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accessRights:"restricted"
~accessRights:"free"
~isPartOf:"Economic modelling"
~isPartOf:"International review of financial analysis"
~subject:"ARCH model"
~subject:"Estimation theory"
~subject:"Forecasting model"
~type_genre:"Aufsatz in Zeitschrift"
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ARCH model
Estimation theory
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Markov chain
51
Markov-Kette
51
Estimation
27
Schätzung
27
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21
Theory
21
Volatility
19
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19
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14
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Mandal, Anandadeep
2
Poshakwale, Sunil S.
2
Abdallah, Oussama
1
Avdoulas, Christos
1
Bao Hoang Nguyen
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Bekiros, Stelios
1
BenSaïda, Ahmed
1
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Changqing, Luo
1
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1
Dua, Pami
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Huang, Tzu-Hui
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1
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1
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Quinn, Barry
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Shi, Yanlin
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Economic modelling
International review of financial analysis
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
International journal of forecasting
22
Journal of econometrics
20
Energy economics
18
Journal of forecasting
15
Finance research letters
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Applied economics
11
Economics letters
11
Quantitative finance
11
European journal of operational research : EJOR
10
The North American journal of economics and finance : a journal of financial economics studies
9
Computational economics
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International review of economics & finance : IREF
8
Econometric reviews
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Journal of risk and financial management : JRFM
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Risks : open access journal
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Applied economics letters
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4
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4
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4
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3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of economics and finance
3
International journal of emerging markets
3
International journal of finance & economics : IJFE
3
International journal of financial engineering
3
International journal of production research
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Journal of banking & finance
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Journal of financial econometrics
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Journal of time series econometrics
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ECONIS (ZBW)
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1
Modelling persistent stationary processes in continuous time
Jeong, Minsoo
- In:
Economic modelling
109
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013348235
Saved in:
2
A regime-switching real-time copula GARCH model for optimal futures hedging
Lee, Hsiang-Tai
;
Lee, Chien-chiang
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472897
Saved in:
3
A three-tiered nested analytical approach to financial integration : the case of emerging and frontier equity markets
Cagliesi, Gabriella
;
Guidi, Francesco
- In:
International review of financial analysis
74
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012803928
Saved in:
4
Direction-of-change forecasting in commodity futures markets
Liu, Jiadong
;
Papailias, Fotis
;
Quinn, Barry
- In:
International review of financial analysis
74
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012803933
Saved in:
5
Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen
;
Hou, Chenghan
;
Bao Hoang Nguyen
- In:
Economic modelling
105
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013367152
Saved in:
6
Hedge fund return higher moments over the business cycle
Racicot, François-Éric
;
Théoret, Raymond
- In:
Economic modelling
78
(
2019
),
pp. 73-97
Persistent link: https://www.econbiz.de/10012198849
Saved in:
7
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
8
Volatility spillover shifts in global financial markets
BenSaïda, Ahmed
;
Litimi, Houda
;
Abdallah, Oussama
- In:
Economic modelling
73
(
2018
),
pp. 343-353
Persistent link: https://www.econbiz.de/10012100545
Saved in:
9
Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates
Bekiros, Stelios
;
Avdoulas, Christos
;
Hassapis, Christis
- In:
International review of financial analysis
55
(
2018
),
pp. 140-155
Persistent link: https://www.econbiz.de/10012006178
Saved in:
10
A dynamic Nelson-Siegel yield curve model with Markov switching
Levant, Jared
;
Ma, Jun
- In:
Economic modelling
67
(
2017
),
pp. 73-87
Persistent link: https://www.econbiz.de/10011813779
Saved in:
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