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accessRights:"free"
type_genre:"Article in journal"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
~subject:"Correlation"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
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ARCH-Modell
Börsenkurs
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Estimation theory
21
Schätztheorie
21
Forecasting model
7
Prognoseverfahren
7
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6
Estimation
6
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6
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Ambya, Ambya
2
Gunarto, Toto
2
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1
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1
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1
Elfaki, Faiz A. M.
1
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1
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1
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1
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1
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1
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International Journal of Energy Economics and Policy : IJEEP
Econometrics : open access journal
17
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14
Journal of risk and financial management : JRFM
11
Cambridge working papers in economics
9
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Statistics in transition : an international journal of the Polish Statistical Association
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
2
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1
Future natural gas price forecasting model and its policy implication
Ambya, Ambya
;
Gunarto, Toto
;
Hendrawaty, Ernie
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 64-70
Persistent link: https://www.econbiz.de/10012505591
Saved in:
2
Accurate estimated model of volatility crude oil price
Gunarto, Toto
;
Azhar, Rialdi
;
Tresiana, Novita
;
Supriyanto
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 228-233
Persistent link: https://www.econbiz.de/10012505999
Saved in:
3
Dynamic modeling data export oil and gas and non-oil and gas by ARMA(2,1)-GARCH(1,1) model : study of Indonesian’s export over the years 2008-2019
Nairobi, Nairobi
;
Russel, Edwin
;
Ambya, Ambya
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
6
,
pp. 175-184
Persistent link: https://www.econbiz.de/10012522489
Saved in:
4
Application of GARCH model to forecast data and volatility of share price of energy (Study on Adaro Energy Tbk, LQ45)
Virginia, Erica
;
Ginting, Josep
;
Elfaki, Faiz A. M.
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
3
,
pp. 131-140
Persistent link: https://www.econbiz.de/10011881316
Saved in:
5
Is the best Generalized Autoregressive Conditional Heteroskedasticity(p,q) value-at-risk estimate also the best in reality? : an evidence from Australian interconnected power marke...
Handika, Rangga
;
Triandaru, Sigit
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
4
,
pp. 814-821
Persistent link: https://www.econbiz.de/10011550637
Saved in:
6
Markov regime switching generalized autoregressive conditional heteroskedastic model and volatility modeling for oil returns
Günay, Samet
- In:
International Journal of Energy Economics and Policy : IJEEP
5
(
2015
)
4
,
pp. 979-985
Persistent link: https://www.econbiz.de/10011456391
Saved in:
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