Matches in SemOpenAlex for { <https://semopenalex.org/work/W1869933740> ?p ?o ?g. }
Showing items 1 to 89 of
89
with 100 items per page.
- W1869933740 endingPage "383" @default.
- W1869933740 startingPage "367" @default.
- W1869933740 abstract "The generalized ARCH or GARCH model (Bollerslev, 1986) is quite popular as a basis for analyzing the risk of financial investments. Examples are the estimation of value-at-risk (VaR) or the expected shortfall from a time series of log returns. In practice, a GARCH process of order (1,1) often provides a reasonable description of the data. In the following, we restrict ourselves to that case." @default.
- W1869933740 created "2016-06-24" @default.
- W1869933740 creator A5025250326 @default.
- W1869933740 creator A5027893511 @default.
- W1869933740 creator A5089382834 @default.
- W1869933740 date "2002-01-01" @default.
- W1869933740 modified "2023-09-27" @default.
- W1869933740 title "Nonparametric Estimators of GARCH Processes" @default.
- W1869933740 cites W1969946615 @default.
- W1869933740 cites W1999996900 @default.
- W1869933740 cites W2043452208 @default.
- W1869933740 cites W2066447749 @default.
- W1869933740 cites W2067994512 @default.
- W1869933740 cites W4245387594 @default.
- W1869933740 doi "https://doi.org/10.1007/978-3-662-05021-7_17" @default.
- W1869933740 hasPublicationYear "2002" @default.
- W1869933740 type Work @default.
- W1869933740 sameAs 1869933740 @default.
- W1869933740 citedByCount "0" @default.
- W1869933740 crossrefType "book-chapter" @default.
- W1869933740 hasAuthorship W1869933740A5025250326 @default.
- W1869933740 hasAuthorship W1869933740A5027893511 @default.
- W1869933740 hasAuthorship W1869933740A5089382834 @default.
- W1869933740 hasBestOaLocation W18699337402 @default.
- W1869933740 hasConcept C10138342 @default.
- W1869933740 hasConcept C102366305 @default.
- W1869933740 hasConcept C105795698 @default.
- W1869933740 hasConcept C143724316 @default.
- W1869933740 hasConcept C149782125 @default.
- W1869933740 hasConcept C151730666 @default.
- W1869933740 hasConcept C162324750 @default.
- W1869933740 hasConcept C185429906 @default.
- W1869933740 hasConcept C187736073 @default.
- W1869933740 hasConcept C23922673 @default.
- W1869933740 hasConcept C32896092 @default.
- W1869933740 hasConcept C33923547 @default.
- W1869933740 hasConcept C5496284 @default.
- W1869933740 hasConcept C86803240 @default.
- W1869933740 hasConcept C91602232 @default.
- W1869933740 hasConcept C94128290 @default.
- W1869933740 hasConcept C96250715 @default.
- W1869933740 hasConceptScore W1869933740C10138342 @default.
- W1869933740 hasConceptScore W1869933740C102366305 @default.
- W1869933740 hasConceptScore W1869933740C105795698 @default.
- W1869933740 hasConceptScore W1869933740C143724316 @default.
- W1869933740 hasConceptScore W1869933740C149782125 @default.
- W1869933740 hasConceptScore W1869933740C151730666 @default.
- W1869933740 hasConceptScore W1869933740C162324750 @default.
- W1869933740 hasConceptScore W1869933740C185429906 @default.
- W1869933740 hasConceptScore W1869933740C187736073 @default.
- W1869933740 hasConceptScore W1869933740C23922673 @default.
- W1869933740 hasConceptScore W1869933740C32896092 @default.
- W1869933740 hasConceptScore W1869933740C33923547 @default.
- W1869933740 hasConceptScore W1869933740C5496284 @default.
- W1869933740 hasConceptScore W1869933740C86803240 @default.
- W1869933740 hasConceptScore W1869933740C91602232 @default.
- W1869933740 hasConceptScore W1869933740C94128290 @default.
- W1869933740 hasConceptScore W1869933740C96250715 @default.
- W1869933740 hasLocation W18699337401 @default.
- W1869933740 hasLocation W18699337402 @default.
- W1869933740 hasLocation W18699337403 @default.
- W1869933740 hasOpenAccess W1869933740 @default.
- W1869933740 hasPrimaryLocation W18699337401 @default.
- W1869933740 hasRelatedWork W1504500418 @default.
- W1869933740 hasRelatedWork W1516574815 @default.
- W1869933740 hasRelatedWork W1751769490 @default.
- W1869933740 hasRelatedWork W1970824653 @default.
- W1869933740 hasRelatedWork W1979818263 @default.
- W1869933740 hasRelatedWork W1997162779 @default.
- W1869933740 hasRelatedWork W2051514828 @default.
- W1869933740 hasRelatedWork W2068715670 @default.
- W1869933740 hasRelatedWork W2075897476 @default.
- W1869933740 hasRelatedWork W2095283772 @default.
- W1869933740 hasRelatedWork W2134331629 @default.
- W1869933740 hasRelatedWork W2152568397 @default.
- W1869933740 hasRelatedWork W2566645609 @default.
- W1869933740 hasRelatedWork W2614790534 @default.
- W1869933740 hasRelatedWork W2617856956 @default.
- W1869933740 hasRelatedWork W2807493585 @default.
- W1869933740 hasRelatedWork W3122623155 @default.
- W1869933740 hasRelatedWork W3122794685 @default.
- W1869933740 hasRelatedWork W3165346604 @default.
- W1869933740 hasRelatedWork W125216343 @default.
- W1869933740 isParatext "false" @default.
- W1869933740 isRetracted "false" @default.
- W1869933740 magId "1869933740" @default.
- W1869933740 workType "book-chapter" @default.