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:"Aktienmarkt"
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
Estimation risk for the VaR of...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Aktienmarkt
Schätzung
127,989
Estimation
121,839
Theorie
93,387
Theory
91,551
Portfolio-Management
51,476
Portfolio selection
51,130
Volatility
43,670
Volatilität
43,411
Schätztheorie
40,448
Estimation theory
39,818
Zeitreihenanalyse
31,702
Time series analysis
30,690
USA
27,246
United States
26,062
Simulation
22,397
Welt
22,313
World
21,549
Deutschland
20,517
Kapitaleinkommen
20,136
Capital income
20,078
Börsenkurs
19,293
Share price
18,968
Germany
18,321
Prognoseverfahren
16,948
Forecasting model
16,588
VAR-Modell
16,401
VAR model
16,242
Risiko
14,348
Risk
14,322
Stock market
11,664
ARCH-Modell
11,663
ARCH model
11,482
Anlageverhalten
11,105
Behavioural finance
10,936
Wirtschaftswachstum
10,876
Schock
10,685
Economic growth
10,480
Shock
10,441
Wirkungsanalyse
10,370
more ...
less ...
Online availability
All
Free
3,836
Undetermined
3,707
CC license
396
Type of publication
All
Article
7,754
Book / Working Paper
4,092
Journal
3
Type of publication (narrower categories)
All
Article in journal
7,419
Aufsatz in Zeitschrift
7,419
Working Paper
1,440
Graue Literatur
1,398
Non-commercial literature
1,398
Arbeitspapier
1,346
Aufsatz im Buch
295
Book section
295
Hochschulschrift
290
Thesis
241
Collection of articles written by one author
52
Sammlung
52
Conference paper
42
Konferenzbeitrag
42
Bibliografie enthalten
33
Bibliography included
33
Collection of articles of several authors
25
Sammelwerk
25
Dissertation u.a. Prüfungsschriften
19
Aufsatzsammlung
12
Ratgeber
12
Guidebook
10
Handbook
7
Handbuch
7
Forschungsbericht
6
Konferenzschrift
6
Article
3
Bibliografie
3
Case study
3
Fallstudie
3
Lehrbuch
3
Rezension
3
Textbook
3
Conference proceedings
2
Research Report
2
Systematic review
2
Übersichtsarbeit
2
Accompanied by computer file
1
Bibliographie
1
CD-ROM, DVD
1
more ...
less ...
Language
All
English
11,531
German
275
Spanish
17
French
9
Italian
7
Polish
5
Undetermined
5
Czech
1
Danish
1
Portuguese
1
Russian
1
Swedish
1
more ...
less ...
Author
All
Gupta, Rangan
119
Caporale, Guglielmo Maria
110
Gil-Alaña, Luis A.
68
Kang, Sang Hoon
49
Mensi, Walid
48
Bekaert, Geert
47
Spagnolo, Nicola
44
Zaremba, Adam
43
Ma, Feng
42
Bouri, Elie
39
Hammoudeh, Shawkat
39
Pierdzioch, Christian
39
Tiwari, Aviral Kumar
38
Demirer, Rıza
36
Vo Xuan Vinh
35
McMillan, David G.
34
Arouri, Mohamed
31
Campbell, John Y.
31
Guesmi, Khaled
30
Yoon, Seong-min
30
Chiang, Thomas C.
27
Nguyen, Duc Khuong
27
Salisu, Afees A.
27
Grobys, Klaus
26
Wohar, Mark E.
25
Balcilar, Mehmet
24
Sehgal, Sanjay
24
Zhang, Yaojie
24
Brooks, Robert
23
Ryu, Doojin
23
Shahzad, Syed Jawad Hussain
23
Ferreira, Paulo
21
Hautsch, Nikolaus
21
Kočenda, Evžen
21
Ur Rehman, Mobeen
21
Weber, Michael
21
Asgharian, Hossein
20
Christiansen, Charlotte
20
Guo, Hui
20
Manera, Matteo
20
more ...
less ...
Institution
All
National Bureau of Economic Research
117
Federal Reserve Bank of St. Louis
6
Verlag Dr. Kovač
6
Chambre de commerce et d'industrie de Paris
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Shaker Verlag
3
Berliner Handels- und Frankfurter Bank
2
Center for Economic Research <Tilburg>
2
Centre for Economic Policy Research
2
Federal Reserve Bank of New York
2
Federal Reserve System / Division of Research and Statistics
2
Fisher Investments Inc. <Woodside, Calif.>
2
Harvard Institute of Economic Research
2
Internationaler Währungsfonds / Research Department
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Massachusetts Institute of Technology / Department of Economics
2
New York Stock Exchange
2
Stanford Institute for Economic Policy Research
2
Svenska Handelshögskolan <Helsinki>
2
Technische Universität Dresden
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
University of Chicago / Center for Research in Security Prices
2
Österreichisches Institut für Wirtschaftsforschung
2
Australian National University / Faculty of Economics and Commerce
1
Berliner Wissenschafts-Verlag
1
Birkbeck College / Department of Economics
1
Brown University / Department of Economics
1
Center for International Business Education and Research <Urbana, Ill.>
1
Centre for Analytical Finance <Århus>
1
Centre for Growth and Business Cycle Research <Manchester>
1
Centre for International Economic Studies
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
1
Duncker & Humblot
1
Ekonomiska forskningsinstitutet <Stockholm>
1
European Central Bank
1
Federal Reserve Bank of Kansas City / Research Division
1
FinanzBuch Verlag
1
Frankfurt School of Finance & Management
1
more ...
less ...
Published in...
All
Finance research letters
252
International review of financial analysis
209
International review of economics & finance : IREF
172
Applied economics
154
Research in international business and finance
153
Economic modelling
143
The North American journal of economics and finance : a journal of financial economics studies
138
Applied economics letters
137
Energy economics
136
Journal of international financial markets, institutions & money
134
Applied financial economics
132
Pacific-Basin finance journal
131
NBER working paper series
116
Working paper / National Bureau of Economic Research, Inc.
102
Journal of banking & finance
93
NBER Working Paper
92
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
90
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
90
Journal of risk and financial management : JRFM
84
Journal of empirical finance
82
International journal of economics and finance
77
The European journal of finance
69
Global finance journal
66
International journal of economics and financial issues : IJEFI
66
International journal of finance & economics : IJFE
61
Emerging markets review
60
Review of quantitative finance and accounting
60
Journal of international money and finance
59
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
58
Cogent economics & finance
57
Finance India : the quarterly journal of Indian Institute of Finance
53
Investment management and financial innovations
53
Journal of financial economics
52
The empirical economics letters : a monthly international journal of economics
50
CESifo working papers
49
International Journal of Energy Economics and Policy : IJEEP
48
Working paper
48
International Journal of Financial Studies : open access journal
47
Discussion paper / Centre for Economic Policy Research
46
Economics letters
43
more ...
less ...
Source
All
ECONIS (ZBW)
11,704
EconStor
99
USB Cologne (EcoSocSci)
33
OLC EcoSci
7
USB Cologne (business full texts)
4
BASE
1
ArchiDok
1
more ...
less ...
Showing
1
-
10
of
11,849
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting crude oil and refined products volatilities and correlations : new evidence from fractionally integrated multivariate GARCH models
Marchese, Malvina
;
Kyriakou, Ioannis
;
Tamvakis, Michael
; …
- In:
Energy economics
88
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012516745
Saved in:
2
Multivariate
volatility
forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
Saved in:
3
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
4
The relationship between energy and equity markets : evidence from
volatility
impulse response functions
Olson, Eric
;
Vivian, Andrew J.
;
Wohar, Mark E.
- In:
Energy economics
43
(
2014
),
pp. 297-305
Persistent link: https://www.econbiz.de/10010504812
Saved in:
5
Intra-daily
volatility
spillovers in international stock markets
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of international money and finance
53
(
2015
),
pp. 95-114
Persistent link: https://www.econbiz.de/10011475912
Saved in:
6
Volatility
spillovers across European stock markets under the uncertainty of Brexit
Li, Hong
- In:
Economic modelling
84
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012210266
Saved in:
7
Forecasting
volatility
via stock return, range, trading volume and spillover effects : the case of Brazil
Asai, Manabu
;
Brugal, Ivan
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 202-213
Persistent link: https://www.econbiz.de/10009779296
Saved in:
8
Volatility
modeling and Value-at-Risk (VaR) forecasting of emerging stock markets in the presence of long memory, asymmetry, and skewed heavy tails
Gencer, Hatice Gaye
;
Demiralay, Sercan
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 639-657
Persistent link: https://www.econbiz.de/10011562539
Saved in:
9
Multivariate time-varying parameter modelling for stock markets
Neslihanoglu, Serdar
;
Bekiros, Stelios
;
McColl, John H.
; …
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 947-972
Persistent link: https://www.econbiz.de/10012616913
Saved in:
10
GARCH based VaR
estimation
: an empirical evidence from BRICS stock markets
Guptha, Sivakiran
;
Rao, R. Prabhakar
- In:
Theoretical and applied economics : GAER review
26
(
2019
)
4/621
,
pp. 201-218
Persistent link: https://www.econbiz.de/10012432615
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
