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:"GARCH"
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
Generalized hyperbolic distrib...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
GARCH
Risikomaß
9
Risk measure
9
Statistical distribution
7
Statistische Verteilung
7
Theorie
7
Theory
7
ARCH model
5
ARCH-Modell
5
South Africa
5
Südafrika
5
Börsenkurs
4
Capital income
4
Estimation
4
Kapitaleinkommen
4
Risikomanagement
4
Risk management
4
Schätzung
4
Share price
4
Volatility
4
Volatilität
4
Börsenhandel
3
Johannesburg Stock Exchange
3
Stock exchange trading
3
Value-at-Risk
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Christoffersen
2
Estimation theory
2
Expected Shortfall
2
Forecasting model
2
Gold
2
Kupiec likelihood ratio test
2
Kupiec test
2
Option pricing theory
2
Optionspreistheorie
2
Prognoseverfahren
2
Schätztheorie
2
Time series analysis
2
Zeitreihenanalyse
2
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
Chikobvu, Delson
1
Chinhamu, Knowledge
1
Clark, Allan Ernest
1
Huang, Chun-Kai
1
Laker, Ian
1
Published in...
All
Journal of economic and financial sciences
1
Risk management : a journal of risk, crisis and disaster
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Value-at-risk estimation of gold market with stable generalised hyperbolic distributions
Chinhamu, Knowledge
;
Chikobvu, Delson
- In:
Journal of economic and financial sciences
10
(
2017
)
3
,
pp. 508-512
Persistent link: https://www.econbiz.de/10011795972
Saved in:
2
Dependent bootstrapping for value-at-risk and expected shortfall
Laker, Ian
;
Huang, Chun-Kai
;
Clark, Allan Ernest
- In:
Risk management : a journal of risk, crisis and disaster
19
(
2017
)
4
,
pp. 301-322
Persistent link: https://www.econbiz.de/10011850004
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
