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~subject:"Prognoseverfahren"
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Search: subject:"ARCH-Modell"
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Prognoseverfahren
ARCH-Modell
10,338
ARCH model
10,135
Volatilität
6,237
Volatility
6,170
Schätzung
2,926
Estimation
2,874
Theorie
2,646
Theory
2,569
Kapitaleinkommen
2,231
Capital income
2,222
Börsenkurs
2,209
Share price
2,176
Aktienmarkt
1,971
Stock market
1,958
Zeitreihenanalyse
1,806
Time series analysis
1,767
Forecasting model
1,701
Schätztheorie
1,046
Estimation theory
1,037
Spillover-Effekt
1,022
Spillover effect
1,017
Risikomaß
1,000
Risk measure
995
GARCH
966
USA
959
Wechselkurs
930
United States
921
Exchange rate
916
Welt
834
World
826
Korrelation
805
Correlation
797
Ölpreis
699
Oil price
696
Portfolio-Management
659
Portfolio selection
656
Aktienindex
624
Stock index
610
Finanzmarkt
570
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Undetermined
715
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566
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Article
1,206
Book / Working Paper
523
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Article in journal
1,175
Aufsatz in Zeitschrift
1,175
Working Paper
259
Graue Literatur
243
Non-commercial literature
243
Arbeitspapier
233
Aufsatz im Buch
29
Book section
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Hochschulschrift
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Thesis
14
Collection of articles of several authors
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English
1,719
German
6
French
3
Italian
1
Author
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Ma, Feng
56
Gupta, Rangan
42
Zhang, Yaojie
30
McAleer, Michael
28
Liang, Chao
21
Wei, Yu
19
Wang, Yudong
18
Caporin, Massimiliano
17
Degiannakis, Stavros
15
Kumar, Dilip
15
Molnár, Peter
15
Ardia, David
13
Barigozzi, Matteo
13
Chen, Cathy W. S.
13
Wu, Xinyu
13
Lu, Xinjie
12
Lux, Thomas
12
Nonejad, Nima
12
Paolella, Marc S.
12
Ñíguez, Trino-Manuel
12
Catania, Leopoldo
11
Liu, Jing
11
Ravazzolo, Francesco
11
Wang, Jiqian
11
Blazsek, Szabolcs
10
Bouri, Elie
10
Li, Yan
10
Trojani, Fabio
10
Wahab, M. I. M.
10
Audrino, Francesco
9
Bollerslev, Tim
9
Capasso, Marco
9
Engle, Robert F.
9
Hallin, Marc
9
McMillan, David G.
9
Mittnik, Stefan
9
Salisu, Afees A.
9
Segnon, Mawuli
9
Storti, Giuseppe
9
Wang, Lu
9
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National Bureau of Economic Research
3
University of Canterbury / Dept. of Economics and Finance
3
Brown University / Department of Economics
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Instituto Valenciano de Investigaciones Económicas
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Centre for Quantitative Economics & Computing
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Westfälische Wilhelms-Universität Münster
1
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Published in...
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International journal of forecasting
77
Journal of forecasting
72
Energy economics
70
Finance research letters
50
The North American journal of economics and finance : a journal of financial economics studies
38
Applied economics
37
International review of financial analysis
37
Journal of empirical finance
33
International review of economics & finance : IREF
29
Economic modelling
26
Applied economics letters
21
Journal of econometrics
20
Journal of international financial markets, institutions & money
19
Applied financial economics
18
Journal of banking & finance
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Discussion paper / Tinbergen Institute
15
Economics letters
15
Department of Economics working paper series
14
International journal of finance & economics : IJFE
14
Quantitative finance
14
Research in international business and finance
14
The European journal of finance
14
Journal of risk and financial management : JRFM
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Computational economics
12
Journal of financial econometrics
11
Pacific-Basin finance journal
11
Risks : open access journal
11
Working paper
11
Working papers
11
Econometric Institute research papers
10
International Journal of Energy Economics and Policy : IJEEP
10
Journal of risk
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
International journal of economics and finance
8
Journal of applied econometrics
8
Journal of commodity markets
8
Econometric reviews
7
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ECONIS (ZBW)
1,702
EconStor
27
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1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
2
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
Saved in:
3
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
4
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
5
Bond indices maturities and changing macroeconomic conditions : evidence from South Africa
Moodley, Fabian
- In:
Journal of Economics and Financial Analysis
8
(
2024
)
1
,
pp. 57-73
Persistent link: https://www.econbiz.de/10014486924
Saved in:
6
The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen
;
Uddin, Mohammed Gazi Salah
;
Sen, Ding
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
Saved in:
7
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
8
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
9
Modeling and forecasting closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model
Wamiliana
;
Russel, Edwin
;
Alam, Iskandar Ali
;
Widiarti
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 579-591
Persistent link: https://www.econbiz.de/10014494811
Saved in:
10
Deep learning for multivariate volatility forecasting in high-dimensional financial time series
Iwafuchi, Rei
;
Matsuda, Yasumasa
-
2024
Persistent link: https://www.econbiz.de/10014526627
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