53
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Conditional density and value-at-risk prediction of Asian currency exchange rates
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 313-333
Persistent link: https://www.econbiz.de/10001504659
Saved in:
2
Stationarity of stable GARCH processes
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
-
1999
Persistent link: https://www.econbiz.de/10001557008
Saved in:
3
Diagnosing and treating the fat tails in financial returns data
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 389-416
Persistent link: https://www.econbiz.de/10001558281
Saved in:
4
The prediction of down-side market risk with GARCH-stable models
Mittnik, Stefan
;
Paolella, Marc S.
;
Račev, Svetlozar T.
-
1998
Persistent link: https://www.econbiz.de/10001410540
Saved in:
5
Mixed normal conditional heteroskedasticity
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
-
2002
Persistent link: https://www.econbiz.de/10001707592
Saved in:
6
Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan
;
Paolella, Marc S.
-
2003
Persistent link: https://www.econbiz.de/10001788591
Saved in:
7
Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 385-404)
.
2003
Persistent link: https://www.econbiz.de/10001882139
Saved in:
8
Mixed normal conditional heteroskedasticity
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 211-250
Persistent link: https://www.econbiz.de/10002214262
Saved in:
9
A new approach to Markov-switching GARCH models
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
4
,
pp. 493-530
Persistent link: https://www.econbiz.de/10002349828
Saved in:
10
Stationary of stable power-GARCH processes
Mittnik, Stefan
;
Paolella, Marc S.
;
Rachev, Svetlozar T.
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 97-107
Persistent link: https://www.econbiz.de/10001633694
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