//--> //--> //--> //-->
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
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
Varying the VaR for Unconditio...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
54
Theory
54
Portfolio selection
39
Portfolio-Management
39
Capital income
36
Kapitaleinkommen
36
Risk
34
Risiko
31
Hedging
28
Volatility
24
Estimation
23
Schätzung
23
Volatilität
22
Forecasting model
19
Prognoseverfahren
19
CAPM
18
Financial crisis
17
Finanzkrise
16
Risk management
16
Börsenkurs
15
Share price
15
Risk premium
14
ARCH model
13
ARCH-Modell
13
Aktienmarkt
13
Derivat
13
Derivative
13
Risikomanagement
13
Risikomaß
13
Risikoprämie
13
Risk aversion
13
Risk measure
13
Stock market
13
Welt
13
World
13
Commodity derivative
12
Diversification
12
Diversifikation
12
Rohstoffderivat
12
Correlation
11
more ...
less ...
Online availability
All
Free
294
Undetermined
36
Type of publication
All
Book / Working Paper
282
Article
134
Type of publication (narrower categories)
All
Article in journal
54
Aufsatz in Zeitschrift
54
Working Paper
45
Arbeitspapier
44
Graue Literatur
44
Non-commercial literature
44
Congress Report
3
Aufsatz im Buch
2
Book section
2
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
274
Undetermined
142
Author
All
Cotter, John
407
Dowd, Kevin
81
Conlon, Thomas
65
Hanly, Jim
37
Roll, Richard
29
Stevenson, Simon
20
Gabriel, Stuart A.
17
Eyiah-Donkor, Emmanuel
10
Gabriel, Stuart
10
Avino, Davide
9
Salvador, Enrique
9
Blake, David
8
Gençay, Ramazan
7
Sorwar, Ghulam
7
Bredin, Don
6
Hallam, Mark
6
Jin, Chenglu
6
Longin, Francois
6
Potì, Valerio
6
Woods, Margaret
6
Yılmaz, Kamil
6
cotter, john
6
Ropotos, Ioannis
5
dowd, kevin
5
Anand, Abhinav
4
Hanly, James
4
Humphrey, Chris
4
Kynigakis, Iason
4
McKillop, Donal G.
4
Molyneux, Philip
4
O'Sullivan, Niall
4
Rossi, Francesco
4
Avino, Davide E.
3
Case, Karl
3
Loh, Lixia
3
Morgan, Wyn
3
Suurlaht, Anita
3
Blake, David P.
2
Bredin, Donal
2
Carroll, Rachael
2
more ...
less ...
Institution
All
Geary Institute, University College Dublin
46
arXiv.org
36
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
34
University College Dublin. School of Business
2
Money Macro and Finance Research Group
1
Science Foundation Ireland
1
Published in...
All
Working Papers / Geary Institute, University College Dublin
46
Papers / arXiv.org
36
MPRA Paper
34
UCD Geary Institute discussion paper series
20
UCD Geary Institute for Public Policy discussion paper series
17
The European journal of finance
8
The journal of futures markets
8
Energy economics
7
Journal of banking & finance
5
Michael J. Brennan Irish Finance Working Paper Series Research Paper
5
International review of financial analysis
4
Journal of Futures Markets
4
Journal of international money and finance
4
Michael J. Brennan Irish finance working paper series research paper
4
Energy Economics
3
European journal of operational research : EJOR
3
Real estate economics : journal of the American Real Estate and Urban Economics Association
3
The European Journal of Finance
3
The journal of portfolio management : a publication of Institutional Investor
3
Applied economics
2
Applied financial economics
2
Discussion paper / The Pensions Institute, Cass Business School, City University
2
Economic inquiry : journal of the Western Economic Association International
2
Environment and the industrial society
2
International Review of Financial Analysis
2
International review of economics & finance : IREF
2
Journal of Banking & Finance
2
Journal of Business Finance & Accounting
2
Journal of agricultural economics
2
Journal of empirical finance
2
Journal of financial services research : JFSR
2
Journal of financial stability
2
Journal of international financial markets, institutions & money
2
Macroeconomic dynamics
2
Risk : managing risk in the world's financial markets
2
The economic and social review
2
The journal of real estate finance and economics
2
AFA 2009 San Francisco Meetings
1
Applied Economics
1
Applied Economics Letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
188
RePEc
149
BASE
45
OLC EcoSci
30
USB Cologne (EcoSocSci)
2
EconStor
1
Other ZBW resources
1
more ...
less ...
Showing
1
-
10
of
416
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing distribution models for the Irish equity market
Cotter, John
- In:
The economic and social review
29
(
1998
)
4
,
pp. 369-382
Persistent link: https://www.econbiz.de/10001538423
Saved in:
2
Margin exceedences for European stock index futures using extreme value theory
Cotter, John
- In:
Journal of banking & finance
25
(
2001
)
8
,
pp. 1475-1502
Persistent link: https://www.econbiz.de/10001594010
Saved in:
3
Minimum capital requirement calculations for UK futures
Cotter, John
- In:
The journal of futures markets
24
(
2004
)
2
,
pp. 193-220
Persistent link: https://www.econbiz.de/10001905059
Saved in:
4
The physiology of cities
Cotter, John
- In:
Environment and the industrial society
,
(pp. 71-105)
.
1977
Persistent link: https://www.econbiz.de/10002042181
Saved in:
5
International equity market integration in a small open economy : Ireland january 1990 - december 2000
Cotter, John
- In:
International review of financial analysis
13
(
2004
)
5
,
pp. 669-685
Persistent link: https://www.econbiz.de/10002487626
Saved in:
6
Viability of the Irish equity market
Cotter, John
- In:
The Irish banking review : a quarterly review
(
2004
)
2
,
pp. 41-53
Persistent link: https://www.econbiz.de/10002139085
Saved in:
7
Downside risk for European equity markets
Cotter, John
- In:
Applied financial economics
14
(
2004
)
10
,
pp. 707-716
Persistent link: https://www.econbiz.de/10002111041
Saved in:
8
Extreme risk in futures contracts
Cotter, John
- In:
Applied economics letters
12
(
2005
)
8
,
pp. 489-492
Persistent link: https://www.econbiz.de/10002982907
Saved in:
9
Tail behaviour of the euro
Cotter, John
- In:
Applied economics
37
(
2005
)
7
,
pp. 827-840
Persistent link: https://www.econbiz.de/10002759640
Saved in:
10
Extreme value estimation of boom and crash statistics
Cotter, John
- In:
The European journal of finance
12
(
2006
)
6/7
,
pp. 553-566
Persistent link: https://www.econbiz.de/10003382846
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->